Data and Code for "Size-Adapted Bond Liquidity Measures and Their Assets Pricing Implications"
收藏NIAID Data Ecosystem2026-03-13 收录
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https://data.mendeley.com/datasets/6ydbk4f8kn
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资源简介：
SAS code to calculate size-adapted bond liquidity measures.
The data set provides monthly functional forms and normalization factors that allow to calculate size-adapted liquidity measures for individual bonds without running the iterative procedure described in the paper.
创建时间：
2022-07-28
