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Analysis of Corporate Bond Liquidity
5 references·1 citing·27 second hop
Analysis of Corporate Bond Liquidity (2015)Analysis of Corporate Bond LiquidityEquity Trading in the 21st Century: An Update (2015)Equity Trading in the 21st Ce…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…Bid–ask spreads in commodity futures markets (2004)Bid–ask spreads in commodity …Determinants of liquidity costs in commodity futures markets / 1474 (1988)Determinants of liquidity cos…Over-the-counter market liquidity and securities lending (2019)Over-the-counter market liqui…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Inferring Trade Direction from Intraday Data (1991)The Components of the Bid‐Ask Spread: the Case of the Athens Stock Exchange (2008)The Behavior of Bid‐Ask Spreads in the Electronically‐Traded Corn Futures Market (2013)Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid‐Ask Spread? (2019)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)Continuous Auctions and Insider Trading (1985)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)High-Frequency Trading and Price Discovery (2014)Corporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups (1991)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Central Bank–Driven Mispricing (2025)Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets (1992)Optimal contract design: For whom? (2003)Bid‐Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets (2010)Institutional Trading and Abel Noser Data (2018)Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structures (2018)Trading in Fragmented Markets (2019)
this work references cited by second hop

References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 2015Equity Trading in the 21st Century: An Update119 cited
  • 1988Determinants of liquidity costs in commodity futures markets / 147457 cited
  • 2004Bid–ask spreads in commodity futures markets52 cited

Cited by

  • 2019Over-the-counter market liquidity and securities lending25 cited

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