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Price formation in the OTC corporate bond markets: a field study of the inter-dealer market
13 references·3 citing·46 second hop
Price formation in the OTC corporate bond markets: a field study of the inter-dealer market (2002)Price formation in the OTC corporate bond…The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (2002)The Informational Efficiency …Corporate Bond Trading Costs: A Peek Behind the Curtain (2001)Corporate Bond Trading Costs:…The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis (2000)The Informational Efficiency …The determinants of trading volume of high-yield corporate bonds (2000)The determinants of trading v…An Empirical Study of Bond Market Transactions (2000)An Empirical Study of Bond Ma…Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets (1999)Liquidity in U.S. Fixed Incom…In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets (1997)In Search of Liquidity: Block…Bondholder Losses in Leveraged Buyouts (1993)Bondholder Losses in Leverage…Corporate Bond Price Discrepancies in the Dealer and Exchange Markets (1991)Corporate Bond Price Discrepa…Corporate Bond Price Data Sources and Return/Risk Measurement (1986)Corporate Bond Price Data Sou…Allocation Mechanisms and the Design of Auctions (1981)Allocation Mechanisms and the…Uncertainty and the Bidding for Incentive Contracts (1977)Uncertainty and the Bidding f…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)COUNTERSPECULATION, AUCTIONS,…Liquidity in Asset Markets with Search Frictions (2007)Liquidity in Asset Markets wi…Trade disclosure and price dispersion (2005)Trade disclosure and price di…Conflicts of Interest and Market Discipline Among Financial Services Firms (2003)Conflicts of Interest and Mar…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)The Relation Between Treasury Yields and Corporate Bond Yield Spreads (1998)Comparing possible proxies of corporate bond liquidity (2004)The cross-section of expected corporate bond returns: Betas or characteristics? (2004)Optimal Auction Design (1981)Asymmetric Information, Incentives and Intrafirm Resource Allocation (1982)Auctions with entry (1987)Modeling Competitive Bidding: A Critical Essay (1994)Collusion Under Asymmetric Information (1997)Asset pricing and the bid-ask spread (1986)Inferring Trade Direction from Intraday Data (1991)Common risk factors in the returns on stocks and bonds (1993)Trading Costs in Three U.S. Bond Markets (2003)Liquidity effects in corporate bond spreads (2013)Determinants of Corporate Bond Trading: A Comprehensive Analysis (2017)Price, trade size, and information in securities markets (1987)Liquidity and Market Structure (1988)The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998)Liquidity in Asset Markets With Search Frictions (2009)Corporate Social Responsibility: Is it Rewarded by the Corporate Bond Market? A Critical Note (2010)Capital Commitment and Illiquidity in Corporate Bonds (2018)Estimating betas from nonsynchronous data (1977)On financial contracting (1979)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Governance Mechanisms and Bond Prices (2007)Momentum in Corporate Bond Returns (2013)The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)Automation, speed, and stock market quality: The NYSE's Hybrid (2011)Do Dark Pools Harm Price Discovery? (2013)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Comparing Possible Proxies of Corporate Bond Liquidity (2003)Illiquidity or Credit Deterioration: A Study of Liquidity in the US Corporate Bond Market during Financial Crises (2010)Liquidity and Arbitrage in the Market for Credit Risk (2011)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Latent liquidity: A new measure of liquidity, with an application to corporate bonds (2008)Initial Evidence on the Role of Accounting Earnings in the Bond Market (2009)Do hedge funds trade on private information? Evidence from syndicated lending and short-selling☆ (2010)A Survey of Contingent‐Claims Approaches to Risky Debt Valuation (2000)An Empirical Examination of the Classical Theory of Corporate Security Valuation (2003)Dealer Behavior and the Trading of Newly Issued Corporate Bonds (2007)A Theory of Auctions and Competitive Bidding (1982)A Course in Game Theory (1994)
this work references cited by second hop

References

  • 1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS7,719 cited
  • 2001Corporate Bond Trading Costs: A Peek Behind the Curtain343 cited
  • 2000An Empirical Study of Bond Market Transactions324 cited
  • 1997In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets318 cited
  • 1981Allocation Mechanisms and the Design of Auctions310 cited
  • 1993Bondholder Losses in Leveraged Buyouts298 cited
  • 2002The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis293 cited
  • 2000The determinants of trading volume of high-yield corporate bonds170 cited
  • 1999Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets137 cited
  • 1991Corporate Bond Price Discrepancies in the Dealer and Exchange Markets86 cited
  • 2000The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis71 cited
  • 1977Uncertainty and the Bidding for Incentive Contracts59 cited
  • 1986Corporate Bond Price Data Sources and Return/Risk Measurement49 cited

Cited by

  • 2007Liquidity in Asset Markets with Search Frictions54 cited
  • 2005Trade disclosure and price dispersion

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20 cited
  • 2003Conflicts of Interest and Market Discipline Among Financial Services Firms15 cited