Essays about: "Amihud Illliquidity"

Found 1 essay containing the words Amihud Illliquidity.

  1. 1. Stock Liquidity as a Determinant of Credit Default Swap Spreads

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Mehmet Caglar Kaya; Radu-Dragomir Manac; [2013]
    Keywords : Turnover Ratio; Amihud Illliquidity; Bid-Ask Spread; Default Risk; Stock Liquidity; Credit Default Swaps; Business and Economics;

    Abstract : This research investigates the effect of stock liquidity on credit default swap spreads. The relationship between stock liquidity and CDS spreads is tested empirically using a panel data of 82 companies spanning a period of 64 months. READ MORE