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The microstructure of the bond market in the 20th century
16 references·16 citing·46 second hopsampled
The microstructure of the bond market in the 20th century (2019)The microstructure of the bond market in …Dealer Networks (2018)Dealer NetworksCapital Commitment and Illiquidity in Corporate Bonds (2018)Capital Commitment and Illiqu…Handbook of Fixed‐Income Securities (2016)Handbook of Fixed‐Income Secu…Dealer intermediation and price behavior in the aftermarket for new bond issues (2007)Dealer intermediation and pri…Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2006)Transparency and Liquidity: A…Secondary Trading Costs in the Municipal Bond Market (2006)Secondary Trading Costs in th…Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆ (2006)Market transparency, liquidit…Financial Intermediation and the Costs of Trading in an Opaque Market (2006)Financial Intermediation and …Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Market microstructure: A surv…Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing (2004)Optimal Asset Location and Al…The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…A Century of Stock Market Liquidity and Trading Costs (2002)A Century of Stock Market Liq…What Do We Know about Capital Structure? Some Evidence from International Data (1995)What Do We Know about Capital…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets (2023)Pledgeability and Asset Price…The Search Theory of Over-the-Counter Markets (2020)The Search Theory of Over-the…Municipal Bond Markets (2019)Municipal Bond MarketsA Survey of the Microstructure of Fixed-Income Markets (2019)A Survey of the Microstructur…The Relevance of Credit Ratings in Transparent Bond Markets (2017)The Relevance of Credit Ratin…Debt maturity and the liquidity of secondary debt markets (2017)Debt maturity and the liquidi…Debt Maturity and the Liquidity of Secondary Debt Markets (2016)Debt Maturity and the Liquidi…Transaction Costs, Trade Throughs, and Riskless Principal Trading in Corporate Bond Markets (2015)Transaction Costs, Trade Thro…The Empirical Analysis of Liquidity (2014)The Empirical Analysis of Liq…The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market (2013)The Effects of Mandatory Tran…Trade and information in the corporate bond market (2012)Trade and information in the …Taxes on Tax‐Exempt Bonds (2010)Taxes on Tax‐Exempt BondsCompetition between exchanges: A research agenda (2010)Competition between exchanges…Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency (2007)Presidential Address: Issuers…Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues (2006)Dealer Intermediation and Pri…Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2005)Transparency and Liquidity: A…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Research in emerging markets finance: looking to the future (2002)Flight to Quality, Flight to Liquidity, and the Pricing of Risk (2004)Recent trends in trading activity and market quality (2011)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Continuous Auctions and Insider Trading (1985)The Flash Crash: High-Frequency Trading in an Electronic Market (2011)Do Prices Reveal the Presence of Informed Trading? (2015)Market microstructure theory (1995)Market Microstructure Theory. (1996)Market microstructure: A survey (2000)The Illiquidity of Corporate Bonds (2011)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Intermediary asset pricing: New evidence from many asset classes (2017)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Cost of Transacting (1968)A New Estimate of Transaction Costs (1999)Equity Volatility and Corporate Bond Yields (2003)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Regulatory pressure and fire sales in the corporate bond market (2011)Are green bonds priced differently from conventional bonds? (2018)Bank Runs, Deposit Insurance, and Liquidity (1983)Legal Determinants of External Finance (1997)Law and Finance (1998)What matters for financial development? Capital controls, institutions, and interactions (2005)The Economic Consequences of Legal Origins (2008)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes (1994)Corporate Yield Spreads and Bond Liquidity (2007)Liquidity Biases in TRACE (2009)Multimarket Trading and Market Liquidity (1991)The Survival of Noise Traders in Financial Markets (1991)Is market fragmentation harming market quality? (2011)Exploiting the Conditional Density in Estimating the Term Structure: An Application to the Cox, Ingersoll, and Ross Model (1994)Numerical Valuation of High Dimensional Multivariate American Securities (1995)An empirical analysis of changes in credit rating properties: Timeliness, accuracy and volatility (2008)
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References

  • 1995What Do We Know about Capital Structure? Some Evidence from International Data6,527 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆571 cited
  • 2002A Century of Stock Market Liquidity and Trading Costs484 cited
  • 2006Transparency and Liquidity: A Controlled Experiment on Corporate Bonds472 cited
  • 2005Market microstructure: A survey of microfoundations, empirical results, and policy implications471 cited
  • 2016Handbook of Fixed‐Income Securities407 cited
  • 2006Financial Intermediation and the Costs of Trading in an Opaque Market379 cited
  • 2006Secondary Trading Costs in the Municipal Bond Market376 cited
  • 2018Capital Commitment and Illiquidity in Corporate Bonds326 cited
  • 2004Optimal Asset Location and Allocation with Taxable and Tax‐Deferred Investing287 cited
  • 2007Dealer intermediation and price behavior in the aftermarket for new bond issues

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212 cited
  • 2018Dealer Networks209 cited
  • Cited by

    • 2019A Survey of the Microstructure of Fixed-Income Markets148 cited
    • 2014The Empirical Analysis of Liquidity144 cited
    • 2010Taxes on Tax‐Exempt Bonds130 cited
    • 2016Debt Maturity and the Liquidity of Secondary Debt Markets109 cited
    • 2005Transparency and Liquidity: A Controlled Experiment on Corporate Bonds108 cited
    • 2012Trade and information in the corporate bond market99 cited
    • 2023Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets90 cited
    • 2017Debt maturity and the liquidity of secondary debt markets85 cited
    • 2013The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market79 cited
    • 2006Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues70 cited
    • 2020The Search Theory of Over-the-Counter Markets69 cited
    • 2007Presidential Address: Issuers, Underwriter Syndicates, and Aftermarket Transparency68 cited
    • 2010Competition between exchanges: A research agenda62 cited
    • 2019Municipal Bond Markets62 cited
    • 2015Transaction Costs, Trade Throughs, and Riskless Principal Trading in Corporate Bond Markets61 cited
    • 2017The Relevance of Credit Ratings in Transparent Bond Markets57 cited