---
title: Bonds: Maturity and Liquidity
url: https://www.ml-quant.com/papers/ssrn/4925932/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4925932
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925932
featured: 2024-08-15
citations: unknown
topic: Trading, Microstructure & Execution
---


# Bonds: Maturity and Liquidity

Maturity and Liquidity: A study rejects standard corporate bond factor models in favor of a model featuring the global corporate bond market, a global maturity spread factor, and a global liquidity spread factor, although it doesn't price Japanese Yen bonds well.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4925932
- Identifier: SSRN 4925932
- Released: 2024-08-07
- First featured: Quant Letter No. 61 (2024-08-15): https://www.ml-quant.com/issues/2024-08-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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