An empirical study on the liquidity of corporate bond in Taiwan market
碩士 === 國立臺灣大學 === 財務金融學研究所 === 100 === We examine whether liquidity is an important price factor in corporate bond market in Taiwan. Using transaction data between January 2006 and December 2010 from GreTai Security market, we analyze liquidity components of corporate bond spreads using a variety of...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2012
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Online Access: | http://ndltd.ncl.edu.tw/handle/86044339105138211227 |