Narrow search
Showing 1 - 10 of 64
Cover Image
Life after default : dealer intermediation and recovery in defaulted corporate bonds
Baumann, Friedrich; Livdan, Dmitry; Kakhbod, Ali; … - 2023
Persistent link: https://www.econbiz.de/10014370599
Cover Image
Are institutions informed about news?
Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - 2014
This paper combines daily non-public data on buy and sell volume by institutions from 2003 through 2005 for NYSE-listed stocks with all news announcements from Reuters. Natural language processing categorizes the sentiment associated with each news story. We use institutional order flow (buy...
Persistent link: https://www.econbiz.de/10010413275
Cover Image
Are institutions informed about news?
Hendershott, Terrence; Livdan, Dmitry; Schürhoff, Norman - In: Journal of financial economics 117 (2015) 2, pp. 249-287
Persistent link: https://www.econbiz.de/10011479892
Cover Image
Relationship trading in OTC markets
Hendershott, Terrence; Li, Dan; Livdan, Dmitry; … - 2017
Persistent link: https://www.econbiz.de/10011819761
Cover Image
When failure is an option : fragile liquidity in over-the-counter markets
Hendershott, Terrence; Li, Dan; Livdan, Dmitry; … - In: Journal of financial economics 157 (2024), pp. 1-32
Persistent link: https://www.econbiz.de/10015072492
Cover Image
Do we need dealers in OTC markets?
Schürhoff, Norman; Livdan, Dmitry; Hendershott, Terrence - 2021
Persistent link: https://www.econbiz.de/10012601058
Cover Image
True cost of immediacy
Schürhoff, Norman; Hendershott, Terrence; Livdan, Dmitry; … - 2020
Persistent link: https://www.econbiz.de/10012299034
Cover Image
Tax-subsidized underpricing : issuers and underwriters in the market for build America bonds
Cestau, Dario; Green, Richard C.; Schürhoff, Norman - 2012
Persistent link: https://www.econbiz.de/10009664293
Cover Image
Bond ratings matter : evidence from the Lehman brothers index rating redefinition
Chen, Zhihua; Lookman, Aziz; Schürhoff, Norman; Seppi, … - 2012
Persistent link: https://www.econbiz.de/10009621933
Cover Image
Variance risk, financial intermediation, and the cross-section of expected option returns
Schürhoff, Norman; Ziegler, Alexandre - 2011
Persistent link: https://www.econbiz.de/10008909466