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Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports

Loon, Yee Cheng - 2015

This paper examines transaction costs and liquidity in the index CDS market by matching intraday quotes to real-time trade reports made available through the Dodd-Frank reforms. We find that the average relative effective spread is 0.27% of price level or 2.73% of CDS spread. Dodd-Frank does...

Persistent link: https://www.econbiz.de/10013033481

Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports

Loon, Yee Cheng; Zhong, Zhaodong - In: Journal of financial economics 119 (2016) 3, pp. 645-672

Persistent link: https://www.econbiz.de/10011590041

Essays in financial stability - evaluating the financial reform agenda

Falter, Alexander - 2019

Persistent link: https://www.econbiz.de/10012115809

Dynamic asset sales with a feedback effect

Frenkel, Sivan - In: The review of financial studies 33 (2020) 2, pp. 829-865

Persistent link: https://www.econbiz.de/10012197995

Pre-trade transparency in over-the-counter bond markets

Chen, Fan; Zhong, Zhuo - In: Pacific-Basin finance journal 45 (2017), pp. 14-33

Persistent link: https://www.econbiz.de/10011800801

OTC intermediaries

Eisfeldt, Andrea L.; Herskovic, Bernard; Rajan, Sriram; … - In: The review of financial studies 36 (2023) 2, pp. 615-677

Persistent link: https://www.econbiz.de/10013547903

From market making to matchmaking : does bank regulation harm market liquidity?

Saar, Gideon; Sun, Jian; Yang, Ron; Zhu, Haoxiang - In: The review of financial studies 36 (2023) 2, pp. 678-732

Persistent link: https://www.econbiz.de/10013547904

Size discount and size penalty : trading costs in bond markets

Pinter, Gabor; Wang, Chaojun; Zou, Junyuan - In: The review of financial studies 37 (2024) 7, pp. 2156-2190

Persistent link: https://www.econbiz.de/10015046472

Product variety and consumer search

Fischer, Jeffrey H. - 1993

Persistent link: https://www.econbiz.de/10000856049

McMillan, John; Rothschild, Michael - 1989

Persistent link: https://www.econbiz.de/10000771813

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