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...

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Bibliographic Details
Main Authors: Yi-Syuan Wu, 吳羿璇
Other Authors: Shyan-Yuan Lee
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/86044339105138211227