Corporate Bond Trading on a Limit Order Book Exchange
Author
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jason Allen & Milena Wittwer, 2023.
"Centralizing Over-the-Counter Markets?,"
Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
- Jason Allen & Milena Wittwer, 2021. "Centralizing Over-the-Counter Markets?," Staff Working Papers 21-39, Bank of Canada.
- Abudy, Menachem Meni & Nathan, Daniel & Wohl, Avi, 2024. "Mutual fund flows and government bond returns," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi, 2022.
"The exclamation mark of Cain: Risk salience and mutual fund flows,"
Journal of Banking & Finance, Elsevier, vol. 134(C).
- Yevgeny Mugerman & Nadav Steinberg & Zvi Wiener, 2019. "The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows," Bank of Israel Working Papers 2019.09, Bank of Israel.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019.
"OTC discount,"
Discussion Papers
42/2019, Deutsche Bundesbank.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
- Ben-Rubi, Shoham & Mugerman, Yevgeny & Wiener, Zvi, 2024. "Regulating cash holdings: Assessing lost returns in mutual funds✰," Finance Research Letters, Elsevier, vol. 62(PB).
- Abudy, Menachem (Meni) & Amiram, Dan & Rozenbaum, Oded & Shust, Efrat, 2020. "Do executive compensation contracts maximize firm value? Indications from a quasi-natural experiment," Journal of Banking & Finance, Elsevier, vol. 114(C).
- Ødegaard, Bernt Arne, 2016. "Bond Liquidity at the Oslo Stock Exchange," UiS Working Papers in Economics and Finance 2016/16, University of Stavanger.
- Simon Jurkatis & Andreas Schrimpf & Karamfil Todorov & Nicholas Vause, 2023.
"Relationship discounts incorporate bond trading,"
BIS Working Papers
1140, Bank for International Settlements.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nick, 2024. "Relationship Discounts in Corporate Bond Trading," CEPR Discussion Papers 18784, C.E.P.R. Discussion Papers.
- Jurkatis, Simon & Schrimpf, Andreas & Todorov, Karamfil & Vause, Nicholas, 2023. "Relationship discounts in corporate bond trading," Bank of England working papers 1049, Bank of England.
- Noam Ben-Ze'ev, 2023. "Drivers of Flows-Performance Sensitivity in Mutual Funds," Bank of Israel Working Papers 2023.06, Bank of Israel.
- Weber, Matthias & Duffy, John & Schram, Arthur, 2024. "Regulation and the demand for credit default swaps in experimental bond markets," European Economic Review, Elsevier, vol. 165(C).
- Abudy, Menachem Meni, 2020. "Retail investors’ trading and stock market liquidity," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Joel Peress & Daniel Schmidt, 2020. "Glued to the TV: Distracted Noise Traders and Stock Market Liquidity," Journal of Finance, American Finance Association, vol. 75(2), pages 1083-1133, April.
- Ari Kutai & Daniel Nathan & Milena Wittwer, 2024. "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers 2024.03, Bank of Israel.
- Abudy, Menachem (Meni) & Shust, Efrat, 2023. "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, vol. 123(C).
- Steinberg, Nadav & Wohl, Avi, 2024. "Market timing in open market bond repurchases," Journal of Banking & Finance, Elsevier, vol. 161(C).
More about this item
Keywords
Corporate bonds; Trading costs; Retail investors; Short-term investors; Bid–ask spreads; Liquidity;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oup:revfin:v:22:y:2018:i:4:p:1413-1440.. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Oxford University Press (email available below). General contact details of provider: https://edirc.repec.org/data/eufaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.