1Amihud Y., Illiquidity and stock returns: cross-section and time series effects, Journal of Financial Markets, 2002,5 ( 1 ).
2Bao J., J. Pan , and J. Wang , The illiquidity of corporate bonds, Journal of Finance,2011,3(66).
3Corwin S., and P. Schultz, A simple way to estimate bid-askspreads from d aily high and low prices, Journal of Finance, 2012,67(2).
4Fama F. and J.D. MacBeth, Risk, Return, and Equilibrium: Empirical Tests, Journal of Political Economy, 1973,81 (3).
5Goyenko R.Y., C.W. Holden, and C.A. Trzcinika, Do measures of liquidity measure liquidity?, Journal of Financial Economics, 2009,92 (2).
6Jankowitsch R., A. Nashikkar, and M. Subrahmanyam, Price dispersion in OTC markets: A new measure of liquidity, Journal of Banking & Finance, 2011,35 (2).
7Mahanti S., A. Nashikkar, M. Subrahmanyam, G. Chacko and G. Mallik, Latent liquidity: A new measure of liquidity, with an application to corporate bonds, Journal of Financial Economics, 2008,88(2).
8Roll R., A simple implicit measure of the effective bid-ask spread in an efficient market, Journal of Finance, 1984,39(4).
3Acharya V. and Pedersen L.,2005,“Asset Pricing with Liquidity Risk”,Journal of Financial Economics, 77, pp.375-410.
4Acharya V. and Viswanathan S., 2011,“Leverage, Moral Hazard and Liquidity”,Journal of Finance, 66,pp.99-138.
5Acharya V” Amihud Y. and Bharath S., 2013, “Liquidity Risk of Corporate Bond Returns: Conditional Approach' Journalof Financial Economics, 110,pp.358-386.
6Amihud Y.,2002, “Iliquidity and Stock Returns: Cross-Section and Time Series Effects”,Journal of Financial Markets, 5,pp.31-56.
7Amihud Y.and Mendelson H.,1986, “Asset Pricing and the Bid-Ask Spread”,Journal of Financial Economics, 17,pp.223-249.
8Amihud Y.and Mendelson H., 1991, “Liquidity, Maturity, and the Yields on U.S. Treasury Securities”,Journal of Finance,46,pp.1411-1425.
9Bao J., Pan J. and Wang J.,2011, “The illiquidity of Corporate Bonds”,The Journal of Finance, 3,pp.911-946.
10Chen L.,Lesmond L. and Wei J.,2007,“Corporate Yields Spread and Bond Liquidity”,Journal of Finance, 61, pp.119-149.