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History
- Published online February 29, 2016.
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© 2016 Pageant Media Ltd
Author Information
- Vadim Konstantinovsky
- Stephen A. Laipply
- Bruce D. Phelps
- To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
In this issue
Liquidity and Market Efficiency: Cash Corporates, ETFs, and CDX
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- Article
- Abstract
- PRICE INERTIA AS A MEASURE OF LIQUIDITY
- RELATIVE LIQUIDITY: TES
- PRICE INERTIA AND RELATIVE LIQUIDITY—MONTHLY RETURNS
- COMPARING DIFFERENT LIQUIDITY ENVIRONMENTS
- PRICE INERTIA AND RELATIVE LIQUIDITY—DAILY RETURNS
- CASH BONDS, ETFs, AND CDX
- RELATIVE INFORMATIONAL EFFICIENCY: CASH BONDS, ETFs, AND CDX
- CONCLUSION
- ENDNOTES
- REFERENCES
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