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SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS
16 references·5 citing·46 second hop
SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS (2021)SIZE AND HETEROGENEITY MATTER. A MICROSTR…The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market (2005)The Price of Future Liquidity…The European Bond Markets under EMU (2004)The European Bond Markets und…Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve (2004)Price Discovery in the U.S. T…Over-the-Counter Markets (2004)Over-the-Counter MarketsTrading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000)Price Discovery without Tradi…Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Price Formation and Liquidity…Market Transparency: Who Wins and Who Loses? (1999)Market Transparency: Who Wins…What Moves the Bond Market (1997)What Moves the Bond MarketTransparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Transparency and Liquidity: A…Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets (1993)Price Formation and Equilibri…The Informational Role of Upstairs and Downstairs Trading (1992)The Informational Role of Ups…Liquidity and Market Structure (1988)Liquidity and Market StructureThe Dynamics of Dealer Markets Under Competition (1983)The Dynamics of Dealer Market…The Lighthouse in Economics (1974)The Lighthouse in EconomicsPublic Regulation of the Securities Markets (1964)Public Regulation of the Secu…China's Economic Growth and Rebalancing (2013)China's Economic Growth and R…Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches (2012)Tracking the Future on the We…Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches (2012)Tracking the Future on the We…Fiscal Rules in Latin America: A Survey (2012)Fiscal Rules in Latin America…The Spanish Survey of Household Finances (EFF): Description and Methods of the 2005 Wave (2008)The Spanish Survey of Househo…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Price, trade size, and information in securities markets (1987)The Handbook of experimental economics (1995)Coordination of Expectations in Asset Pricing Experiments (2004)Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE (2005)How Noise Trading Affects Markets: An Experimental Analysis (2009)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)The Cost of Transacting (1968)Information Effects on the Bid-Ask Spread (1983)Liquidity and Asset Prices (2006)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Inferring Trade Direction from Intraday Data (1991)Stock and Bond Market Liquidity: A Long-Run Empirical Analysis (2007)Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads (2010)The impact of liquidity risk on the yield spread of green bonds (2018)Continuous Auctions and Insider Trading (1985)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2006)Information Disclosure in Financial Markets (2017)The Bargaining Problem (1950)Corporate bond liquidity before and after the onset of the subprime crisis (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Investor Psychology and Asset Pricing (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity and stock returns: An alternative test (1998)A New Estimate of Transaction Costs (1999)Commonality in liquidity (2000)The Information Content of Annual Earnings Announcements (1968)Stock return variances (1986)Measuring the Information Content of Stock Trades (1991)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Yield spreads on EMU government bonds (2003)The Pre-FOMC Announcement Drift (2012)New Institutional Economics (1998)The company of strangers: a natural history of economic life (2004)States and economic growth: Capacity and constraints (2016)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The New Issues Puzzle (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)
this work references cited by second hop

References

  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1988Liquidity and Market Structure1,532 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 1974The Lighthouse in Economics924 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 1983The Dynamics of Dealer Markets Under Competition783 cited
  • 1964Public Regulation of the Securities Markets679 cited
  • 1996Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading545 cited
  • 1999Market Transparency: Who Wins and Who Loses?390 cited
  • 2004Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve359 cited
  • 1993Price Formation and Equilibrium Liquidity in Fragmented and Centralized Markets358 cited
  • 2000Price Discovery without Trading: Evidence from the Nasdaq Preopening231 cited
  • 2004The European Bond Markets under EMU219 cited
  • 2005The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market183 cited
  • 1997What Moves the Bond Market149 cited

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  • 1992The Informational Role of Upstairs and Downstairs Trading149 cited
  • Cited by

    • 2008The Spanish Survey of Household Finances (EFF): Description and Methods of the 2005 Wave142 cited
    • 2012Fiscal Rules in Latin America: A Survey76 cited
    • 2013China's Economic Growth and Rebalancing70 cited
    • 2012Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches46 cited
    • 2012Tracking the Future on the Web: Construction of Leading Indicators Using Internet Searches44 cited