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Preview An E mpirical Analysis of Stock and Bond Market Liquidity Tarun ... pdf file

We study the joint time-series of daily liquidity in bond and stock markets ... Such liquidity shocks are a potential channel through which asset prices are ...... Brennan, M., and A . Subrahmanyam, 1996, Market microstructure and asset pricing: On ... Fleming, M., 2000, Financial market implications of the federal debt paydown ...



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