Similar Search Results

Transparency and liquidity : a controlled experiment on corporate bonds

Goldstein, Michael A.; Hotchkiss, Edith; Sirri, Erik R. - In: The review of financial studies 20 (2007) 2, pp. 235-273

Persistent link: https://www.econbiz.de/10003554412

Trading strategies during circuit breakers and extreme market movements

Goldstein, Michael A.; Kavajecz, Kenneth A. - In: Journal of financial markets 7 (2004) 3, pp. 301-333

Persistent link: https://www.econbiz.de/10002019391

Liquidity provision during circuit breakers and extreme market movements

Goldstein, Michael A. (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001572463

Eighths, sixteenths, and market depth : changes in tick size and liquidity provision on the NYSE

Goldstein, Michael A.; Kavajecz, Kenneth A. - In: Journal of financial economics 56 (2000) 1, pp. 125-149

Persistent link: https://www.econbiz.de/10001468753

Eighths, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE

Goldstein, Michael A.; Kavajecz, Kenneth A. - 1998

Persistent link: https://www.econbiz.de/10000989819

Eights, sixteenths and market depth : changes in tick size and liquidity provision on the NYSE

Goldstein, Michael A.; Kavajecz, Kenneth A. - 1998

Persistent link: https://www.econbiz.de/10000988860

Liquidty provision during circuit breakers and extreme market movements

Goldstein, Michael A.; Kavajecz, Kenneth A. - 2000

Persistent link: https://www.econbiz.de/10001448378

Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds

Goldstein, Michael A. - 2019

This paper studies the link between secondary market liquidity for a corporate bond and the bond's yield spread at issuance. Using ex-ante measures of expected liquidity at the time of issuance, based on the characteristics of the underwriting syndicate, we find an economically large impact of...

Persistent link: https://www.econbiz.de/10012870649

Providing Liquidity in an Illiquid Market : Dealer Behavior in U.S. Corporate Bonds

Goldstein, Michael A. - 2018

We examine market making behavior of dealers for 55,988 corporate bonds, many of which trade infrequently. Dealers have a substantially higher propensity to offset trades within the same day rather than committing capital for longer periods for riskier and less actively traded bonds. Dealers'...

Persistent link: https://www.econbiz.de/10012933874

Secondary market liquidity and primary market pricing of corporate bonds

Goldstein, Michael A.; Hotchkiss, Edith; Pedersen, David J. - In: Journal of risk and financial management : JRFM 12 (2019) 2/86, pp. 1-17

Persistent link: https://www.econbiz.de/10012022090