On the public citation graph

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

https://doi.org/10.1093/rfs/hhl020
0 signed · 501 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

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

inferredcites →https://doi.org/10.1006/jfin.1996.0002openalex-snapshot
Tick Size, Spread, and Volume
inferredcites →https://doi.org/10.1006/jfin.1997.0213openalex-snapshot
The Impact of Decimalization on Market Quality: An Empirical Investigation of the Toronto Stock Exchange
inferredcites →https://doi.org/10.1016/j.finmar.2004.11.001openalex-snapshot
Market microstructure: A survey of microfoundations, empirical results, and policy implications
inferredcites →https://doi.org/10.1016/j.finmar.2005.05.001openalex-snapshot
Should securities markets be transparent?
inferredcites →https://doi.org/10.1016/j.finmar.2008.06.001openalex-snapshot
Using Matched Samples to Test for Differences in Trade Execution Costs
inferredcites →https://doi.org/10.1016/s1386-4181(00)00005-7openalex-snapshot
The determinants of trading volume of high-yield corporate bonds
inferredcites →https://doi.org/10.1016/s1386-4181(00)00023-9openalex-snapshot
‘Teenies’ anyone?
inferredcites →https://doi.org/10.1016/s1386-4181(97)00002-5openalex-snapshot
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities
inferredcites →https://doi.org/10.1093/rfs/12.1.5openalex-snapshot
Market Transparency: Who Wins and Who Loses?
inferredcites →https://doi.org/10.1093/rfs/12.4.873openalex-snapshot
Trade Disclosure Regulation in Markets with Negotiated Trades
inferredcites →https://doi.org/10.1093/rfs/15.5.1325openalex-snapshot
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
inferredcites →https://doi.org/10.1093/rfs/6.4.959openalex-snapshot
Bondholder Losses in Leveraged Buyouts
inferredcites →https://doi.org/10.1093/rfs/7.1.149openalex-snapshot
Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes
inferredcites →https://doi.org/10.1093/rfs/8.3.579openalex-snapshot
Consolidation, Fragmentation, and the Disclosure of Trading Information
inferredcites →https://doi.org/10.1093/rfs/hhi002openalex-snapshot
Why Do Larger Orders Receive Discounts on the London Stock Exchange?
inferredcites →https://doi.org/10.1093/rfs/hhi013openalex-snapshot
Island Goes Dark: Transparency, Fragmentation, and Regulation
inferredcites →https://doi.org/10.1093/rfs/hhl012openalex-snapshot
Financial Intermediation and the Costs of Trading in an Opaque Market
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/j.1475-6803.2004.00078.xopenalex-snapshot
Decimals And Liquidity: A Study Of The Nyse
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02695.xopenalex-snapshot
Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00746.xopenalex-snapshot
Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE
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/10.1142/s2010139217500033openalex-snapshot
Determinants of Corporate Bond Trading: A Comprehensive Analysis
inferredcites →https://doi.org/10.2139/ssrn.495422openalex-snapshot
Corporate Yield Spreads and Bond Liquidity
inferredcites →https://doi.org/10.2139/ssrn.593823openalex-snapshot
Corporate Bond Market Transparency and Transaction Costs
inferredcites →https://doi.org/10.2139/ssrn.668847openalex-snapshot
Financial Intermediation and the Costs of Trading in an Opaque Market
inferredcites →https://doi.org/10.2307/2329537openalex-snapshot
Transparency and Liquidity: A Study of Block Trades on the London Stock Exchange under Different Publication Rules
inferredcites →https://doi.org/10.2469/faj.v56.n2.2342openalex-snapshot
An Empirical Study of Bond Market Transactions
inferredcites →https://doi.org/10.3905/jfi.1991.408021openalex-snapshot
Corporate Bond Price Discrepancies in the Dealer and Exchange Markets
inferredcites →https://doi.org/10.3905/jfi.2003.319345openalex-snapshot
Trading Costs in Three U.S. Bond Markets

What points at this work

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

inferred← citeshttps://doi.org/10.14288/1.0043332openalex-extracted
Asymmetric Information and Inventory Concerns in Over-the-Counter Markets
inferred← citeshttps://doi.org/10.2139/ssrn.1001459openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1005120openalex-extracted
Is the Corporate Bond Market Forward Looking?
inferred← citeshttps://doi.org/10.2139/ssrn.1021235openalex-extracted
Investment Horizon of the Bond Investor Base and the Leverage of the Firm
inferred← citeshttps://doi.org/10.2139/ssrn.1022356openalex-extracted
Dealer Behavior and the Trading of Newly Issued Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.1085638openalex-extracted
Where Did All the Information Go? Trade in the Corporate Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.1104508openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1106852openalex-extracted
Liquidity of Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.1188782openalex-extracted
Developing Corporate Bond Markets in Asia
inferred← citeshttps://doi.org/10.2139/ssrn.1257002openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1280834openalex-extracted
Clientele Change, Persistent Liquidity Shock, and Bond Return Reversals after Rating Downgrades
inferred← citeshttps://doi.org/10.2139/ssrn.1316820openalex-extracted
A Global Liquidity Factor for Fixed Income Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.1339910openalex-extracted
Corporate Bond Liquidity Before and after the Onset of the Subprime Crisis
inferred← citeshttps://doi.org/10.2139/ssrn.1341870openalex-extracted
Credit Spread Changes within Switching Regimes
inferred← citeshttps://doi.org/10.2139/ssrn.1343965openalex-extracted
Bond Ratings Matter: Evidence from the Lehman Brothers Index Rating Redefinition
inferred← citeshttps://doi.org/10.2139/ssrn.1359404openalex-extracted
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.1362182openalex-extracted
Regulatory Pressure and Fire Sales in the Corporate Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.1362190openalex-extracted
Regulatory Pressure and Fire Sales in the Corporate Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.1364635openalex-extracted
Corporate Bond Liquidity Before and After the Onset of the Subprime Crisis
inferred← citeshttps://doi.org/10.2139/ssrn.1364815openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1397693openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1405490openalex-extracted
Fallen Angels and Price Pressure
inferred← citeshttps://doi.org/10.2139/ssrn.1413672openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1424870openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1475323openalex-extracted
Credit Default Swaps and the Credit Crisis
inferred← citeshttps://doi.org/10.2139/ssrn.1532810openalex-extracted
Pricing of Government Bonds Around the World and Time-Varying Liquidity Risk
inferred← citeshttps://doi.org/10.2139/ssrn.1551408openalex-extracted
Implied Bond Liquidity
inferred← citeshttps://doi.org/10.2139/ssrn.1573311openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1574354openalex-extracted
On the Role of Transparency in the ABS Secondary Market
inferred← citeshttps://doi.org/10.2139/ssrn.1588409openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1612287openalex-extracted
Liquidity Risk of Corporate Bond Returns: A Conditional Approach
inferred← citeshttps://doi.org/10.2139/ssrn.1619207openalex-extracted
Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market
inferred← citeshttps://doi.org/10.2139/ssrn.1648994openalex-extracted
Paired Corporate Bond Trades
inferred← citeshttps://doi.org/10.2139/ssrn.1650345openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1656792openalex-extracted
Innovative Credit Default Management in the Banks Through Credit Default Swaps: An Analysis of Credit Derivatives
inferred← citeshttps://doi.org/10.2139/ssrn.1658694openalex-extracted
Equity Market Quality: Do CDS, Options and Bond Markets Play a Role?
inferred← citeshttps://doi.org/10.2139/ssrn.1659373openalex-extracted
Financial Disclosure with Limited Processing Capacity
inferred← citeshttps://doi.org/10.2139/ssrn.1668589openalex-extracted
A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.1732872openalex-extracted
A High-Frequency Analysis of Trading Activity in the Corporate Bond Market: Do Macro Announcements Drive Activity?
inferred← citeshttps://doi.org/10.2139/ssrn.1780204openalex-extracted
Changing Risk Perception and the Time-Varying Price of Risk
inferred← citeshttps://doi.org/10.2139/ssrn.1782298openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1785823openalex-extracted
The Relation between Market Discipline of Banks and Bond Market Transparency: Evidence from the Risk Sensitivity of Subordinated Notes and Debenture Yield Spreads
inferred← citeshttps://doi.org/10.2139/ssrn.1786354openalex-extracted
What Moves CDS Spreads?
inferred← citeshttps://doi.org/10.2139/ssrn.1786787openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1786865openalex-extracted
Dealer Intermediation between Markets
inferred← citeshttps://doi.org/10.2139/ssrn.1787418openalex-extracted
Flashes of Trading Intent at the NASDAQ
inferred← citeshttps://doi.org/10.2139/ssrn.1857263openalex-extracted
Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery
inferred← citeshttps://doi.org/10.2139/ssrn.1943509openalex-extracted
Corporate Cost of Borrowing: TRACE on Syndicated Loans
inferred← citeshttps://doi.org/10.2139/ssrn.1961350openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1988548openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.1990472openalex-extracted
Market Making Under the Proposed Volcker Rule
inferred← citeshttps://doi.org/10.2139/ssrn.1995666openalex-extracted
Corporate Governance of Financial Institutions
inferred← citeshttps://doi.org/10.2139/ssrn.2015694openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2023494openalex-extracted
Informed Trading in Corporate Bonds Prior to Earnings Announcements
inferred← citeshttps://doi.org/10.2139/ssrn.2099241openalex-extracted
Arbitrage Risk and Market Efficiency – Applications to Securities Class Actions
inferred← citeshttps://doi.org/10.2139/ssrn.2132336openalex-extracted
Post-Earnings Announcement Drift: Evidence from the Corporate Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.2139310openalex-extracted
Transparency and Liquidity in the Structured Product Market
inferred← citeshttps://doi.org/10.2139/ssrn.2140833openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2142878openalex-extracted
Replacing the Libor with a Transparent and Reliable Index of Interbank Borrowing
inferred← citeshttps://doi.org/10.2139/ssrn.2146926openalex-extracted
Corporate Retail Notes: A Good Alternative for Individual Investors?
inferred← citeshttps://doi.org/10.2139/ssrn.2161452openalex-extracted
The Pricing and Performance of New Corporate Bonds: Sorting Out Underpricing and Liquidity Effects
inferred← citeshttps://doi.org/10.2139/ssrn.2162179openalex-extracted
The Growth of Modern Finance
inferred← citeshttps://doi.org/10.2139/ssrn.2176561openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2180961openalex-extracted
Introducing Daylight to Structured Credit Products
inferred← citeshttps://doi.org/10.2139/ssrn.2201013openalex-extracted
The Manipulation Potential of Libor and Euribor
inferred← citeshttps://doi.org/10.2139/ssrn.2220835openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2254516openalex-extracted
Sunshine Trading: Flashes of Trading Intent at the Nasdaq
inferred← citeshttps://doi.org/10.2139/ssrn.2260669openalex-extracted
Weather and SAD Related Mood Effects on the Financial Market
inferred← citeshttps://doi.org/10.2139/ssrn.2269894openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2318925openalex-extracted
The Network of Inter-Dealer Trading in an Over-the-Counter Market
inferred← citeshttps://doi.org/10.2139/ssrn.2320623openalex-extracted
The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.2341654openalex-extracted
Machines vs. Machines: High Frequency Trading and Hard Information
inferred← citeshttps://doi.org/10.2139/ssrn.2341882openalex-extracted
Market Transparency and the Marking Precision of Bond Mutual Fund Managers
inferred← citeshttps://doi.org/10.2139/ssrn.2356259openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2378000openalex-extracted
Dealer Spreads in the Corporate Bond Market: Agent vs. Market-Making Roles
inferred← citeshttps://doi.org/10.2139/ssrn.2386043openalex-extracted
Correlation between Individual Stock and Corporate Bond Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2405036openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2416199openalex-extracted
The Determinants of CDS Bid-Ask Spreads
inferred← citeshttps://doi.org/10.2139/ssrn.2442175openalex-extracted
Liquidity and Corporate Debt Market Timing
inferred← citeshttps://doi.org/10.2139/ssrn.2443654openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2464399openalex-extracted
Asymmetric Information and Inventory Concerns in Over-the-Counter Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2479775openalex-extracted
On the Dynamics of Corporate Bond Ownership
inferred← citeshttps://doi.org/10.2139/ssrn.2493244openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2496519openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2515582openalex-extracted
Benchmarks in Search Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2516933openalex-extracted
Does Trading Anonymously Enhance Liquidity?
inferred← citeshttps://doi.org/10.2139/ssrn.2526291openalex-extracted
Dealer Inventory and the Cross-Section of Corporate Bond Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2532805openalex-extracted
The Transaction Costs of Trading Corporate Credit
inferred← citeshttps://doi.org/10.2139/ssrn.2536418openalex-extracted
The Impact of Innovation: Evidence from Corporate Bond ETFs
inferred← citeshttps://doi.org/10.2139/ssrn.2551169openalex-extracted
Standardization, Transparency Initiatives and Liquidity in the CDS Market
inferred← citeshttps://doi.org/10.2139/ssrn.2565944openalex-extracted
Information Spillovers in Asset Markets with Correlated Values
inferred← citeshttps://doi.org/10.2139/ssrn.2590331openalex-extracted
How Do Inventory Costs Affect Dealer Behavior in the US Corporate Bond Market?
inferred← citeshttps://doi.org/10.2139/ssrn.2596948openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2644098openalex-extracted
Fire Sales and Liquidity Provision in the Corporate Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.2649929openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2661801openalex-extracted
Transaction Costs, Trade Throughs, and Riskless Principal Trading in Corporate Bond Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2680480openalex-extracted
The Best Execution of Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.2693056openalex-extracted
Do Market Prices Improve the Accuracy of Court Valuations in Chapter 11?
inferred← citeshttps://doi.org/10.2139/ssrn.2729104openalex-extracted
Demand Curves For Stocks Do Not Slope Down: Evidence Using an Exogenous Supply Shock
inferred← citeshttps://doi.org/10.2139/ssrn.2746910openalex-extracted
Can Transparency Hurt Investors in Over-The-Counter Markets?
inferred← citeshttps://doi.org/10.2139/ssrn.2755343openalex-extracted
Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads
inferred← citeshttps://doi.org/10.2139/ssrn.2773890openalex-extracted
Municipal Disclosure and the Small Trade Premium
inferred← citeshttps://doi.org/10.2139/ssrn.2785342openalex-extracted
Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market
inferred← citeshttps://doi.org/10.2139/ssrn.2786907openalex-extracted
Market Structure and Transaction Costs of Index Cdss
inferred← citeshttps://doi.org/10.2139/ssrn.2801840openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2817924openalex-extracted
Informed Trading in Hybrid Bond Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2846229openalex-extracted
Information and Liquidity of Over-The-Counter Securities: Evidence from Public Registration of Private Debt
inferred← citeshttps://doi.org/10.2139/ssrn.2848344openalex-extracted
Customer Liquidity Provision in Corporate Bond Markets
inferred← citeshttps://doi.org/10.2139/ssrn.2849630openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2875165openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2881063openalex-extracted
Does Expected Bond Liquidity Affect Financial Contracts
inferred← citeshttps://doi.org/10.2139/ssrn.2895222openalex-extracted
When to Introduce Electronic Trading Platforms in Over-the-Counter Markets?
inferred← citeshttps://doi.org/10.2139/ssrn.2912431openalex-extracted
Precisely Inaccurate: Inefficient Price Anchoring in Response to Mandatory Transparency
inferred← citeshttps://doi.org/10.2139/ssrn.2913865openalex-extracted
Information and Liquidity of Over-the-Counter Securities: Evidence from Public Registration of Rule 144A Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.2933327openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.2954857openalex-extracted
Secondary Market Trading and the Cost of New Debt Issuance
inferred← citeshttps://doi.org/10.2139/ssrn.2956394openalex-extracted
, (Factors Affecting the Liquidity of Corporate Bonds)
inferred← citeshttps://doi.org/10.2139/ssrn.2977635openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3003189openalex-extracted
Do Buy-Side Institutions Supply Liquidity in Bond Markets? Evidence from Mutual Funds
inferred← citeshttps://doi.org/10.2139/ssrn.3012536openalex-extracted
The Economics and Regulation of Secondary Trading Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3062168openalex-extracted
Introducing Transparency to the Mortgage Backed Security Market: Winners and Losers
inferred← citeshttps://doi.org/10.2139/ssrn.3062841openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3066859openalex-extracted
The Leverage Ratio and Liquidity in the Gilt and Repo Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3068930openalex-extracted
Signaling in Over-the-Counter Markets: Benefits and Costs of Transparency
inferred← citeshttps://doi.org/10.2139/ssrn.3082955openalex-extracted
Over-the-Counter Market Frictions and Yield Spread Changes
inferred← citeshttps://doi.org/10.2139/ssrn.3083257openalex-extracted
Market Accessibility, Corporate Bond ETFs, and Liquidity
inferred← citeshttps://doi.org/10.2139/ssrn.3085134openalex-extracted
Liquidity of Government of India Bonds: Trading Volume Based Analysis
inferred← citeshttps://doi.org/10.2139/ssrn.3111018openalex-extracted
Information Disclosure in Dynamic OTC Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3132177openalex-extracted
Tricks of the Trade? Pre-Issuance Price Maneuvers by Underwriter-Dealers
inferred← citeshttps://doi.org/10.2139/ssrn.3171056openalex-extracted
Does Trade Reporting Improve Market Quality in an Institutional Market? Evidence from 144a Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.3171824openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3286557openalex-extracted
What Determines Bid-Ask Spreads in Over-the-Counter Markets?
inferred← citeshttps://doi.org/10.2139/ssrn.3286731openalex-extracted
The Effects of Transparency on OTC Market-Making
inferred← citeshttps://doi.org/10.2139/ssrn.3294142openalex-extracted
Does Public Disclosure Crowd Out Private Information Production?
inferred← citeshttps://doi.org/10.2139/ssrn.3299384openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3307502openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3357789openalex-extracted
Transaction Cost Analytics for Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.3385114openalex-extracted
The Effect of Market Transparency on Corporate Disclosure
inferred← citeshttps://doi.org/10.2139/ssrn.3389756openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3393747openalex-extracted
From Implicit to Explicit: The Consequences of Fee Disclosure
inferred← citeshttps://doi.org/10.2139/ssrn.3400121openalex-extracted
On the Role of Transparency in the ABS Secondary Market
inferred← citeshttps://doi.org/10.2139/ssrn.3453959openalex-extracted
The Global Credit Spread Puzzle
inferred← citeshttps://doi.org/10.2139/ssrn.3529801openalex-extracted
Bond Liquidity and Dealer Inventories: Insights from US and European Regulatory Data
inferred← citeshttps://doi.org/10.2139/ssrn.3548019openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3561116openalex-extracted
Multidimensional Effects of Central Clearing on CDS Market Liquidity and Their Economic Channels – A Regression Discontinuity Approach
inferred← citeshttps://doi.org/10.2139/ssrn.3624307openalex-extracted
Dealer Expertise and Market Concentration in OTC Trading
inferred← citeshttps://doi.org/10.2139/ssrn.3647492openalex-extracted
Corporate Bond Illiquidity: Evidence from Government Guarantees
inferred← citeshttps://doi.org/10.2139/ssrn.3658573openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3703875openalex-extracted
Exchange-Traded Funds and Municipal Bond Market
inferred← citeshttps://doi.org/10.2139/ssrn.3831348openalex-extracted
Size Discount and Size Penalty: Trading Costs in Bond Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3836179openalex-extracted
Trade Transparency and Management Earnings Forecasts
inferred← citeshttps://doi.org/10.2139/ssrn.3848068openalex-extracted
Machine Learning in the Corporate Bond Market and Beyond: A New Classifier
inferred← citeshttps://doi.org/10.2139/ssrn.3872111openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3979297openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.3980151openalex-extracted
“Sell the News!” Liquidity Provision by Bond Funds Following Corporate News Events
inferred← citeshttps://doi.org/10.2139/ssrn.4024356openalex-extracted
Corporate Bond Flipping
inferred← citeshttps://doi.org/10.2139/ssrn.4174382openalex-extracted
Search Friction in Over-the-Counter Markets
inferred← citeshttps://doi.org/10.2139/ssrn.4181679openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.4189694openalex-extracted
Bond Market Transparency and Firm’s Financing Decisions
inferred← citeshttps://doi.org/10.2139/ssrn.4284242openalex-extracted
Sequential Search for Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.4398494openalex-extracted
Receiving Investor in the Block Market for Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.4441405openalex-extracted
Time-Varying Arbitrage Capital
inferred← citeshttps://doi.org/10.2139/ssrn.4579966openalex-extracted
Life after default: How dealer intermediation improves default recovery
inferred← citeshttps://doi.org/10.2139/ssrn.4630487openalex-extracted
Incentives to Lose: Disclosure of Cover Bids in OTC Markets
inferred← citeshttps://doi.org/10.2139/ssrn.4645076openalex-extracted
Sequential Search for Corporate Bonds
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.4728568openalex-extracted
Information Transmission from Bond to Stock Markets
inferred← citeshttps://doi.org/10.2139/ssrn.5161993openalex-extracted
Customers, Dealers and Salespeople: Managing Relationships in Over-the-Counter Markets *
inferred← citeshttps://doi.org/10.2139/ssrn.5369339openalex-extracted
Drivers of Corporate Bond Market Liquidity in the European Union
inferred← citeshttps://doi.org/10.2139/ssrn.850229openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.890149openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.890774openalex-extracted
Price Discovery in Currency Markets
inferred← citeshttps://doi.org/10.2139/ssrn.890868openalex-extracted
Purchasing Ipos with Commissions
inferred← citeshttps://doi.org/10.2139/ssrn.909352openalex-extracted
Dealer Intermediation and Price Behavior in the Aftermarket for New Bond Issues
inferred← citeshttps://doi.org/10.2139/ssrn.942912openalex-extracted
inferred← citeshttps://doi.org/10.2139/ssrn.967334openalex-extracted
Systematic Risks in Corporate Bonds
inferred← citeshttps://doi.org/10.1002/9780470061602.eqf18021openalex-snapshot
Market Transparency
inferred← citeshttps://doi.org/10.1002/9781118681145.ch20openalex-snapshot
Empirical and Experimental Research on Transparency and Disclosure
inferred← citeshttps://doi.org/10.1002/9781118709207.ch22openalex-snapshot
Corporate Bonds
inferred← citeshttps://doi.org/10.1002/bse.1931openalex-snapshot
A Survey of Transparency: An Intrinsic Aspect of Business Strategy
inferred← citeshttps://doi.org/10.1002/fut.21845openalex-snapshot
The CDS‐Bond Basis Arbitrage and the Cross Section of Corporate Bond Returns
inferred← citeshttps://doi.org/10.1002/fut.22288openalex-snapshot
The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach
inferred← citeshttps://doi.org/10.1002/fut.70140openalex-snapshot
Pricing of Interdealer OTC Derivatives in a Limit Order Market: Evidence From Indian OIS Trade‐Level Data
inferred← citeshttps://doi.org/10.1007/978-0-387-30440-3_102openalex-snapshot
Corporate and Municipal Bond Market Microstructure in the U.S.
inferred← citeshttps://doi.org/10.1007/978-0-387-30440-3_321openalex-snapshot
Market Microstructure, Foreign Exchange
inferred← citeshttps://doi.org/10.1007/978-1-4419-7701-4_6openalex-snapshot
Corporate and Municipal Bond Market Microstructure in the U.S.
inferred← citeshttps://doi.org/10.1007/978-3-030-16295-5_2openalex-snapshot
Risk and Pricing on the Italian Minibond Market
inferred← citeshttps://doi.org/10.1007/978-3-031-81362-7_2openalex-snapshot
Economic Diplomacy and Bilateral Relations: Conceptual Clarity
inferred← citeshttps://doi.org/10.1007/978-981-92-1762-5_6openalex-snapshot
Rolling the Greenflation Dice: Will MENA Stock Markets Win or Lose Liquidity?
inferred← citeshttps://doi.org/10.1007/s10693-009-0062-yopenalex-snapshot
Retail Investors and the Trading of Treasury Securities
inferred← citeshttps://doi.org/10.1007/s11156-024-01252-wopenalex-snapshot
Machine learning and trade direction classification: insights from the corporate bond market
inferred← citeshttps://doi.org/10.1007/s11300-007-0137-0openalex-snapshot
Transparency in the European Bond Market
inferred← citeshttps://doi.org/10.1007/s11408-021-00394-4openalex-snapshot
Corporate bond yields and returns: a survey
inferred← citeshttps://doi.org/10.1007/s11408-026-00504-0openalex-snapshot
Pre-trade transparency and market quality in corporate bond markets
inferred← citeshttps://doi.org/10.1016/j.bir.2021.06.009openalex-snapshot
Does the trading volume of asset management companies’ bonds contain information on non-performing loans?
inferred← citeshttps://doi.org/10.1016/j.finmar.2012.09.003openalex-snapshot
Trade and information in the corporate bond market
inferred← citeshttps://doi.org/10.1016/j.finmar.2013.07.002openalex-snapshot
Informed trading around acquisitions: Evidence from corporate bonds
inferred← citeshttps://doi.org/10.1016/j.finmar.2016.03.006openalex-snapshot
Lockstep in liquidity: Common dealers and co-movement in bond liquidity
inferred← citeshttps://doi.org/10.1016/j.finmar.2016.09.005openalex-snapshot
Understanding transactions prices in the credit default swaps market
inferred← citeshttps://doi.org/10.1016/j.finmar.2019.100510openalex-snapshot
The leverage ratio and liquidity in the gilt and gilt repo markets
showing the first 200 of 470
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.