SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Inventory Management by Corporate Bond Dealers
5 references·12 citing·48 second hopsampled
Inventory Management by Corporate Bond Dealers (2017)Inventory Management by Corporate Bond De…Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…Corporate Bond Trading Costs: A Peek Behind the Curtain (2001)Corporate Bond Trading Costs:…Does Risk Sharing Motivate Interdealer Trading? (1998)Does Risk Sharing Motivate In…An Analysis of Changes in Specialist Inventories and Quotations (1993)An Analysis of Changes in Spe…The Dynamics of Dealer Markets Under Competition (1983)The Dynamics of Dealer Market…Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress (2022)Commonality in Credit Spread …Capital Regulation, Market-Making, and Liquidity (2022)Capital Regulation, Market-Ma…The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum (2021)The Unintended Consequences o…Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets (2021)Inventory Management, Dealers…Mutual Fund Fragility, Dealer Liquidity Provisions, and the Pricing of Municipal Bonds (2020)Mutual Fund Fragility, Dealer…Liquidity Regulation and Financial Intermediaries (2020)Liquidity Regulation and Fina…Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementation? (2020)Does the Federal Reserve Obta…Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds (2019)Secondary Market Liquidity an…From Market Making to Matchmaking: Does Bank Regulation Harm Market Liquidity? (2019)From Market Making to Matchma…Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress (2019)Commonality in Credit Spread …Banking regulation and market making (2019)Banking regulation and market…Capital Commitment and Illiquidity in Corporate Bonds (2018)Capital Commitment and Illiqu…COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Cost of Transacting (1968)Information Effects on the Bid-Ask Spread (1983)Measuring the Information Content of Stock Trades (1991)Market Liquidity and Funding Liquidity (2008)Market microstructure theory (1995)Market Microstructure Theory. (1996)Market microstructure: A survey (2000)Credit Spreads and Business Cycle Fluctuations (2012)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Price, trade size, and information in securities markets (1987)Liquidity and Market Structure (1988)Liquidity and Market Structure (1988)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)The Components of the Bid-Ask Spread: A General Approach (1997)Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)Informed Speculation with Imperfect Competition (1989)Order Flow and Exchange Rate Dynamics (1999)The Dynamics of Institutional and Individual Trading (2003)Automatic Lag Selection in Covariance Matrix Estimation (1994)Corporate Yield Spreads and Bond Liquidity (2007)The Illiquidity of Corporate Bonds (2011)Climate Risk and Capital Structure (2019)Where's the Greenium? (2019)Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)Asset pricing and the bid-ask spread (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Asset pricing with liquidity risk (2005)Credit Default Swaps and Corporate Bond Trading (2019)Secondary Market Transparency and Corporate Bond Issuing Costs (2021)The Price of Safety: The Evolution of Municipal Bond Insurance Value (2023)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Over-the-Counter Markets (2004)A Theory of Participation in OTC and Centralized Markets (2019)A Theory of Participation in OTC and Centralized Markets (2022)Inventory-Constrained Underwriters and Corporate Bond Offerings (2022)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity and leverage (2008)Debt Issuance in the Era of Passive Investment (2018)The Value of ETF Liquidity (2020)Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States (2024)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Dealer Capacity and U.S. Treasury Market Functionality (2023)How Integrated are Credit and Equity Markets? Evidence from Index Options (2023)Retail bond investors and credit ratings (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 1983The Dynamics of Dealer Markets Under Competition783 cited
  • 1993An Analysis of Changes in Specialist Inventories and Quotations431 cited
  • 2001Corporate Bond Trading Costs: A Peek Behind the Curtain343 cited
  • 1998Does Risk Sharing Motivate Interdealer Trading?154 cited

Cited by

  • 2018Capital Commitment and Illiquidity in Corporate Bonds326 cited
  • 2021The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum53 cited
  • 2019Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds51 cited
  • 2022Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress50 cited
  • 2021Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets39 cited
  • 2019Banking regulation and market making35 cited
  • 2019From Market Making to Matchmaking: Does Bank Regulation Harm Market Liquidity?28 cited
  • 2020Mutual Fund Fragility, Dealer Liquidity Provisions, and the Pricing of Municipal Bonds27 cited
  • 2020Liquidity Regulation and Financial Intermediaries18 cited
  • 2022Capital Regulation, Market-Making, and Liquidity

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

18 cited
  • 2020Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementation?17 cited
  • 2019Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress16 cited