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Bond Price Fragility and the Structure of the Mutual Fund Industry

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆

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Diversification disasters

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Regulatory pressure and fire sales in the corporate bond market

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The role of institutional investors in propagating the crisis of 2007–2008

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Stock price fragility

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Corporate bond liquidity before and after the onset of the subprime crisis

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Investor flows and fragility in corporate bond funds

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Institutional herding and its price impact: Evidence from the corporate bond market

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Do fire sales create externalities?

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Corporate bond mutual funds and asset fire sales

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Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market

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Anatomy of a Liquidity Crisis: Corporate Bonds in the COVID-19 Crisis

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Redemption risk and cash hoarding by asset managers

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Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets

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Dynamic Liquidity Management by Corporate Bond Mutual Funds

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Mutual Fund Trading Style and Bond Market Fragility

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When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

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Corporate Bond Liquidity During the COVID-19 Crisis

inferredcites →https://doi.org/10.1093/rfs/hhac007openalex-snapshot

Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity

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Investors' Horizons and the Amplification of Market Shocks

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The Cost of Immediacy for Corporate Bonds

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Shock Propagation and Banking Structure

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Portfolio Pumping, Trading Activity and Fund Performance

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Liquidation Values and Debt Capacity: A Market Equilibrium Approach

inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01203.xopenalex-snapshot

Corporate Yield Spreads and Bond Liquidity

inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01240.xopenalex-snapshot

Corporate Bond Market Transaction Costs and Transparency

inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01666.xopenalex-snapshot

Systemic Liquidation Risk and the Diversity–Diversification Trade‐Off

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The Real Effects of Financial Markets: The Impact of Prices on Takeovers

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Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market

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Capital Commitment and Illiquidity in Corporate Bonds

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Measuring Mutual Fund Flow Pressure as Shock to Stock Returns

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Fire‐Sale Spillovers in Debt Markets

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Institutional Investors and Stock Market Volatility

inferredcites →https://doi.org/10.1287/mnsc.2015.2372openalex-snapshot

The Behavior of Investor Flows in Corporate Bond Mutual Funds

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The Granular Nature of Large Institutional Investors

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Regulatory Pressure and Fire Sales in the Corporate Bond Market

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Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis

inferredcites →https://doi.org/10.2139/ssrn.1656723openalex-snapshot

Investors' Horizons and the Amplification of Market Shocks

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Institutional Investors and Stock Market Volatility

inferredcites →https://doi.org/10.3386/w22247openalex-snapshot

The Granular Nature of Large Institutional Investors

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When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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