Reference health

Bond Misallocation and Liquidity Risk

https://doi.org/10.2139/ssrn.3654674
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31/31 checkable references clean · checked 2026-08-21

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 31 checked references that resolve
resolves10.3982/ECTA11477
Entry and Exit in OTC Derivatives Markets
resolves10.1016/j.finmar.2003.11.005
Market liquidity as a sentiment indicator
resolves10.1016/j.jfineco.2020.08.007
Long-term reversals in the corporate bond market
resolves10.1111/j.1540-6261.2011.01655.x
The Illiquidity of Corporate Bonds
resolves10.1093/rfs/hhx005
An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets
resolves10.1093/rfs/hhn098
Market Liquidity and Funding Liquidity
resolves10.1016/j.finmar.2014.05.001
Liquidity risk and institutional ownership
resolves10.1111/0022-1082.00402
The Determinants of Credit Spread Changes
resolves10.1142/S2010139212500061
Liquidity Risk Premia in Corporate Bond Markets
resolves10.3905/jfi.2009.19.2.043
Liquidity Biases in TRACE
resolves10.1111/j.1468-0262.2005.00639.x
Over-the-Counter Markets
resolves10.1093/rfs/hhm037
Valuation in Over-the-Counter Markets
resolves10.1093/restud/rdac014
The Emergence of Market Structure
resolves10.1093/rfs/hhr093
The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
resolves10.1111/jofi.12827
Over‐the‐Counter Market Frictions and Yield Spread Changes
resolves10.1111/jofi.12991
Liquidity Supply in the Corporate Bond Market
resolves10.1111/0022-1082.00067
Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange
resolves10.1016/j.jfineco.2017.08.002
Intermediary asset pricing: New evidence from many asset classes
resolves10.1093/rfs/hhac004
Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
resolves10.1093/rfs/hhx027
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
resolves10.1093/restud/rdz037
Frictional Intermediation in Over-the-Counter Markets
resolves10.1111/jofi.12728
Dealer Networks
resolves10.1111/j.1540-6261.2005.00797.x
Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market
resolves10.1016/j.red.2019.04.005
Bid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers
resolves10.1016/j.jfineco.2021.01.001
The electronic evolution of corporate bond dealers
resolves10.1093/rfs/hhv132
Measuring Liquidity in Bond Markets
resolves10.1016/j.jet.2014.11.005
Search-based models of money and finance: An integrated approach
resolves10.3982/ECTA14713
Pricing and Liquidity in Decentralized Asset Markets
resolves10.1016/j.jet.2006.08.001
Search and endogenous concentration of liquidity in asset markets
resolves10.1111/j.1540-6261.2008.01360.x
A Search‐Based Theory of the On‐the‐Run Phenomenon
The 7 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref12
no DOI — not checkedDealer inventory and the cross-section of corporate bond returns
no DOI — not checkedref28
no DOI — not checkedA simple, positive semi-definite, heteroskedasticity and autocorrelationconsistent covariance matrix
no DOI — not checkedAvailable at SSRN 2464421
no DOI — not checkedFinancial intermediation chains in an OTC market
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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