TY  - GEN
AU  - Márquez De La Cruz, Elena
AU  - Martínez Cañete, Ana Rosa
AU  - Nieto, Belén
PY  - 2022
DO  - 10.2139/ssrn.4281427
UR  - https://hdl.handle.net/20.500.14352/118479
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  - Elsevier
KW  - individual illiquidity
KW  - panel estimation
KW  - firm risk
KW  - corporate bonds
KW  - stocks
TI  - Illiquidity linkages between individual stocks and corporate bonds
TY  - working paper
ER  -