ML-QuantSubscribe

SSRNTrading, Microstructure & Execution

Market Liquidity and Australian Government Bond Prices

A study found no clear link between market liquidity and prices in the Australian government bond market, despite a strong connection between basket status and market liquidity.

Featured in No. 66 on 18 Sep 2024 · 6 days after release · 0 citations today

Released
12 Sep 2024
First featured
No. 66 · 18 Sep 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4954013

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page