Corporate bond trading costs: A peek behind the curtain

Journal of Finance

Volumn 56, Issue 2, 2001, Pages 677-698

  Schultz, Paul ^a  

^a UNIVERSITY OF NOTRE DAME   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008562334     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00341     Document Type: Article

References (9)

1. Alexander, Gordon, Amy K. Edwards, and Michael G. Ferri, 1998, Trading volume and liquidity in Nasdaq's high-yield bond market, Working paper, Securities and Exchange Commission.
2. Blume, Marshall, Felix Lim, and A. Craig MacKinlay, 1998, The declining credit quality of U.S. corporate debt, Journal of Finance 53, 1389-1413.
3. Chakravarty, Sugato, and Asani Sarkar, 1999, Liquidity in U.S. fixed income markets: Comparative evidence from transactions in corporate, government and municipal bond markets, Staff report, Federal Reserve Bank of New York.
4. Easley, David, and Maureen O'Hara, 1987, Price, trade size, and information in securities markets, Journal of Financial Economics 19, 69-90.
5. Elton, Edwin, and T. Clifton Green, 1998, Tax and liquidity effects in pricing government bonds, Journal of Finance 53, 1533-1562.
6. Grossman, Sanford, and Merton Miller, 1988, Liquidity and market structure, Journal of Finance 43, 617-633.
7. Hong, Gwangheon, and Arthur Warga, 1998, An empirical study of bond market transactions, Working paper, University of Houston.
8. Saunders, Anthony, Anand Srinivasan, and Ingo Walter, 1998, Price formation in the OTC corporate bond markets: A field study of the inter-dealer market, Working paper, New York University.
9. Warga, Arthur, 1991, Corporate bond price discrepancies in the dealer and exchange markets, Journal of Fixed Income 1, 7-16.