Liquidity risk and momentum spillover from stocks to bonds

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 22_Publication in policy or professional journal

Overview

9 Scopus Citations

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Author(s)

Hai Lin
Junbo Wang
Chunchi Wu

Related Research Unit(s)

Department of Economics and Finance

Detail(s)

Original language	English
Pages (from-to)	5-42
Journal / Publication	Journal of Fixed Income
Volume	23
Issue number	1
Publication status	Published - Jun 2013

Link(s)

DOI	DOI https://doi.org/10.3905/jfi.2013.23.1.005 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-84884163103&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(06e27ce6-ecc8-4425-957e-eb73c07afbb5).html

Citation Format(s)

[ RIS ] [ BibTeX ]

Liquidity risk and momentum spillover from stocks to bonds. / Lin, Hai; Wang, Junbo; Wu, Chunchi.
In: Journal of Fixed Income, Vol. 23, No. 1, 06.2013, p. 5-42.

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 22_Publication in policy or professional journal

Lin, H, Wang, J & Wu, C 2013, 'Liquidity risk and momentum spillover from stocks to bonds', Journal of Fixed Income, vol. 23, no. 1, pp. 5-42. https://doi.org/10.3905/jfi.2013.23.1.005

Lin, H., Wang, J., & Wu, C. (2013). Liquidity risk and momentum spillover from stocks to bonds. Journal of Fixed Income, 23(1), 5-42. https://doi.org/10.3905/jfi.2013.23.1.005

Lin H, Wang J, Wu C. Liquidity risk and momentum spillover from stocks to bonds. Journal of Fixed Income. 2013 Jun;23(1):5-42. doi: 10.3905/jfi.2013.23.1.005

Lin, Hai ; Wang, Junbo ; Wu, Chunchi. / Liquidity risk and momentum spillover from stocks to bonds. In: Journal of Fixed Income. 2013 ; Vol. 23, No. 1. pp. 5-42.