The microstructure of the bond market in the 20th century

Author:

Biais Bruno,Green Richard

Funder

Hillman Foundation

European Research Council

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference36 articles.

1. A theory of intraday patterns: volume and price variability;Admati;The Review of Financial Studies,1988

2. Confessions of a Bond Salesman;Anonymous,1932

3. The Effects of Mandatory Transparency in Financial Market Design: Evidence from the Corporate Bond Market;Asquith,2013

4. Why do large orders receive discounts on the London Stock Exchange?;Bernhardt;The Review of Financial Studies,2005

5. Market transparency, liquidity externalities, and institutional trading costs in corporate bonds;Bessembinder;Journal of Financial Economics,2007

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