On the public citation graph
Illiquidity Meets Intelligence: AI-Driven Price Discovery in Corporate Bonds
0 signed · 30 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.
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known work and none has been retracted — and get a dated CiteStamped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.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(95)00836-4openalex-snapshot
Firm-specific information and the correlation between individual stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2005.10.002openalex-snapshot
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆
inferredcites →https://doi.org/10.1016/j.jfineco.2012.07.004openalex-snapshot
The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors
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.2018.07.012openalex-snapshot
Institutional herding and its price impact: Evidence from the corporate bond market
inferredcites →https://doi.org/10.1016/j.jfineco.2019.01.007openalex-snapshot
Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market
inferredcites →https://doi.org/10.1016/j.jfineco.2020.07.015openalex-snapshot
The difference a day makes: Timely disclosure and trading efficiency in the muni market
inferredcites →https://doi.org/10.1016/j.jfineco.2021.08.013openalex-snapshot
Sitting bucks: Stale pricing in fixed income funds
inferredcites →https://doi.org/10.1016/j.jfineco.2025.104061openalex-snapshot
Receiving investors in the block market for corporate bonds
inferredcites →https://doi.org/10.1017/s0022109018001485openalex-snapshot
Effect of Trading Relationships on Execution Costs in Low-Information-Asymmetry Over-the-Counter Markets
inferredcites →https://doi.org/10.1080/0015198x.2024.2350952openalex-snapshot
Predicting Corporate Bond Illiquidity via Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhaa009openalex-snapshot
Empirical Asset Pricing via Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhaa062openalex-snapshot
Bond Risk Premiums with Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhaa120openalex-snapshot
Mutual Fund Trading Style and Bond Market Fragility
inferredcites →https://doi.org/10.1093/rfs/hhl020openalex-snapshot
Transparency and Liquidity: A Controlled Experiment on Corporate Bonds
inferredcites →https://doi.org/10.1093/rfs/hhn105openalex-snapshot
Measuring Abnormal Bond Performance
inferredcites →https://doi.org/10.1093/rfs/hhu094openalex-snapshot
The Informational Role of Stock and Bond Volume
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/hhz123openalex-snapshot
Dissecting Characteristics Nonparametrically
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.1540-6261.2007.01240.xopenalex-snapshot
Corporate Bond Market Transaction Costs and Transparency
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.12496openalex-snapshot
Liquidity in a Market for Unique Assets: Specified Pool and To‐Be‐Announced Trading in the Mortgage‐Backed Securities Market
inferredcites →https://doi.org/10.1111/jofi.12864openalex-snapshot
Relationship Trading in Over‐the‐Counter Markets
inferredcites →https://doi.org/10.1287/mnsc.2022.4646openalex-snapshot
Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs
inferredcites →https://doi.org/10.2139/ssrn.3668272openalex-snapshot
Alternative Trading Systems in the Corporate Bond Market
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.