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Institutional Brokerage Networks: Facilitating Liquidity Provision

https://doi.org/10.1093/rfs/hhae026
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What this work says

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

inferredcites →https://doi.org/10.1016/0378-8733(91)90018-oopenalex-snapshot
Simultaneous group and individual centralities
inferredcites →https://doi.org/10.1016/j.jfineco.2003.05.005openalex-snapshot
Does an electronic stock exchange need an upstairs market?
inferredcites →https://doi.org/10.1016/j.jfineco.2006.09.007openalex-snapshot
Asset Fire Sales (and Purchases) in Equity Markets
inferredcites →https://doi.org/10.1016/j.jfineco.2011.10.004openalex-snapshot
Hedge funds as liquidity providers: Evidence from the Lehman bankruptcy
inferredcites →https://doi.org/10.1016/j.jfineco.2017.01.003openalex-snapshot
The value of trading relations in turbulent times
inferredcites →https://doi.org/10.1016/j.jfineco.2018.06.009openalex-snapshot
The execution quality of corporate bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2019.04.002openalex-snapshot
The relevance of broker networks for information diffusion in the stock market
inferredcites →https://doi.org/10.1016/j.jfineco.2020.02.010openalex-snapshot
Prime (Information) Brokerage
inferredcites →https://doi.org/10.1016/j.jfineco.2021.08.020openalex-snapshot
The value of intermediation in the stock market
inferredcites →https://doi.org/10.1016/j.jfineco.2022.02.002openalex-snapshot
The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks
inferredcites →https://doi.org/10.1016/s0304-405x(99)00028-8openalex-snapshot
Investor flows and the assessed performance of open-end mutual funds
inferredcites →https://doi.org/10.1016/s0378-8733(96)00300-0openalex-snapshot
Centrality in affiliation networks
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-snapshot
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1080/0022250x.1972.9989806openalex-snapshot
Factoring and weighting approaches to status scores and clique identification
inferredcites →https://doi.org/10.1086/228631openalex-snapshot
Power and Centrality: A Family of Measures
inferredcites →https://doi.org/10.1086/260061openalex-snapshot
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/296468openalex-snapshot
Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings
inferredcites →https://doi.org/10.1086/296583openalex-snapshot
The Informational Role of Upstairs and Downstairs Trading
inferredcites →https://doi.org/10.1086/711954openalex-snapshot
Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Auctions
inferredcites →https://doi.org/10.1093/rfs/10.1.175openalex-snapshot
In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets
inferredcites →https://doi.org/10.1093/rfs/15.4.1111openalex-snapshot
Trading and Pricing in Upstairs and Downstairs Stock Markets
inferredcites →https://doi.org/10.1093/rfs/hhl027openalex-snapshot
Tipping
inferredcites →https://doi.org/10.1093/rfs/hhl041openalex-snapshot
Unobserved Actions of Mutual Funds
inferredcites →https://doi.org/10.1093/rfs/hhp083openalex-snapshot
Brokerage Commissions and Institutional Trading Patterns
inferredcites →https://doi.org/10.1093/rfs/hhr110openalex-snapshot
Performance of Institutional Trading Desks: An Analysis of Persistence in Trading Costs
inferredcites →https://doi.org/10.1093/rfs/hht065openalex-snapshot
Investor Networks in the Stock Market
inferredcites →https://doi.org/10.1093/rfs/hhw052openalex-snapshot
Prime Broker-Level Comovement in Hedge Fund Returns: Information or Contagion?
inferredcites →https://doi.org/10.1093/rfs/hhx027openalex-snapshot
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
inferredcites →https://doi.org/10.1093/rfs/hhz070openalex-snapshot
Back-Running: Seeking and Hiding Fundamental Information in Order Flows*
inferredcites →https://doi.org/10.1093/rof/rfz019openalex-snapshot
Margin Trading and Comovement During Crises
inferredcites →https://doi.org/10.1111/0022-1082.00341openalex-snapshot
Corporate Bond Trading Costs: A Peek Behind the Curtain
inferredcites →https://doi.org/10.1111/0022-1082.00387openalex-snapshot
Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05081.xopenalex-snapshot
Equilibrium Block Trading and Asymmetric Information
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02724.xopenalex-snapshot
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00781.xopenalex-snapshot
Predatory Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01058.xopenalex-snapshot
Are IPO Allocations for Sale? Evidence from Mutual Funds
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01274.xopenalex-snapshot
Episodic Liquidity Crises: Cooperative and Predatory Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01643.xopenalex-snapshot
The Interim Trading Skills of Institutional Investors
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01797.xopenalex-snapshot
Conflicting Family Values in Mutual Fund Families
inferredcites →https://doi.org/10.1111/jofi.12728openalex-snapshot
Dealer Networks
inferredcites →https://doi.org/10.1111/jofi.12840openalex-snapshot
Brokers and Order Flow Leakage: Evidence from Fire Sales
inferredcites →https://doi.org/10.1111/jofi.12864openalex-snapshot
Relationship Trading in Over‐the‐Counter Markets
inferredcites →https://doi.org/10.2139/ssrn.1462315openalex-snapshot
Hedge Funds as Liquidity Providers: Evidence from the Lehman Bankruptcy
inferredcites →https://doi.org/10.2139/ssrn.2991617openalex-snapshot
Brokers and Order Flow Leakage: Evidence from Fire Sales
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

What points at this work

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

inferred← citeshttps://doi.org/10.2139/ssrn.4662272openalex-extracted
Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations
inferred← citeshttps://doi.org/10.2139/ssrn.4767844openalex-extracted
A Tale of Bad Days: Investor Preferences and Fund Manager Skill
inferred← citeshttps://doi.org/10.1007/s10479-026-07082-4openalex-snapshot
Broker network connectivity and the cross-section of expected returns
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2025.102848openalex-snapshot
Dark Trading and Stock-based CEO Pay
inferred← citeshttps://doi.org/10.1017/s0022109023000741openalex-snapshot
Friendly Investing and Information Sharing in the Asset Management Industry
inferred← citeshttps://doi.org/10.1287/mnsc.2022.00194openalex-snapshot
OTC Discount
inferred← citeshttps://doi.org/10.2139/ssrn.3353501openalex-snapshot
Preventing Information Leakage
inferred← citeshttps://doi.org/10.2139/ssrn.3429452openalex-snapshot
Splitting and Shuffling: Institutional Trading Motives and Order Submissions Across Brokers
inferred← citeshttps://doi.org/10.2139/ssrn.3606208openalex-snapshot
Asset Managers as Buyers of Last Resort
inferred← citeshttps://doi.org/10.2139/ssrn.3744758openalex-snapshot
OTC Discount
inferred← citeshttps://doi.org/10.2139/ssrn.5224162openalex-snapshot
Will AI Replace or Enhance Human Intelligence in Investment Management?
inferred← citeshttps://doi.org/10.2139/ssrn.5242073openalex-snapshot
Blockholder Networks, Information Exchange, and M&A Performance
inferred← citeshttps://doi.org/10.37405/2221-1187.2025.331-340openalex-snapshot
Brokerage activity as an element of the stock market infrastructure
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