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Hanging up the phone - electronic trading in fixed income markets and its implications
11 references·2 citing·40 second hop
Hanging up the phone - electronic trading in fixed income markets and its implications (2016)Hanging up the phone - electronic trading…The microstructure of the bond market in the 20th century (2019)The microstructure of the bon…High frequency market microstructure (2015)High frequency market microst…Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Rise of the Machines: Algorit…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…Click or Call? Auction versus Search in the Over‐the‐Counter Market (2014)Click or Call? Auction versus…High Frequency Trading and the New-Market Makers (2012)High Frequency Trading and th…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Risk and Liquidity (2010)Risk and LiquidityMarkets: Transparency and the Corporate Bond Market (2008)Markets: Transparency and the…Market Distress and Vanishing Liquidity: Anatomy and Policy Options (2007)Market Distress and Vanishing…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…The Market Microstructure of Central Bank Bond Purchases (2018)The Market Microstructure of …Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market (2017)Scarcity Effects of QE: A Tra…A Theory of Intraday Patterns: Volume and Price Variability (1988)What Do We Know about Capital Structure? Some Evidence from International Data (1995)The great reversals: the politics of financial development in the twentieth century (2003)Taxes on Tax‐Exempt Bonds (2010)The Empirical Analysis of Liquidity (2014)A Survey of the Microstructure of Fixed-Income Markets (2019)Price, trade size, and information in securities markets (1987)Corporate Bond Market Transaction Costs and Transparency (2007)The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market (2012)Financial Regulatory Reform After the Crisis: An Assessment (2017)On estimating the expected return on the market (1980)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Market Liquidity and Funding Liquidity (2008)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Flow Toxicity and Liquidity in a High-frequency World (2012)Algorithmic Trading and the Market for Liquidity (2013)Artificial intelligence and machine learning in finance: A bibliometric review (2022)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Trusting the Stock Market (2005)The Economics of High-Frequency Trading: Taking Stock (2016)Price Discovery without Trading: Evidence from Limit Orders (2019)Algorithmic Trading and Market Quality: International Evidence (2020)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Over-the-Counter Markets (2004)Simple formulas for standard errors that cluster by both firm and time (2010)Exchange-Traded Funds 101 for Economists (2018)Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)Procyclicality and Monetary Aggregates (2011)RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS (2012)Macroeconomics with Financial Frictions: A Survey (2013)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 2012High Frequency Trading and the New-Market Makers807 cited
  • 2014Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market606 cited
  • 2015High frequency market microstructure592 cited
  • 2008Markets: Transparency and the Corporate Bond Market208 cited
  • 2014Click or Call? Auction versus Search in the Over‐the‐Counter Market195 cited
  • 2019The microstructure of the bond market in the 20th century162 cited
  • 2010Risk and Liquidity135 cited
  • 2007Market Distress and Vanishing Liquidity: Anatomy and Policy Options88 cited

Cited by

  • 2018The Market Microstructure of Central Bank Bond Purchases26 cited
  • 2017Scarcity Effects of QE: A Transaction-Level Analysis in the Bund Market23 cited

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