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Discriminatory Pricing of Over-the-Counter Derivatives
16 references·8 citing·51 second hop
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1993On the Determinants of Corporate Hedging1,260 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 2000Prices Rise Faster than They Fall962 cited
  • 2018Deviations from Covered Interest Rate Parity722 cited
  • 2003How much do firms hedge with derivatives?611 cited
  • 2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆571 cited
  • 2006Transparency and Liquidity: A Controlled Experiment on Corporate Bonds472 cited
  • 2008Lending relationships in the interbank market429 cited
  • 2006Secondary Trading Costs in the Municipal Bond Market376 cited
  • 2001Corporate Bond Trading Costs: A Peek Behind the Curtain343 cited
  • 2011Counterparty credit risk and the credit default swap market280 cited
  • 2017The value of trading relations in turbulent times263 cited
  • 2008Sticky Borders*216 cited
  • 2007Dealer intermediation and price behavior in the aftermarket for new bond issues

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212 cited

Cited by

  • 2020Demand Effects in the FX Forward Market: Micro Evidence from Banks’ Dollar Hedging42 cited
  • 2023Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?42 cited
  • 2023Centralizing Over-the-Counter Markets?41 cited
  • 2023Counterparty Risk and Counterparty Choice in the Credit Default Swap Market35 cited
  • 2024Disaster Lending: “Fair” Prices but “Unfair” Access30 cited
  • 2020Network Structure and Pricing in the FX Market28 cited
  • 2023The misuse of regression-based x-Scores as dependent variables25 cited
  • 2023Big data pricing in marketplace lending and price discrimination against repeat borrowers: Evidence from China18 cited