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Over-the-counter market liquidity and securities lending
16 references·1 citing·46 second hop
Over-the-counter market liquidity and securities lending (2019)Over-the-counter market liquidity and sec…The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)The Employment Effects of Cre…Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises (2012)Illiquidity or credit deterio…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…Price Efficiency and Short Selling (2010)Price Efficiency and Short Se…Liquidity in Asset Markets With Search Frictions (2009)Liquidity in Asset Markets Wi…Liquidity Biases in TRACE (2009)Liquidity Biases in TRACEMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageA Search‐Based Theory of the On‐the‐Run Phenomenon (2008)A Search‐Based Theory of the …Over-the-Counter Markets (2004)Over-the-Counter MarketsThe market for borrowing stock (2002)The market for borrowing stockThe bond/old-bond spread (2002)The bond/old-bond spreadSecurities lending, shorting, and pricing (2002)Securities lending, shorting,…Special Repo Rates (1996)Special Repo RatesCorporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups (1991)Corporate Structure, Liquidit…Central Bank–Driven Mispricing (2025)Central Bank–Driven MispricingStock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Illiquidity and stock returns: cross-section and time-series effects (2002)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Accounting anomalies and fundamental analysis: A review of recent research advances (2010)Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis (2012)Machine learning in the Chinese stock market (2021)The Bargaining Problem (1950)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Liquidity and Asset Prices (2006)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Diagnostic Expectations and Credit Cycles (2017)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)Credit Allocation Under Economic Stimulus: Evidence from China (2019)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)Noise Trader Risk in Financial Markets (1990)Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Search-Theoretic Models of the Labor Market: A Survey (2005)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Rating Agencies in the Face of Regulation (2011)Vulnerable banks (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Bad Beta, Good Beta (2004)Short interest, institutional ownership, and stock returns (2005)Which Shorts Are Informed? (2007)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Investor protection and corporate governance (2000)Investor flows and fragility in corporate bond funds (2017)Where's the Greenium? (2019)Climate Change News Risk and Corporate Bond Returns (2020)
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References

  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2008Liquidity and leverage2,557 cited
  • 1991Corporate Structure, Liquidity, and Investment: Evidence from Japanese Industrial Groups2,361 cited
  • 2013The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis *1,511 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2002The market for borrowing stock1,161 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 2010Price Efficiency and Short Selling669 cited
  • 2011Regulatory pressure and fire sales in the corporate bond market527 cited
  • 2002The bond/old-bond spread514 cited
  • 1996Special Repo Rates461 cited
  • 2009Liquidity in Asset Markets With Search Frictions397 cited
  • 2012Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises372 cited
  • 2009Liquidity Biases in TRACE372 cited
  • 2008A Search‐Based Theory of the On‐the‐Run Phenomenon

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363 cited

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  • 2025Central Bank–Driven Mispricing25 cited