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Quantitative Research and Analytics Liquidity in Corporate Credit Markets Liquidity in Corporate Credit Markets We characterize the liquidity cost in corporate bonds, its relationship to bond characteristics, and the extent to which liquidity explains credit returns.
Masoud Sharif Quantitative Research Analyst Share Share Share via LinkedIn Share via Facebook Share via Twitter Share via Email Add Add Download Download Print Print Mr. Sharif is a managing director in the Newport Beach office and co-leads PM analytics. Prior to joining PIMCO in 2011, he was a vice president in quantitative analytics at Barclays Capital. Mr. Sharif was previously an assistant professor in the electrical and computer engineering department at Boston University. He has 18 years of investment experience and holds a Ph.D. in electrical engineering from California Institute of Technology.