Liquidity Biases in TRACE

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@article{76f2c670d41411dea6a6000ea68e967b,

title = "Liquidity Biases in TRACE",

author = "Jens Dick-Nielsen",

year = "2009",

doi = "10.3905/jfi.2009.19.2.043",

language = "English",

volume = "19",

pages = "43--55",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Portfolio Management Research",

number = "2",

}