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Market Segmentation Across Stocks, Bonds, and Derivatives

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

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A Mathematical Theory of Communication

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The Global Distribution of Income

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Cluster-robust inference: A guide to empirical practice

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Asset Fire Sales (and Purchases) in Equity Markets

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High frequency market microstructure

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Intermediary asset pricing: New evidence from many asset classes

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Equilibrium and welfare in markets with financially constrained arbitrageurs

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A Survey of the Microstructure of Fixed-Income Markets

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Financial Contagion

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The Aggregate Demand for Treasury Debt

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A Demand System Approach to Asset Pricing

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Centralizing Over-the-Counter Markets?

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A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

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A Quantity-Driven Theory of Term Premia and Exchange Rates

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A Theory of Participation in OTC and Centralized Markets

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Ratings-Driven Demand and Systematic Price Fluctuations

inferredcites →https://doi.org/10.1093/rfs/hhac055openalex-snapshot

Benchmarking Intensity

inferredcites →https://doi.org/10.1093/rfs/hhae007openalex-snapshot

Size Discount and Size Penalty: Trading Costs in Bond Markets

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/hhn098openalex-snapshot

Market Liquidity and Funding Liquidity

inferredcites →https://doi.org/10.1093/rfs/hhu007openalex-snapshot

Financial Market Dislocations

inferredcites →https://doi.org/10.1093/rfs/hhu041openalex-snapshot

Regression Discontinuity and the Price Effects of Stock Market Indexing

inferredcites →https://doi.org/10.1093/rfs/hhy048openalex-snapshot

Asset Price Dynamics in Partially Segmented Markets

inferredcites →https://doi.org/10.1111/0022-1082.194060openalex-snapshot

Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

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Do Demand Curves for Stocks Slope Down?

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Options Arbitrage in Imperfect Markets

inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04666.xopenalex-snapshot

Futures Manipulation with "Cash Settlement"

inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05121.xopenalex-snapshot

The Trades of Market Makers: An Empirical Analysis of NYSE Specialists

inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03807.xopenalex-snapshot

The Limits of Arbitrage

inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01217.xopenalex-snapshot

Limits of Arbitrage: Theory and Evidence from the Mortgage‐Backed Securities Market

inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01569.xopenalex-snapshot

Presidential Address: Asset Price Dynamics with Slow‐Moving Capital

inferredcites →https://doi.org/10.1111/jofi.12029openalex-snapshot

Trading Complex Assets

inferredcites →https://doi.org/10.1111/jofi.12164openalex-snapshot

Click or Call? Auction versus Search in the Over‐the‐Counter Market

inferredcites →https://doi.org/10.1111/jofi.12189openalex-snapshot

Financial Intermediaries and the Cross‐Section of Asset Returns

inferredcites →https://doi.org/10.1111/jofi.12620openalex-snapshot

Deviations from Covered Interest Rate Parity

inferredcites →https://doi.org/10.1111/jofi.12777openalex-snapshot

Limited Investment Capital and Credit Spreads

inferredcites →https://doi.org/10.1111/jofi.12953openalex-snapshot

Market Structure and Transaction Costs of Index CDSs

inferredcites →https://doi.org/10.1111/jofi.13264openalex-snapshot

Complex Asset Markets

inferredcites →https://doi.org/10.1146/annurev-economics-091819-124829openalex-snapshot

The Search Theory of Over-the-Counter Markets

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The Economics of High-Frequency Trading: Taking Stock

inferredcites →https://doi.org/10.1257/aer.103.2.732openalex-snapshot

Intermediary Asset Pricing

inferredcites →https://doi.org/10.1257/aer.104.2.379openalex-snapshot

A Macroeconomic Model with a Financial Sector

inferredcites →https://doi.org/10.1257/aer.20140759openalex-snapshot

Decentralized Exchange

inferredcites →https://doi.org/10.1257/aer.20200829openalex-snapshot

Market Fragmentation

inferredcites →https://doi.org/10.1353/eca.2011.0019openalex-snapshot

The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy

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Market Structure and Transaction Costs of Index Cdss

inferredcites →https://doi.org/10.2139/ssrn.3196068openalex-snapshot

The Impact of Pensions and Insurance on Global Yield Curves

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How Integrated Are Corporate Bond and Stock Markets?

inferredcites →https://doi.org/10.2139/ssrn.3831348openalex-snapshot

Size Discount and Size Penalty: Trading Costs in Bond Markets

inferredcites →https://doi.org/10.2139/ssrn.4061177openalex-snapshot

Comparing Search and Intermediation Frictions Across Markets

inferredcites →https://doi.org/10.2139/ssrn.4068045openalex-snapshot

A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers

inferredcites →https://doi.org/10.2139/ssrn.4636821openalex-snapshot

Dealer Specialization and Market Segmentation

inferredcites →https://doi.org/10.2139/ssrn.4703281openalex-snapshot

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux

inferredcites →https://doi.org/10.2139/ssrn.4898830openalex-snapshot

What Do Bank Trading Desks Do? *

inferredcites →https://doi.org/10.2139/ssrn.556116openalex-snapshot

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market

inferredcites →https://doi.org/10.2307/3006993openalex-snapshot

Economics and Information Theory

inferredcites →https://doi.org/10.3386/w15487openalex-snapshot

A Preferred-Habitat Model of the Term Structure of Interest Rates

inferredcites →https://doi.org/10.3386/w25855openalex-snapshot

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

inferredcites →https://doi.org/10.3386/w27615openalex-snapshot

A Quantity-Driven Theory of Term Premia and Exchange Rates

inferredcites →https://doi.org/10.3386/w28103openalex-snapshot

Ratings-Driven Demand and Systematic Price Fluctuations

inferredcites →https://doi.org/10.3386/w29827openalex-snapshot

Stock Market Stimulus

inferredcites →https://doi.org/10.3386/w29875openalex-snapshot

A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers

inferredcites →https://doi.org/10.3386/w34774openalex-snapshot

Estimating Demand Systems with Bidding Data

inferredcites →https://doi.org/10.3982/ecta17440openalex-snapshot

Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)

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