Corporate Bond Market Transaction Costs and Transparency
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2007.01240.x/fullpdf
Reference25 articles.
1. The determinants of trading volume of high-yield corporate bonds;Alexander;Journal of Financial Markets,2000
2. Liquidity, maturity, and yields on U.S. Treasury securities;Amihud;Journal of Finance,1991
3. Automation versus intermediation: Evidence from Treasuries going off the run;Barclay;Journal of Finance,2006
4. Why do larger orders receive discounts on the London Stock Exchange?;Bernhardt;Review of Financial Studies,2005
5. Optimal market transparency: Evidence from the initiation of trade reporting in corporate bonds;Bessembinder;Journal of Financial Economics,2006
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