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Credit Contagion Channels: Market Microstructure Evidence from Lehman Brothers’ Bankruptcy

  • Published:2012-04-04 Issue:2 Volume:41 Page:320-343
  • ISSN:0046-3892
  • Container-title:Financial Management
  • language:en
  • Short-container-title:

Author:

Chakrabarty Bidisha,Zhang Gaiyan

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference51 articles.

1. Share Repurchase Tender Offers and Bid-Ask Spreads;Ahn;Journal of Banking and Finance,2001

2. US Gives Banks Urgent Warning to Solve Crisis;Anderson;The New York Times,2008

3. Hedge Funds as Liquidity Providers: Evidence from Lehman Bankruptcy;Aragon;Journal of Financial Economics,2011

4. Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison;Bessembinder;Journal of Financial and Quantitative Analysis,1999

5. Issues in Assessing Trade Execution Costs;Bessembinder;Journal of Financial Markets,2003

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