Liquidity Premium in the Indian Corporate Bond Market

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DC Field	Value	Language
dc.contributor.author	Seth, Rama
dc.contributor.author	Dey, Malay
dc.contributor.author	Narayanan, Sethunarayanan
dc.date.accessioned	2021-08-26T05:55:29Z	-
dc.date.available	2021-08-26T05:55:29Z	-
dc.date.issued	2012
dc.identifier.uri	https://www.researchgate.net/publication/259998579
dc.identifier.uri	https://ir.iimcal.ac.in:8443/jspui/handle/123456789/966	-
dc.description	Malay Dey, University of Illinois, Urbana-Champaign; Rama Seth, Department of Finance & Control, Indian Institute of Management Calcutta, Kolkata
dc.description.abstract	We test the empirical model in Subrahmanyam et al. (2009) for the Indian corporate bond market. We obtain daily time series data for approximately four years, 2007-10 for the corporate bond market from NSE and test the hypothesis that liquidity and trading activity explains a part of the variation in yield spreads.2 We find mixed evidence on liquidity premium on yield spreads
dc.publisher	AR-IIMC
dc.publisher	International Academic Research Journal of Business and Management
dc.relation.ispartofseries	1(7)
dc.subject	Liquidity
dc.subject	Bond Rating
dc.subject	Yield Spread
dc.title	Liquidity Premium in the Indian Corporate Bond Market
dc.type	Article
Appears in Collections:	Finance and Control

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