TY  - JOUR
AU  - Márquez De La Cruz, Elena
AU  - Martínez Cañete, Ana Rosa
AU  - Nieto, Belén
PY  - 2025
DO  - 10.1016/j.najef.2025.102384
UR  - https://hdl.handle.net/20.500.14352/118297
T2  - The North American Journal of Economics and Finance
AB  - This paper evaluates the cross-asset co-movements of the liquidity of stocks and corporate bonds issued by the same firm, revealing a positive and significant contemporaneous relationship between the liquidity of the two assets. This finding is robust...
LA  - eng
PB  - Elsevier
KW  - Panel estimation
KW  - Individual illiquidity
KW  - Stocks
KW  - Corporate bonds
KW  - Firm risk
TI  - Stock and corporate bond liquidity: when having the same issuer induces commonality
TY  - journal article
VL  - 77
ER  -