-
1
-
-
0002038761
-
The determinants of trading volume of high-yield corporate bonds
-
Alexander, Gordon, Amy Edwards, and Michael Ferri, 2000, The determinants of trading volume of high-yield corporate bonds, Journal of Financial Markets 3, 177 204.
-
(2000)
Journal of Financial Markets
, vol.3
, pp. 177-204
-
-
Alexander, G.1
Edwards, A.2
Ferri, M.3
-
2
-
-
84977725247
-
Liquidity, maturity, and yields on U.S. Treasury securities
-
Amihud, Yakov, and Haim Mendelson, 1991, Liquidity, maturity, and yields on U.S. Treasury securities, Journal of Finance 46, 1411 1425.
-
(1991)
Journal of Finance
, vol.46
, pp. 1411-1425
-
-
Amihud, Y.1
Mendelson, H.2
-
3
-
-
33748789338
-
Automation versus intermediation: Evidence from Treasuries going off the run
-
Barclay, Michael, Terrence Hendershott, and Kenneth Kotz, 2006, Automation versus intermediation: Evidence from Treasuries going off the run, Journal of Finance 61, 2395 2414.
-
(2006)
Journal of Finance
, vol.61
, pp. 2395-2414
-
-
Barclay, M.1
Hendershott, T.2
Kotz, K.3
-
4
-
-
27544493526
-
Why do larger orders receive discounts on the London Stock Exchange?
-
and
-
Bernhardt, Dan, Vladimir Dvoracek, Eric Hughson, and Ingrid Werner, 2005, Why do larger orders receive discounts on the London Stock Exchange? Review of Financial Studies 18, 1343 1368.
-
(2005)
Review of Financial Studies
, vol.18
, pp. 1343-1368
-
-
Bernhardt, D.1
Dvoracek, V.2
Hughson, E.3
Werner, I.4
-
5
-
-
33749143202
-
Optimal market transparency: Evidence from the initiation of trade reporting in corporate bonds
-
Bessembinder, Hendrik, William Maxwell, and Kumar Venkataraman, 2006, Optimal market transparency: Evidence from the initiation of trade reporting in corporate bonds, Journal of Financial Economics 82, 251 288.
-
(2006)
Journal of Financial Economics
, vol.82
, pp. 251-288
-
-
Bessembinder, H.1
Maxwell, W.2
Venkataraman, K.3
-
6
-
-
17544382343
-
Market microstructure: A survey of microfoundations, empirical results, and policy implications
-
Biais, Bruno, Larry Glosten, and Chester Spatt, 2005, Market microstructure: A survey of microfoundations, empirical results, and policy implications, Journal of Financial Markets 8, 217 264.
-
(2005)
Journal of Financial Markets
, vol.8
, pp. 217-264
-
-
Biais, B.1
Glosten, L.2
Spatt, C.3
-
7
-
-
33847664690
-
The microstructure of the bond market in the 20th century
-
Carnegie Mellon University
-
Biais, Bruno, and Richard Green, 2005, The microstructure of the bond market in the 20th century, Working paper, Carnegie Mellon University.
-
(2005)
Working Paper
-
-
Biais, B.1
Green, R.2
-
8
-
-
84977708810
-
Returns and volatility of low-grade bonds
-
Blume, Marshall, Donald Keim, and Sandeep Patel, 1991, Returns and volatility of low-grade bonds, Journal of Finance 46, 49 74.
-
(1991)
Journal of Finance
, vol.46
, pp. 49-74
-
-
Blume, M.1
Keim, D.2
Patel, S.3
-
9
-
-
33745707679
-
Trading costs in three U.S. bond markets
-
Chakravarty, Sugato, and Asani Sarkar, 2003, Trading costs in three U.S. bond markets, Journal of Fixed Income 13, 39 48.
-
(2003)
Journal of Fixed Income
, vol.13
, pp. 39-48
-
-
Chakravarty, S.1
Sarkar, A.2
-
10
-
-
84977726909
-
The investment performance of low-grade bond funds
-
Cornell, Bradford, and Kevin Green, 1991, The investment performance of low-grade bond funds, Journal of Finance 46, 29 48.
-
(1991)
Journal of Finance
, vol.46
, pp. 29-48
-
-
Cornell, B.1
Green, K.2
-
11
-
-
0034196119
-
Speed of issuance and the adequacy of disclosure in the 144a high-yield debt market
-
Fenn, George, 2000, Speed of issuance and the adequacy of disclosure in the 144a high-yield debt market, Journal of Financial Economics 56, 383 405.
-
(2000)
Journal of Financial Economics
, vol.56
, pp. 383-405
-
-
Fenn, G.1
-
12
-
-
34248156816
-
Transparency and liquidity: A controlled experiment on corporate bonds
-
forthcoming
-
Goldstein, Michael, Edith Hotchkiss, and Erik Sirri, 2006, Transparency and liquidity: A controlled experiment on corporate bonds, Review of Financial Studies (forthcoming).
-
(2006)
Review of Financial Studies
-
-
Goldstein, M.1
Hotchkiss, E.2
Sirri, E.3
-
13
-
-
17544368819
-
Financial intermediation and the costs of trading in an opaque market
-
Carnegie Mellon University
-
Green, Richard, Burton Hollifield, and Norman Schürhoff, 2004, Financial intermediation and the costs of trading in an opaque market, Working paper, Carnegie Mellon University.
-
(2004)
Working Paper
-
-
Green, R.1
Hollifield, B.2
Schürhoff, N.3
-
14
-
-
33745700743
-
Secondary trading costs in the municipal bond market
-
Harris, Lawrence, and Michael Piwowar, 2006, Secondary trading costs in the municipal bond market, Journal of Finance 61, 1361 1397.
-
(2006)
Journal of Finance
, vol.61
, pp. 1361-1397
-
-
Harris, L.1
Piwowar, M.2
-
15
-
-
0008529646
-
An empirical study of bond market transactions
-
Hong, Gwangheon, and Arthur Warga, 2000, An empirical study of bond market transactions, Financial Analysts Journal 56, 32 46.
-
(2000)
Financial Analysts Journal
, vol.56
, pp. 32-46
-
-
Hong, G.1
Warga, A.2
-
16
-
-
0036421337
-
The informational efficiency of the corporate bond market: An intraday analysis
-
Hotchkiss, Edith, and Tavy Ronen, 2002, The informational efficiency of the corporate bond market: An intraday analysis, Review of Financial Studies 15, 1325 1354.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 1325-1354
-
-
Hotchkiss, E.1
Ronen, T.2
-
17
-
-
33745735739
-
Determinants of corporate bond trading: A comprehensive analysis
-
Boston College
-
Hotchkiss, Edith, Arthur Warga, and Gergana Jostova, 2002, Determinants of corporate bond trading: A comprehensive analysis, Working paper, Boston College.
-
(2002)
Working Paper
-
-
Hotchkiss, E.1
Warga, A.2
Jostova, G.3
-
18
-
-
33745707674
-
Bid/ask spread, volatility and volume in the corporate bond market
-
Kalimipalli, Madhu, and Arthur Warga, 2002, Bid/ask spread, volatility and volume in the corporate bond market, Journal of Fixed Income 12, 31 42.
-
(2002)
Journal of Fixed Income
, vol.12
, pp. 31-42
-
-
Kalimipalli, M.1
Warga, A.2
-
19
-
-
19144364086
-
The world of cross-listings and cross-listings of the world: Challenging conventional wisdom
-
Ohio State University
-
Karolyi, G. Andrew, 2004, The world of cross-listings and cross-listings of the world: Challenging conventional wisdom, Working paper, Ohio State University.
-
(2004)
Working Paper
-
-
Karolyi, G.A.1
-
20
-
-
0000215887
-
Market microstructure: A survey
-
Madhavan, Ananth, 2000, Market microstructure: A survey, Journal of Financial Markets 3, 205 208.
-
(2000)
Journal of Financial Markets
, vol.3
, pp. 205-208
-
-
Madhavan, A.1
-
22
-
-
0012798966
-
Transaction costs in dealer markets: Evidence from the London Stock Exchange
-
Andrew, Lo, ed.: University of Chicago Press, Chicago, IL
-
Reiss, Peter, and Ingrid Werner, 1996, Transaction costs in dealer markets: Evidence from the London Stock Exchange, in Andrew Lo, ed. : The Industrial Organization and Regulation of the Securities Industry (University of Chicago Press, Chicago, IL).
-
(1996)
The Industrial Organization and Regulation of the Securities Industry
-
-
Reiss, P.1
Werner, I.2
-
23
-
-
84974465995
-
Bond price data and bond market liquidity
-
Sarig, Oded, and Arthur Warga, 1989, Bond price data and bond market liquidity, Journal of Financial and Quantitative Analysis 24, 367 378.
-
(1989)
Journal of Financial and Quantitative Analysis
, vol.24
, pp. 367-378
-
-
Sarig, O.1
Warga, A.2
-
24
-
-
0008562334
-
Corporate bond trading costs: A peek behind the curtain
-
Schultz, Paul, 2001, Corporate bond trading costs: A peek behind the curtain, Journal of Finance 56, 677 698.
-
(2001)
Journal of Finance
, vol.56
, pp. 677-698
-
-
Schultz, P.1
-
25
-
-
21144481522
-
Bond returns, liquidity and missing data
-
Warga, Arthur, 1992, Bond returns, liquidity and missing data, Journal of Financial and Quantitative Analysis 27, 605 616.
-
(1992)
Journal of Financial and Quantitative Analysis
, vol.27
, pp. 605-616
-
-
Warga, A.1
|