TY  - JOUR
AU  - Márquez De La Cruz, Elena
AU  - Martínez Cañete, Ana Rosa
AU  - Nieto, Belén
PY  - 2022
DO  - 10.2139/ssrn.4281427
SN  - 1556-5068
UR  - https://hdl.handle.net/20.500.14352/118479
T2  - SSRN Electronic Journal
AB  - This paper evaluates the cross comovements of illiquidity between stocks and corporate bonds issued by the same firm employing individual corporate bonds information from TRACE from July 2002 to December 2014. We analyze these relations in both a time...
LA  - eng
PB  - SSRN
KW  - Individual illiquidity
KW  - Panel estimation
KW  - Firm risk
KW  - Corporate bonds
KW  - Stocks
TI  - Illiquidity linkages between individual stocks and corporate bonds
TY  - journal article
ER  -