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Can large long-term investors capture illiquidity premiums

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  • de Jong, F.C.J.M.

    (Tilburg University, School of Economics and Management)

  • Driessen, J.J.A.G.

    (Tilburg University, School of Economics and Management)

Abstract

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  • de Jong, F.C.J.M. & Driessen, J.J.A.G., 2015. "Can large long-term investors capture illiquidity premiums," Other publications TiSEM 9c92b978-0099-44d3-9aab-8, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:9c92b978-0099-44d3-9aab-810f97061b4c
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    2. Boutabba, Mohamed Amine & Rannou, Yves, 2022. "Investor strategies in the green bond market: The influence of liquidity risks, economic factors and clientele effects," International Review of Financial Analysis, Elsevier, vol. 81(C).
    3. Mohamed Amine Boutabba & Yves Rannou, 2020. "Investor strategies and Liquidity Premia in the European Green Bond market," Post-Print hal-02544451, HAL.

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