The Term Structure of Bond Liquidity

The Term Structure of Bond Liquidity∗ Forthcoming in the Journal of Financial and Quantitative Analysis† Monika Gehde-Trapp‡ Philipp Schuster§ Marliese Uhrig-Homburg¶ June 6, 2017 ∗ This work was supported by the Deutsche Forschungsgemeinschaft [UH 107/3-1, UH 107/3-2, and SCHU 3049/2-2]. ................
................