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Bond Price Fragility and the Structure of the Mutual Fund Industry
16 references·0 citing·47 second hopsampled
Bond Price Fragility and the Structure of the Mutual Fund Industry (2024)Bond Price Fragility and the Structure of…When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)When Selling Becomes Viral: D…Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis (2020)Anatomy of a Liquidity Crisis…Capital Commitment and Illiquidity in Corporate Bonds (2018)Capital Commitment and Illiqu…A Demand System Approach to Asset Pricing (2018)A Demand System Approach to A…Investor flows and fragility in corporate bond funds (2017)Investor flows and fragility …Investors' Horizons and the Amplification of Market Shocks (2013)Investors' Horizons and the A…The Real Effects of Financial Markets: The Impact of Prices on Takeovers (2012)The Real Effects of Financial…The role of institutional investors in propagating the crisis of 2007–2008 (2011)The role of institutional inv…Stock price fragility (2011)Stock price fragilityRegulatory pressure and fire sales in the corporate bond market (2011)Regulatory pressure and fire …Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…Corporate Yield Spreads and Bond Liquidity (2007)Corporate Yield Spreads and B…Corporate Bond Market Transaction Costs and Transparency (2007)Corporate Bond Market Transac…Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆ (2006)Market transparency, liquidit…Institutional Investors and Stock Market Volatility (2006)Institutional Investors and S…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Limits of Arbitrage (1995)A Survey of Corporate Governance (1997)Market microstructure theory (1995)Market Microstructure Theory. (1996)Market microstructure: A survey (2000)The Illiquidity of Corporate Bonds (2011)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Intermediary asset pricing: New evidence from many asset classes (2017)The market for corporate control (1983)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Corporate Governance and Equity Prices (2003)The Real Effects of Financial Markets (2012)The Supply of Corporate Directors and Board Independence (2013)Institutional shareholders and corporate social responsibility (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)International Currencies and Capital Allocation (2019)Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity (2020)Retail trader sophistication and stock market quality: Evidence from brokerage outages (2022)The Cost of Transacting (1968)A New Estimate of Transaction Costs (1999)Equity Volatility and Corporate Bond Yields (2003)The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures (2010)Are green bonds priced differently from conventional bonds? (2018)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Limited-dependent and qualitative variables in econometrics (1983)Do Shareholders Benefit from Green Bonds? (2018)Bank Runs, Deposit Insurance, and Liquidity (1983)Illiquidity and stock returns: cross-section and time-series effects (2002)The Rise of Shadow Banking: Evidence from Capital Regulation (2018)Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets (2021)Prospect Theory: An Analysis of Decision under Risk (1979)Continuous Auctions and Insider Trading (1985)Prospect theory: An analysis of decision under risk (1988)High-frequency trading in a limit order book (2008)Colloquium : Statistical mechanics of money, wealth, and income (2009)Cross-correlations between volume change and price change (2009)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Where's the Greenium? (2019)Climate Change News Risk and Corporate Bond Returns (2020)Rating Agencies in the Face of Regulation (2011)Vulnerable banks (2014)
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References

  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
  • 2007Corporate Bond Market Transaction Costs and Transparency966 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2018A Demand System Approach to Asset Pricing686 cited
  • 2012The Real Effects of Financial Markets: The Impact of Prices on Takeovers676 cited
  • 2017Investor flows and fragility in corporate bond funds632 cited
  • 2006Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆571 cited
  • 2006Institutional Investors and Stock Market Volatility539 cited
  • 2011Regulatory pressure and fire sales in the corporate bond market527 cited
  • 2020When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response349 cited
  • 2020Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis340 cited
  • 2013Investors' Horizons and the Amplification of Market Shocks329 cited
  • 2018Capital Commitment and Illiquidity in Corporate Bonds326 cited
  • 2011The role of institutional investors in propagating the crisis of 2007–2008

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317 cited
  • 2011Stock price fragility300 cited
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