Liquidity risk and momentum spillover from stocks to bonds

Hai Lin; Junbo Wang; Chunchi Wu

doi:10.3905/jfi.2013.23.1.005

Liquidity risk and momentum spillover from stocks to bonds

Hai Lin
, Junbo Wang
, Chunchi Wu

Finance

Victoria University of Wellington
City University of Hong Kong

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Original language	English
Pages (from-to)	5-42
Number of pages	38
Journal	Journal of Fixed Income
Volume	23
Issue number	1
DOIs	https://doi.org/10.3905/jfi.2013.23.1.005
State	Published - Jun 2013

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title = "Liquidity risk and momentum spillover from stocks to bonds",

author = "Hai Lin and Junbo Wang and Chunchi Wu",

year = "2013",

month = jun,

doi = "10.3905/jfi.2013.23.1.005",

language = "English",

volume = "23",

pages = "5--42",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Portfolio Management Research",

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TY - JOUR

T1 - Liquidity risk and momentum spillover from stocks to bonds

AU - Lin, Hai

AU - Wang, Junbo

AU - Wu, Chunchi

PY - 2013/6

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UR - https://www.scopus.com/pages/publications/84884163103

U2 - 10.3905/jfi.2013.23.1.005

DO - 10.3905/jfi.2013.23.1.005

M3 - Article

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SN - 1059-8596

VL - 23

SP - 5

EP - 42

JO - Journal of Fixed Income

JF - Journal of Fixed Income

IS - 1

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Liquidity risk and momentum spillover from stocks to bonds

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