SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Volcker Rule and corporate bond market making in times of stress
16 references·16 citing·38 second hopsampled
The Volcker Rule and corporate bond market making in times of stress (2018)The Volcker Rule and corporate bond marke…Capital Commitment and Illiquidity in Corporate Bonds (2018)Capital Commitment and Illiqu…Noise as Information for Illiquidity (2013)Noise as Information for Illi…Illiquidity 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 …Robust Inference With Multiway Clustering (2011)Robust Inference With Multiwa…Regulatory pressure and fire sales in the corporate bond market (2011)Regulatory pressure and fire …Do Investment Banks Matter for M&A Returns? (2011)Do Investment Banks Matter fo…Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…Measuring Abnormal Bond Performance (2008)Measuring Abnormal Bond Perfo…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Carry Trades and Currency Crashes (2008)Carry Trades and Currency Cra…Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)Structural Models of Corporat…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Nonstandard Errors (2024)Nonstandard ErrorsPledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets (2023)Pledgeability and Asset Price…Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs (2023)Customer Liquidity Provision:…The electronic evolution of corporate bond dealers (2021)The electronic evolution of c…Corporate bond market reactions to quantitative easing during the COVID-19 pandemic (2021)Corporate bond market reactio…Liquidity Supply in the Corporate Bond Market (2020)Liquidity Supply in the Corpo…Corporate bond mutual funds and asset fire sales (2020)Corporate bond mutual funds a…Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)Anatomy of a Liquidity Crisis…Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)Providing liquidity in an ill…Over‐the‐Counter Market Frictions and Yield Spread Changes (2019)Over‐the‐Counter Market Frict…A Survey of the Microstructure of Fixed-Income Markets (2019)A Survey of the Microstructur…The Cost of Immediacy for Corporate Bonds (2018)The Cost of Immediacy for Cor…Intermediary Asset Pricing and the Financial Crisis (2018)Intermediary Asset Pricing an…Institutional Allocations in the Primary Market for Corporate Bonds (2018)Institutional Allocations in …Dealer Behavior and the Trading of Newly Issued Corporate Bonds (2007)Dealer Behavior and the Tradi…Leaning against the windLeaning against the windEmpirical exchange rate models of the seventies (1983)The Determinants of Credit Spread Changes (2001)Do Peso Problems Explain the Returns to the Carry Trade? (2010)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)Econometric Analysis of Cross Section and Panel Data (2001)Bootstrap-Based Improvements for Inference with Clustered Errors (2008)Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Policy Uncertainty and Corporate Investment (2015)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)Rollover Risk and Credit Risk (2012)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)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)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Generalized autoregressive conditional heteroskedasticity (1986)The Determinants of Credit Default Swap Premia (2009)A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)Specification Tests in Econometrics (1978)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Investor flows and fragility in corporate bond funds (2017)Where's the Greenium? (2019)Liquidity and Asset Prices (2006)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2011Robust Inference With Multiway Clustering3,199 cited
  • 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
  • 2008Carry Trades and Currency Crashes792 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2008Measuring Abnormal Bond Performance655 cited
  • 2008Carry Trades and Currency Crashes654 cited
  • 2011Regulatory pressure and fire sales in the corporate bond market527 cited
  • 2013Noise as Information for Illiquidity475 cited
  • 2012Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises372 cited
  • 2018Capital Commitment and Illiquidity in Corporate Bonds326 cited
  • 2011

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

Do Investment Banks Matter for M&A Returns?
226 cited

Cited by

  • 2020Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis340 cited
  • n.d.Leaning against the wind260 cited
  • 2020Corporate bond mutual funds and asset fire sales162 cited
  • 2019Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds154 cited
  • 2019A Survey of the Microstructure of Fixed-Income Markets148 cited
  • 2018The Cost of Immediacy for Corporate Bonds132 cited
  • 2021Corporate bond market reactions to quantitative easing during the COVID-19 pandemic116 cited
  • 2019Over‐the‐Counter Market Frictions and Yield Spread Changes113 cited
  • 2024Nonstandard Errors111 cited
  • 2020Liquidity Supply in the Corporate Bond Market106 cited
  • 2021The electronic evolution of corporate bond dealers105 cited
  • 2018Intermediary Asset Pricing and the Financial Crisis99 cited
  • 2023Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets90 cited
  • 2023Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs86 cited
  • 2007Dealer Behavior and the Trading of Newly Issued Corporate Bonds82 cited
  • 2018Institutional Allocations in the Primary Market for Corporate Bonds77 cited