SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Corporate Bond Market Transaction Costs and Transparency
3 references·16 citing·34 second hop
Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transaction Costs a…Market microstructure: A survey (2000)Market microstructure: A surv…Market Microstructure Theory. (1996)Market Microstructure Theory.Market microstructure theory (1995)Market microstructure theoryClimate Regulatory Risk and Corporate Bonds (2022)Climate Regulatory Risk and C…Capital Commitment and Illiquidity in Corporate Bonds (2018)Capital Commitment and Illiqu…Are green bonds priced differently from conventional bonds? (2018)Are green bonds priced differ…Policy Uncertainty and Corporate Credit Spreads (2017)Policy Uncertainty and Corpor…Investor flows and fragility in corporate bond funds (2017)Investor flows and fragility …Intermediary asset pricing: New evidence from many asset classes (2017)Intermediary asset pricing: N…Rollover Risk and Credit Risk (2012)Rollover Risk and Credit RiskIlliquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises (2012)Illiquidity or credit deterio…How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)How Much of the Corporate-Tre…The Illiquidity of Corporate Bonds (2011)The Illiquidity of Corporate …Regulatory pressure and fire sales in the corporate bond market (2011)Regulatory pressure and fire …Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)The Same Bond at Different Pr…Measuring Abnormal Bond Performance (2008)Measuring Abnormal Bond Perfo…Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2006)Transparency and Liquidity: A…Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆ (2006)Market transparency, liquidit…Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity Risk and Expected Stock Returns (2003)Common risk factors in the returns on stocks and bonds (1993)A five-factor asset pricing model (2014)Short and Long Horizon Behavioral Factors (2017)Deviations from Covered Interest Rate Parity (2018)Taming the Factor Zoo: A Test of New Factors (2020)Bank Runs, Deposit Insurance, and Liquidity (1983)Illiquidity and stock returns: cross-section and time-series effects (2002)The Rise of Shadow Banking: Evidence from Capital Regulation (2018)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets (2021)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Speculative Asset Prices (2014)The financing of local government in China: Stimulus loan wanes and shadow banking waxes (2020)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Order imbalance, liquidity, and market returns (2002)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Liquidity and Asset Prices (2006)Measuring security price performance (1980)Using daily stock returns (1985)Reaching for Yield in the Bond Market (2014)Climate Change News Risk and Corporate Bond Returns (2020)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Where's the Greenium? (2019)The Pricing of Options and Corporate Liabilities (1973)Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Realized Variance and Market Microstructure Noise (2006)MIDAS Regressions: Further Results and New Directions (2007)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)
this work references cited by second hop

References

  • 1995Market microstructure theory1,305 cited
  • 1996Market Microstructure Theory.1,152 cited
  • 2000Market microstructure: A survey1,133 cited

Cited by

  • 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 2017Intermediary asset pricing: New evidence from many asset classes792 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2008Measuring Abnormal Bond Performance655 cited
  • 2017Investor flows and fragility in corporate bond funds632 cited
  • 2012Rollover Risk and Credit Risk632 cited
  • 2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆571 cited
  • 2011Regulatory pressure and fire sales in the corporate bond market527 cited
  • 2018Are green bonds priced differently from conventional bonds?512 cited
  • 2006Transparency and Liquidity: A Controlled Experiment on Corporate Bonds472 cited
  • 2010The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures405 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2022Climate Regulatory Risk and Corporate Bonds387 cited
  • 2012Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises372 cited
  • 2017Policy Uncertainty and Corporate Credit Spreads359 cited
  • 2018Capital Commitment and Illiquidity in Corporate Bonds326 cited