The article explores how different assets are affected by liquidity in over-the-counter markets. The researchers created a model to show how investors can manage portfolios of these assets, affecting trade volume, price dispersion, and price impact. They found that difficulties in trading one asset can lead to sales of other assets, causing prices to change more drastically. By studying US corporate bonds, they confirmed that price impact is a good measure of the negative effects of trading difficulties, while other measures may not show the full picture.