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Liquidity Biases in TRACE
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References

  • 2006Transparency and Liquidity: A Controlled Experiment on Corporate Bonds472 cited

Cited by

  • 2012Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises372 cited
  • 2013Momentum in Corporate Bond Returns318 cited
  • 2011Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis278 cited
  • 2014Endogenous Liquidity and Defaultable Bonds246 cited
  • 2013Measuring Liquidity in Bond Markets238 cited
  • 2013How to Clean Enhanced TRACE Data226 cited
  • 2021Partisan Professionals: Evidence from Credit Rating Analysts196 cited
  • 2012The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market191 cited
  • 2021Panic Selling When Disaster Strikes: Evidence in the Bond and Stock Markets175 cited
  • 2017Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle168 cited
  • 2017The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)166 cited
  • 2020Corporate bond mutual funds and asset fire sales162 cited
  • 2012The Determinants of Recovery Rates in the US Corporate Bond Market160 cited
  • 2014

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The Empirical Analysis of Liquidity
144 cited
  • 2013Liquidity effects in corporate bond spreads144 cited
  • 2018The Cost of Immediacy for Corporate Bonds132 cited