Essays about: "Omar Aboumaria"

Found 1 essay containing the words Omar Aboumaria.

  1. 1. Corporate Bond Inventories and Liquidity Risk Pricing

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Omar Aboumaria; Alexander Ekman; [2022]
    Keywords : Liquidity risk; Corporate bond; Inventory cycles; Dealer Inventory;

    Abstract : This paper studies the pricing of liquidity risk in the cross section of corporate bonds for the period of October 2004 to December 2020 following the method presented by Lin et al. (2011). Furthermore, it examines the relationship between liquidity pricing and inventory cycles. READ MORE