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Swap trading after Dodd-Frank: Evidence from index CDS
9 references·8 citing·50 second hopsampled
Swap trading after Dodd-Frank: Evidence from index CDS (2020)Swap trading after Dodd-Frank: Evidence f…The value of trading relations in turbulent times (2017)The value of trading relation…Relationship Trading in OTC Markets (2017)Relationship Trading in OTC M…What Is the Optimal Trading Frequency in Financial Markets? (2016)What Is the Optimal Trading F…Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports (2014)Does Dodd-Frank Affect OTC Tr…Click or Call? Auction versus Search in the Over‐the‐Counter Market (2014)Click or Call? Auction versus…The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market (2012)The Impact of Central Clearin…Inter‐Dealer Trading in Financial Markets (2004)Inter‐Dealer Trading in Finan…Auctions with endogenous participation (2000)Auctions with endogenous part…Building blocks (1987)Building blocksCentralizing Over-the-Counter Markets? (2023)Centralizing Over-the-Counter…A Theory of Participation in OTC and Centralized Markets (2022)A Theory of Participation in …Strategic fragmented markets (2021)Strategic fragmented marketsDiscriminatory Pricing of Over-the-Counter Derivatives (2021)Discriminatory Pricing of Ove…The search theory of OTC markets (2020)The search theory of OTC mark…OTC premia (2019)OTC premiaA Theory of Participation in OTC and Centralized Markets (2019)A Theory of Participation in …Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act (2018)Centralized Trading, Transpar…Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price, trade size, and information in securities markets (1987)Order Form and Information in Securities Markets (1991)Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects (2001)Market Liquidity—Theory and Empirical Evidence (2013)Optimal Auction Design (1981)The Simple Economics of Optimal Auctions (1989)Equilibrium in auctions with entry (1994)When auction meets fixed price: a theoretical and empirical examination of buy-it-now auctions (2008)When Should Sellers Use Auctions? (2013)Appropriate design of auctions for renewable energy support – Prequalifications and penalties (2016)A Theory of Auctions and Competitive Bidding (1982)Continuous Auctions and Insider Trading (1985)The Effect of Crossing‐Network Trading on Dealer Market's Bid‐Ask Spreads (2006)Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise (2019)Market Structure and Transaction Costs of Index CDSs (2020)Over-the-Counter Markets (2004)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Simple formulas for standard errors that cluster by both firm and time (2010)Financial Regulatory Reform After the Crisis: An Assessment (2017)Exchange-Traded Funds 101 for Economists (2018)Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds (2019)A Model of Competitive Stock Trading Volume (1994)Smooth Trading with Overconfidence and Market Power (2013)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)Toward a Fully Continuous Exchange (2017)Liquidity regimes and optimal dynamic asset allocation (2019)A model of price adjustment (1971)A Strategic Model of Social and Economic Networks (1996)Pricing and Liquidity in Decentralized Asset Markets (2016)Financial Contagion (2000)Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank (2000)Systemic Risk and Stability in Financial Networks (2015)Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations (2017)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)Regulation and Market Liquidity (2015)The Economics of Central Clearing (2021)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)The Empirical Analysis of Liquidity (2014)Is Post-Crisis Bond Liquidity Lower? (2017)The microstructure of the bond market in the 20th century (2019)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)On the Determinants of Corporate Hedging (1993)Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging (2020)Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing? (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2017The value of trading relations in turbulent times263 cited
  • 2014Click or Call? Auction versus Search in the Over‐the‐Counter Market195 cited
  • 2012The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market191 cited
  • 2000Auctions with endogenous participation142 cited
  • 2016What Is the Optimal Trading Frequency in Financial Markets?130 cited
  • 1987Building blocks103 cited
  • 2014Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports78 cited
  • 2004Inter‐Dealer Trading in Financial Markets70 cited
  • 2017Relationship Trading in OTC Markets63 cited

Cited by

  • 2021Discriminatory Pricing of Over-the-Counter Derivatives60 cited
  • 2018Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act57 cited
  • 2023Centralizing Over-the-Counter Markets?41 cited
  • 2019OTC premia41 cited
  • 2021Strategic fragmented markets36 cited
  • 2019A Theory of Participation in OTC and Centralized Markets30 cited

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  • 2022A Theory of Participation in OTC and Centralized Markets26 cited
  • 2020The search theory of OTC markets26 cited