Hi,
does anybody know if there is a 'standard' liquidity factor for
(corporate or government) bonds (like Pastor and Stambaugh (2003, JPE)
for equities) that is freely available or through WRDS, CRSP etc. ?
Thank you in advance.
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
