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Realized volatility, liquidity, and corporate yield spreads

Rossi, Marco - In: The quarterly journal of finance 4 (2014) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10010423791

Outliers and momentum in the corporate bond market

Galvani, Valentina; Li, Lifang - 2022

Persistent link: https://www.econbiz.de/10013166520

The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine

Ahn, Yongkil - In: Applied economics letters 28 (2021) 15, pp. 1271-1276

Persistent link: https://www.econbiz.de/10012609650

Alternative trading systems in the corporate bond market

Kozora, Matthew; Mizrach, Bruce Marshall; Peppe, Matthew; … - 2020

We investigate the trading of corporate bonds on alternative trading system (ATS) platforms. We draw a key distinction between request-for-quote (RFQ) and electronic communication network (ECN) trading protocols, which balance investors' preference for immediacy and anonymity. Trades on ATS...

Persistent link: https://www.econbiz.de/10012257056

Outliers and momentum in the corporate bond market

Galvani, Valentina; Li, Lifang - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 135-148

Persistent link: https://www.econbiz.de/10014428419

Corporate bond liquidity and yield spreads : a review

Goldstein, Michael A.; Namin, Elmira Shekari - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432492

The effect of bond market transparency on bank loan contracting

Chy, Mahfuz; Kyung, Hoyoun - In: Journal of accounting & economics 75 (2023) 2/3, pp. 1-23

Persistent link: https://www.econbiz.de/10014306728