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
Author(s)
Related Research Unit(s)
Detail(s)
Original language | English |
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Pages (from-to) | 5-42 |
Journal / Publication | Journal of Fixed Income |
Volume | 23 |
Issue number | 1 |
Publication status | Published - Jun 2013 |
Link(s)
Citation Format(s)
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.
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