Liquidity Risk and Momentum Spillover
from Stocks to Bonds
Hai Lin, Junbo Wang and Chunchi Wu
The Journal of Fixed Income Summer 2013, 23 (1) 5-42; DOI: https://doi.org/10.3905/jfi.2013.23.1.005
Hai Lin
is an associate professor of finance in the School of Economics and Finance at Victoria University of Wellington in Wellington, New Zealand.
Junbo Wang
is an associate professor of finance in the Department of Economics and Finance at the City University of Hong Kong in Kowloon, HKSAR.
Chunchi Wu
is M&T Chair in Banking and Finance in the Department of Finance and Managerial Economics, School of Management, at State University of New York at Buffalo in Buffalo, NY.
Explore our content to discover more relevant research
In this issue
Liquidity Risk and Momentum Spillover
from Stocks to Bonds
from Stocks to Bonds
Hai Lin, Junbo Wang, Chunchi Wu
The Journal of Fixed Income Jun 2013, 23 (1) 5-42; DOI: 10.3905/jfi.2013.23.1.005