Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
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Elsevier BV
Reference12 articles.
1. The Quality of the Italian Treasury Bond Market, Asymmetric Information and Transaction Costs
2. Price Discovery and Common Factor Models;R T Baillie;Journal of Financial Markets,2002
3. Forecasting Bank Loans Loss-given-default;J A Bastos;Journal of Banking and Finance,2010
4. Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market;A Beber;Review of Financial Studies,2009
5. An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps;R Blanco;Journal of Finance,2005
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The impact of economic news on bond prices: Evidence from the MTS platform;Journal of Banking & Finance;2014-12
2. Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow;SSRN Electronic Journal;2013
3. Quoted spreads and trade imbalance dynamics in the European Treasury bond market;The Quarterly Review of Economics and Finance;2012-05
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