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The behavior of dealers and clients on the European corporate bond market : the case of multi-dealer-to-client platforms
Fermanian, Jean-David; Guéant, Olivier; Pu, Jiang - 2016
Persistent link: https://www.econbiz.de/10012196277
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Is post-crisis bond liquidity lower?
Anderson, Mike; Stulz, René M. - 2017
Price-based liquidity metrics are better in 2013-2014 for small trades and large high-yield bond trades, but not for … large investment grade bond trades, relative to before the crisis, and are better for all bond types and trade sizes …-crisis liquidity could be low when markets are stressed. We consider three stress events: extreme VIX increases, extreme bond yield …
Persistent link: https://www.econbiz.de/10011963317
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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
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Internal risk limits of dealers and corporate bond market making
Anderson, Christopher; McArthur, David C.; Wang, Ke - In: Journal of banking & finance 147 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014248222
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Merton model's prediction and empirical evidence on bond and equity prices reaction to new bond issues
Chen, Fan - In: Applied economics 54 (2022) 9, pp. 974-995
Persistent link: https://www.econbiz.de/10012874920
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Structure of the Indian corporate bond market : a post-2005 view
Korivi, Sunder Ram; Tandon, Poonam - In: International economics & finance journal : (IEFJ) 8 (2013) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10010209282
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
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Structure of the Indian corporate bond market : a post-2005 view
Korivi, Sunder Ram; Tandon, Poonam - In: International economics & finance journal : (IEFJ) 12 (2017) 2, pp. 229-243
Persistent link: https://www.econbiz.de/10011880320
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Commonality in liquidity in the US corporate bond market
Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016
Persistent link: https://www.econbiz.de/10011733594
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Structure of the Indian corporate bond market : a post-2005 view
Korivi, Sunder Ram; Tandon, Poonam - In: Journal of world economic review 13 (2018) 2, pp. 165-179
Persistent link: https://www.econbiz.de/10011992469