arbiter
JournalsPricingAccount

Measuring market liquidity in US fixed income markets: A new synthetic indicator

Carmen Broto & Matías Lamas

Spanish Review of Financial Economics2016https://doi.org/10.1016/j.srfe.2016.01.001preprint
ABDC C
Weight
0.26

What the paper says

No abstract available.

Open paper page →

Cite this paper

https://doi.org/https://doi.org/10.1016/j.srfe.2016.01.001

Or copy a formatted citation

@article{carmen2016,
  title        = {{Measuring market liquidity in US fixed income markets: A new synthetic indicator}},
  author       = {Carmen Broto & Matías Lamas},
  journal      = {Spanish Review of Financial Economics},
  year         = {2016},
  doi          = {https://doi.org/https://doi.org/10.1016/j.srfe.2016.01.001},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Measuring market liquidity in US fixed income markets: A new synthetic indicator

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.26

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.