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Bondholder Fragility Risk and Corporate Liquidity Policy

https://doi.org/10.2139/ssrn.4761642
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Institutional Allocations in the Primary Market for Corporate Bonds
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Does common ownership really increase firm coordination?
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Capital supply and corporate bond issuances: Evidence from mutual fund flows
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Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
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Reconstructing the yield curve
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Lifting the Veil: The Price Formation of Corporate Bond Offerings
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How much should we trust staggered difference-in-differences estimates?
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Corporate responses to stock price fragility
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The optimal spread and offering price for underwritten securities
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A Demand System Approach to Asset Pricing
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The Effect of Minimum Wages on Low-Wage Jobs*
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Inventory-Constrained Underwriters and Corporate Bond Offerings
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Which Investors Matter for Equity Valuations and Expected Returns?
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Swing Pricing and Fragility in Open-End Mutual Funds
inferredcites →https://doi.org/10.1093/rfs/hhac007openalex-extracted
Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhad095openalex-extracted
Bond Price Fragility and the Structure of the Mutual Fund Industry
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Financial Constraints, Investment, and the Value of Cash Holdings
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A Flow-Based Explanation for Return Predictability
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The Variety of Maturities Offered by Firms and Institutional Investment in Corporate Bonds
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Reaching for Yield in Corporate Bond Mutual Funds
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Noisy Stock Prices and Corporate Investment
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Information in Financial Markets and Its Real Effects
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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
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The Cash Flow Sensitivity of Cash
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Why Do U.S. Firms Hold So Much More Cash than They Used To?
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The Real Effects of Financial Markets: The Impact of Prices on Takeovers
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01750.xopenalex-extracted
Mutual Fund Trading Pressure: Firm‐Level Stock Price Impact and Timing of SEOs
inferredcites →https://doi.org/10.1111/jofi.12133openalex-extracted
Refinancing Risk and Cash Holdings
inferredcites →https://doi.org/10.1111/jofi.12698openalex-extracted
Anticompetitive Effects of Common Ownership
inferredcites →https://doi.org/10.1111/jofi.13078openalex-extracted
Fire‐Sale Spillovers in Debt Markets
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101826openalex-extracted
The Real Effects of Financial Markets
inferredcites →https://doi.org/10.1287/mnsc.2019.3422openalex-extracted
Do Noisy Stock Prices Impede Real Efficiency?
inferredcites →https://doi.org/10.2139/ssrn.2337908openalex-extracted
How to Clean Enhanced TRACE Data
inferredcites →https://doi.org/10.2139/ssrn.3148221openalex-extracted
Capital Supply and Corporate Bond Issuances: Evidence from Mutual Fund Flows
inferredcites →https://doi.org/10.2139/ssrn.3336343openalex-extracted
Does Common Ownership Really Increase Firm Coordination?
inferredcites →https://doi.org/10.2139/ssrn.3723389openalex-extracted
A Dynamic Theory of Mutual Fund Runs and Liquidity Management
inferredcites →https://doi.org/10.2139/ssrn.3794018openalex-extracted
How Much Should We Trust Staggered Difference-In-Differences Estimates?
inferredcites →https://doi.org/10.2139/ssrn.4343095openalex-extracted
The Value of Data to Fixed Income Investors
inferredcites →https://doi.org/10.2139/ssrn.4384653openalex-extracted
Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds
inferredcites →https://doi.org/10.2469/faj.v56.n2.2342openalex-extracted
An Empirical Study of Bond Market Transactions
inferredcites →https://doi.org/10.3386/w22391openalex-extracted
Liquidity Transformation in Asset Management: Evidence from the Cash Holdings of Mutual Funds
inferredcites →https://doi.org/10.3386/w27402openalex-extracted
Which Investors Matter for Equity Valuations and Expected Returns?
inferredcites →https://doi.org/10.3386/w31184openalex-extracted
A Local Projections Approach to Difference-in-Differences
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Liquidity Biases in TRACE
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Endogenous Liquidity and Defaultable Bonds
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