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There are 19000 results for: content related to: Corporate Bond Market Transaction Costs and Transparency

  1. Secondary Trading Costs in the Municipal Bond Market

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1361–1397, LAWRENCE E. HARRIS and MICHAEL S. PIWOWAR

    Article first published online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00875.x

  2. Economic News and the Impact of Trading on Bond Prices

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1201–1234, T. Clifton Green

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00660.x

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    Click or Call? Auction versus Search in the Over-the-Counter Market

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 419–447, TERRENCE HENDERSHOTT and ANANTH MADHAVAN

    Article first published online : 19 JAN 2015, DOI: 10.1111/jofi.12164

  4. The Illiquidity of Corporate Bonds

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 911–946, JACK BAO, JUN PAN and JIANG WANG

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01655.x

  5. Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1669–1702, RICHARD C. GREEN, DAN LI and NORMAN SCHÜRHOFF

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01590.x

  6. Trade Generation, Reputation, and Sell-Side Analysts

    The Journal of Finance

    Volume 60, Issue 2, April 2005, Pages: 673–717, ANDREW R. JACKSON

    Article first published online : 2 MAR 2005, DOI: 10.1111/j.1540-6261.2005.00743.x

  7. The Price of Immediacy

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1253–1290, GEORGE C. CHACKO, JAKUB W. JUREK and ERIK STAFFORD

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01357.x

  8. Corporate Governance and Capital Structure Dynamics

    The Journal of Finance

    Volume 67, Issue 3, June 2012, Pages: 803–848, ERWAN MORELLEC, BORIS NIKOLOV and NORMAN SCHÜRHOFF

    Article first published online : 21 MAY 2012, DOI: 10.1111/j.1540-6261.2012.01735.x

  9. Stochastic Volatilities and Correlations of Bond Yields

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1491–1524, BING HAN

    Article first published online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01242.x

  10. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 603–653, TORBEN G. ANDERSEN and LUCA BENZONI

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01546.x

  11. You have free access to this content
    Does Algorithmic Trading Improve Liquidity?

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 1–33, TERRENCE HENDERSHOTT, CHARLES M. JONES and ALBERT J. MENKVELD

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01624.x

  12. A Search-Based Theory of the On-the-Run Phenomenon

    The Journal of Finance

    Volume 63, Issue 3, June 2008, Pages: 1361–1398, DIMITRI VAYANOS and PIERRE-OLIVIER WEILL

    Article first published online : 9 MAY 2008, DOI: 10.1111/j.1540-6261.2008.01360.x

  13. Taxes on Tax-Exempt Bonds

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 565–601, ANDREW ANG, VINEER BHANSALI and YUHANG XING

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01545.x

  14. Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 159–196, KALOK CHAN, ALBERT J. MENKVELD and ZHISHU YANG

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01313.x

  15. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  16. Episodic Liquidity Crises: Cooperative and Predatory Trading

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2235–2274, BRUCE IAN CARLIN, MIGUEL SOUSA LOBO and S. VISWANATHAN

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01274.x

  17. Automation versus Intermediation: Evidence from Treasuries Going Off the Run

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2395–2414, MICHAEL J. BARCLAY, TERRENCE HENDERSHOTT and KENNETH KOTZ

    Article first published online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01061.x

  18. The Variability of IPO Initial Returns

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 425–465, MICHELLE LOWRY, MICAH S. OFFICER and G. WILLIAM SCHWERT

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01540.x

  19. Competition for Order Flow and Smart Order Routing Systems

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 119–158, THIERRY FOUCAULT and ALBERT J. MENKVELD

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01312.x

  20. Habit Formation and Macroeconomic Models of the Term Structure of Interest Rates

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 3009–3063, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01299.x