Back to search

Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market

Data up to Jan 2025

Published1993
Citations150
References19

Total Citations Per Year

Abstract

References (19)

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

Optimal dealer pricing under transactions and return uncertainty

1981 • 1,424 citations

Dealership market

1980 • 998 citations

A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets

1990 • 818 citations

The Dynamics of Dealer Markets Under Competition

1983 • 790 citations

Trading Volume and Asset Liquidity

1989 • 663 citations

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

1991 • 520 citations

Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

1990 • 505 citations

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

1991 • 245 citations

An Operational Measure of Liquidity

2016 • 174 citations

The Dynamics of Dealer Markets Under Competition

1983 • 143 citations

An operational measure of liquidity

1984 • 117 citations

Price Dispersion in the Government Securities Market

1976 • 113 citations

Arbitrage With Holding Costs: A Utility‐Based Approach

1992 • 92 citations

The Benchmark Effect in the Japanese Government Bond Market

1991 • 73 citations

An Equilibrium Model of Nominal Bond Prices with Inflation-Output Correlation and Stochastic Volatility

1993 • 49 citations

Arbitrage With Holding Costs: A Utility-Based Approach

1992 • 37 citations

Cited By (0)

Loading...
Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market (1993) – Review of Financial Studies | Metascience Observatory Explorer