-
1
-
-
0039585180
-
-
Manuscript. Washington, DC: Security and Exchange Commission, Office of Economic Analysis
-
Alexander, G.J., A.K. Edwards, and M.G. Ferri. 1999. "Trading Volume and Liquidity in Nasdaq's High Yield Bond Market." Manuscript. Washington, DC: Security and Exchange Commission, Office of Economic Analysis.
-
(1999)
Trading Volume and Liquidity in Nasdaq's High Yield Bond Market
-
-
Alexander, G.J.1
Edwards, A.K.2
Ferri, M.G.3
-
2
-
-
0034148030
-
Can Transparent Markets Survive?
-
March
-
Bloomfield, R., and M. O'Hara. 2000. "Can Transparent Markets Survive?" Journal of Financial Economics, vol. 55, no 3 (March):425-459.
-
(2000)
Journal of Financial Economics
, vol.55
, Issue.3
, pp. 425-459
-
-
Bloomfield, R.1
O'Hara, M.2
-
3
-
-
84977708810
-
Returns and Volatility of Low-Grade Bonds, 1977-1989
-
March
-
Blume, M., D. Keim, and S. Patel. 1991. "Returns and Volatility of Low-Grade Bonds, 1977-1989." Journal of Finance, vol. 46, no. 1 (March):49-74.
-
(1991)
Journal of Finance
, vol.46
, Issue.1
, pp. 49-74
-
-
Blume, M.1
Keim, D.2
Patel, S.3
-
4
-
-
0040757858
-
The Declining Credit Quality of U.S. Corporate Debt Myth or Reality?
-
August
-
Blume, M.E., F. Lim, and A.C. MacKinlay. 1998. "The Declining Credit Quality of U.S. Corporate Debt Myth or Reality?" Journal of Finance, vol. 53, no. 4 (August):1389-1415.
-
(1998)
Journal of Finance
, vol.53
, Issue.4
, pp. 1389-1415
-
-
Blume, M.E.1
Lim, F.2
MacKinlay, A.C.3
-
6
-
-
0011603540
-
The Relation between Treasury Yields and Corporate Bond Yield Spreads
-
December
-
Duffee, G.R. 1998. "The Relation between Treasury Yields and Corporate Bond Yield Spreads." Journal of Finance, vol. 53, no.6 (December):2225-42.
-
(1998)
Journal of Finance
, vol.53
, Issue.6
, pp. 2225-2242
-
-
Duffee, G.R.1
-
7
-
-
0000299413
-
Determinants of Risk Premiums on Corporate Bonds
-
June
-
Fisher, L. 1959. "Determinants of Risk Premiums on Corporate Bonds." Journal of Political Economy, vol. 67 (June):217-237.
-
(1959)
Journal of Political Economy
, vol.67
, pp. 217-237
-
-
Fisher, L.1
-
8
-
-
0037647368
-
Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991
-
September
-
Flannery, M.J., and S.M. Sorescu. 1996. "Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983-1991." Journal of Finance, vol. 51, no. 4 (September):1347-77.
-
(1996)
Journal of Finance
, vol.51
, Issue.4
, pp. 1347-1377
-
-
Flannery, M.J.1
Sorescu, S.M.2
-
9
-
-
84925898194
-
Price Dispersion in the Government Securities Market
-
August
-
Garbade, K.D., and W.L. Silber. 1976. "Price Dispersion in the Government Securities Market." Journal of Political Economy, vol. 84 (August):721-740.
-
(1976)
Journal of Political Economy
, vol.84
, pp. 721-740
-
-
Garbade, K.D.1
Silber, W.L.2
-
10
-
-
0344539363
-
Pricing Efficiency in the Secondary Market for Investment-Grade Corporate Bonds
-
Fall
-
Gehr, A.K., and T.F. Martell. 1992. "Pricing Efficiency in the Secondary Market for Investment-Grade Corporate Bonds." Journal of Fixed Income, vol. 2, no. 3 (Fall):24-38.
-
(1992)
Journal of Fixed Income
, vol.2
, Issue.3
, pp. 24-38
-
-
Gehr, A.K.1
Martell, T.F.2
-
11
-
-
0347324967
-
The Pricing of High-Yield Debt IPOs
-
Summer
-
Helwege, J., and P. Kleiman. 1998. "The Pricing of High-Yield Debt IPOs." Journal of Fixed Income, vol. 8, no. 2 (Summer):61-68.
-
(1998)
Journal of Fixed Income
, vol.8
, Issue.2
, pp. 61-68
-
-
Helwege, J.1
Kleiman, P.2
-
13
-
-
0029693454
-
Firm-Specific Information and the Correlation between Individual Stocks and Bonds
-
January
-
Kwan, S.H. 1996. "Firm-Specific Information and the Correlation between Individual Stocks and Bonds." Journal of Financial Economics, vol. 40, no. 1 (January):63-80.
-
(1996)
Journal of Financial Economics
, vol.40
, Issue.1
, pp. 63-80
-
-
Kwan, S.H.1
-
14
-
-
21844523718
-
Consolidation, Fragmentation, and the Disclosure of Trading Information
-
Fall
-
Madhavan, A. 1995. "Consolidation, Fragmentation, and the Disclosure of Trading Information." Review of Financial Studies, vol. 8, no. 3 (Fall):579-603.
-
(1995)
Review of Financial Studies
, vol.8
, Issue.3
, pp. 579-603
-
-
Madhavan, A.1
-
15
-
-
0032216960
-
The January Effect in the Corporate Bond Market: A Systematic Examination
-
Summer
-
Maxwell, W.F. 1998. "The January Effect in the Corporate Bond Market: A Systematic Examination." Financial Management, vol. 27, no. 2 (Summer):18-30.
-
(1998)
Financial Management
, vol.27
, Issue.2
, pp. 18-30
-
-
Maxwell, W.F.1
-
16
-
-
84977708043
-
An Analysis of Intraday Patterns in Bid-Ask Spread
-
June
-
McInish, T., and R. Wood. 1992. "An Analysis of Intraday Patterns in Bid-Ask Spread." Journal of Finance, vol. 47, no. 2 (June):753-764
-
(1992)
Journal of Finance
, vol.47
, Issue.2
, pp. 753-764
-
-
McInish, T.1
Wood, R.2
-
17
-
-
0345973492
-
Posted versus Effective Spreads: Good Prices or Bad Quotes?
-
March
-
Petersen, M.A., and D. Fialkowski. 1994. "Posted versus Effective Spreads: Good Prices or Bad Quotes?" Journal of Financial Economics, vol. 35, no. 3 (March):269-292.
-
(1994)
Journal of Financial Economics
, vol.35
, Issue.3
, pp. 269-292
-
-
Petersen, M.A.1
Fialkowski, D.2
-
18
-
-
84944043652
-
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
-
September
-
Roll, R. 1984. "A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market." Journal of Finance, vol. 39, no. 4 (September):1127-39.
-
(1984)
Journal of Finance
, vol.39
, Issue.4
, pp. 1127-1139
-
-
Roll, R.1
-
19
-
-
84974465995
-
Bond Price Data and Bond Market Liquidity
-
September
-
Sarig, O., and A. Warga. 1989. "Bond Price Data and Bond Market Liquidity." Journal of Financial and Quantitative Analysis, vol. 24, no. 3 (September):367-378.
-
(1989)
Journal of Financial and Quantitative Analysis
, vol.24
, Issue.3
, pp. 367-378
-
-
Sarig, O.1
Warga, A.2
-
21
-
-
0010590683
-
Corporate Bond Price Discrepancies in the Dealer and Exchange Markets
-
December
-
Warga, A. 1991. "Corporate Bond Price Discrepancies in the Dealer and Exchange Markets." Journal of Fixed Income, vol. 1, no. 3 (December):7-17.
-
(1991)
Journal of Fixed Income
, vol.1
, Issue.3
, pp. 7-17
-
-
Warga, A.1
-
22
-
-
21344485515
-
Bondholder Losses in Leveraged Buyouts
-
Winter
-
Warga, A., and I. Welch. 1993. "Bondholder Losses in Leveraged Buyouts." Review of Financial Studies, vol. 6, no. 4 (Winter):959-982.
-
(1993)
Review of Financial Studies
, vol.6
, Issue.4
, pp. 959-982
-
-
Warga, A.1
Welch, I.2
|