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A Heterogeneous Agents Equilibrium Model for the Term Structure of Bond Market Liquidity

https://doi.org/10.2139/ssrn.2237879
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1 of 22 checkable references need attention · checked 2026-08-26

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.2307/2328864
The 21 checked references that resolve
resolves10.1016/s1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.1016/0304-405x(86)90065-6
Asset pricing and the bid-ask spread
resolves10.2139/ssrn.1964709
Pricing Liquidity Risk with Heterogeneous Investment Horizons
resolves10.1093/rfs/hhn098
Market Liquidity and Funding Liquidity
resolves10.1016/j.jfineco.2018.07.009
Corporate debt maturity profiles
resolves10.3905/jfi.2009.19.2.043
Liquidity Biases in TRACE
resolves10.2139/ssrn.2337908
How to Clean Enhanced TRACE Data
resolves10.1016/j.jfineco.2011.10.009
Corporate bond liquidity before and after the onset of the subprime crisis
resolves10.1111/j.1468-0262.2005.00639.x
Over-the-Counter Markets
resolves10.1093/rfs/12.4.687
Modeling Term Structures of Defaultable Bonds
resolves10.1111/j.1540-6261.2007.01240.x
Corporate Bond Market Transaction Costs and Transparency
resolves10.1111/j.1540-6261.2006.01056.x
Liquidity and Credit Risk
resolves10.1093/rfs/hhr093
The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
resolves10.1093/rfs/hhr132
Bond Liquidity Premia
resolves10.1017/s0022109010000700
The Term Structure of Bond Market Liquidity and Its Implications for Expected Bond Returns
resolves10.1016/j.jmoneco.2007.06.029
The U.S. Treasury yield curve: 1961 to the present
resolves10.3982/ecta11039
Endogenous Liquidity and Defaultable Bonds
resolves10.1111/j.1540-6261.2012.01721.x
Rollover Risk and Credit Risk
resolves10.2139/ssrn.1001459
Determinants of Corporate Bond Trading: A Comprehensive Analysis
resolves10.1093/rapstu/ras011
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
resolves10.2139/ssrn.2269894
Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref16
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