SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    Junbo Wang, Chunchi Wu, Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market, Journal of Banking & Finance, 2015, 50, 183

    CrossRef

  2. 2
    Laura Cardella, Jia Hao, Ivalina Kalcheva, Yung-Yu Ma, Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets, Financial Review, 2014, 49, 2
  3. 3
    Sanjiv Das, Madhu Kalimipalli, Subhankar Nayak, Did CDS trading improve the market for corporate bonds?, Journal of Financial Economics, 2014, 111, 2, 495

    CrossRef

  4. 4
    Tyler R. Henry, Darren J. Kisgen, Juan (Julie) Wu, Equity short selling and bond rating downgrades, Journal of Financial Intermediation, 2014,

    CrossRef

  5. 5
    Song Han, Xing Zhou, Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction, Management Science, 2014, 60, 3, 675

    CrossRef

  6. 6
    Simi Kedia, Xing Zhou, Informed trading around acquisitions: Evidence from corporate bonds, Journal of Financial Markets, 2014, 18, 182

    CrossRef

  7. 7
    David Easley, Terrence Hendershott, Tarun Ramadorai, Leveling the trading field, Journal of Financial Markets, 2014, 17, 65

    CrossRef

  8. 8
    Jean Helwege, Jing-Zhi Huang, Yuan Wang, Liquidity effects in corporate bond spreads, Journal of Banking & Finance, 2014, 45, 105

    CrossRef

  9. 9
    Jon A Fulkerson, Susan D Jordan, Timothy B Riley, Predictability in Bond ETF Returns, The Journal of Fixed Income, 2014, 23, 3, 50

    CrossRef

  10. 10
    Z. Chen, A. A. Lookman, N. Schurhoff, D. J. Seppi, Rating-Based Investment Practices and Bond Market Segmentation, Review of Asset Pricing Studies, 2014, 4, 2, 162

    CrossRef

  11. 11
    Marco Rossi, Realized Volatility, Liquidity, and Corporate Yield Spreads, Quarterly Journal of Finance, 2014, 04, 01, 1450004

    CrossRef

  12. 12
    Dong H. Kim, Duane Stock, The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables, Journal of Corporate Finance, 2014, 26, 20

    CrossRef

  13. 13
    Yee Cheng Loon, Zhaodong Ken Zhong, The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market, Journal of Financial Economics, 2014, 112, 1, 91

    CrossRef

  14. 14
    Marc Gürtler, Martin Hibbeln, Christine Winkelvos, The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds, Journal of Risk and Insurance, 2014, 81, 4
  15. 15
    Valeriy Zakamulin, The real-life performance of market timing with moving average and time-series momentum rules, Journal of Asset Management, 2014, 15, 4, 261

    CrossRef

  16. 16
    Hongfei Tang, Xiaoqing Eleanor Xu, Tracking Performance of Leveraged and Regular Fixed-Income ETFs, The Journal of Fixed Income, 2014, 23, 3, 64

    CrossRef

  17. 17
    Yi-Mien Lin, Chin-Fang Chao, Chih-Liang Liu, Transparency, idiosyncratic risk, and convertible bonds, The European Journal of Finance, 2014, 20, 1, 80

    CrossRef

  18. 18
    Ambrus Kecskés, Sattar A. Mansi, Andrew (Jianzhong Zhang, Are Short Sellers Informed? Evidence from the Bond Market, The Accounting Review, 2013, 88, 2, 611

    CrossRef

  19. 19
    J. Bao, J. Pan, Bond Illiquidity and Excess Volatility, Review of Financial Studies, 2013, 26, 12, 3068

    CrossRef

  20. 20
    Igor Kozhanov, Joseph Ogden, Corporate Retail Notes:A Good Alternative for Individual Investors?, The Journal of Fixed Income, 2013, 130918072545000

    CrossRef

  21. 21
    Igor Kozhanov, Joseph P Ogden, Corporate Retail Notes:A Good Alternativefor Individual Investors?, The Journal of Fixed Income, 2013, 23, 2, 82

    CrossRef

  22. 22
    Jon Faust, Simon Gilchrist, Jonathan H. Wright, Egon Zakrajšsek, Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach, Review of Economics and Statistics, 2013, 95, 5, 1501

    CrossRef

  23. 23
    Madhu Kalimipalli, Subhankar Nayak, M. Fabricio Perez, Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads, Journal of Banking & Finance, 2013, 37, 8, 2969

    CrossRef

  24. 24
    Viral V. Acharya, Yakov Amihud, Sreedhar T. Bharath, Liquidity risk of corporate bond returns: conditional approach, Journal of Financial Economics, 2013, 110, 2, 358

    CrossRef

  25. 25
    Samuel Pollege, Peter N. Posch, Managing and trading sovereign risk using credit derivatives and government markets, The Journal of Risk Finance, 2013, 14, 5, 453

    CrossRef

  26. 26
    G. Jostova, S. Nikolova, A. Philipov, C. W. Stahel, Momentum in Corporate Bond Returns, Review of Financial Studies, 2013, 26, 7, 1649

    CrossRef

  27. 27
    Robert S Goldberg, Ehud I Ronn, Quantifying and Explaining the New-Issue Premium in the Post-Glass–Steagall Corporate Bond Market, The Journal of Fixed Income, 2013, 23, 1, 43

    CrossRef

  28. 28
    Padma Kadiyala, P.V. Viswanath, Size Effects in the Pricing of Corporate Bonds, Financial Markets, Institutions & Instruments, 2013, 22, 4
  29. 29
    Wassim Dbouk, Ibrahim Jamali, Lawrence Kryzanowski, The January effect for individual corporate bonds, International Review of Financial Analysis, 2013, 30, 69

    CrossRef

  30. 30
    Tavy Ronen, Xing Zhou, Trade and information in the corporate bond market, Journal of Financial Markets, 2013, 16, 1, 61

    CrossRef

  31. 31
    Edwin J. Elton, Martin J. Gruber, Christopher R. Blake, Or Shachar, Why Do Closed-End Bond Funds Exist? An Additional Explanation for the Growth in Domestic Closed-End Bond Funds, Journal of Financial and Quantitative Analysis, 2013, 48, 02, 405

    CrossRef

  32. 32
    Dimitri Vayanos, Jiang Wang, 2013,

    CrossRef

  33. 33
    B. R. Marshall, N. H. Nguyen, N. Visaltanachoti, Commodity Liquidity Measurement and Transaction Costs, Review of Financial Studies, 2012, 25, 2, 599

    CrossRef

  34. 34
    Jens Dick-Nielsen, Peter Feldhütter, David Lando, Corporate bond liquidity before and after the onset of the subprime crisis, Journal of Financial Economics, 2012, 103, 3, 471

    CrossRef

  35. 35
    Alexander Braun, Determinants of the cat bond spread at issuance, Zeitschrift für die gesamte Versicherungswissenschaft, 2012, 101, 5, 721

    CrossRef

  36. 36
    J.-Z. Huang, M. Huang, How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?, Review of Asset Pricing Studies, 2012, 2, 2, 153

    CrossRef

  37. 37
    Madhu Kalimipalli, Subhankar Nayak, Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market, Journal of Financial Intermediation, 2012, 21, 2, 217

    CrossRef

  38. 38
    Nils Friewald, Rainer Jankowitsch, Marti G. Subrahmanyam, Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises, Journal of Financial Economics, 2012, 105, 1, 18

    CrossRef

  39. 39
    D. Vayanos, J. Wang, Liquidity and Asset Returns Under Asymmetric Information and Imperfect Competition, Review of Financial Studies, 2012, 25, 5, 1339

    CrossRef

  40. 40
    Lubomir Petrasek, Multimarket trading and corporate bond liquidity, Journal of Banking & Finance, 2012, 36, 7, 2110

    CrossRef

  41. 41
    Séverine Plunus, Roland Gillet, Georges Hübner, Reputational damage of operational loss on the bond market: Evidence from the financial industry, International Review of Financial Analysis, 2012, 24, 66

    CrossRef

  42. 42
    ZHIGUO HE, WEI XIONG, Rollover Risk and Credit Risk, The Journal of Finance, 2012, 67, 2
  43. 43
    Linda Allen, Aron A. Gottesman, Lin Peng, The impact of joint participation on liquidity in equity and syndicated bank loan markets, Journal of Financial Intermediation, 2012, 21, 1, 50

    CrossRef

  44. 44
    Paul Schultz, The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors, Journal of Financial Economics, 2012, 106, 3, 492

    CrossRef

  45. 45
    P. Feldhutter, The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures, Review of Financial Studies, 2012, 25, 4, 1155

    CrossRef

  46. 46
    Maria Correia, Scott Richardson, İrem Tuna, Value investing in credit markets, Review of Accounting Studies, 2012, 17, 3, 572

    CrossRef

  47. 47
    Sattar A. Mansi, William F. Maxwell, Darius P. Miller, Analyst forecast characteristics and the cost of debt, Review of Accounting Studies, 2011, 16, 1, 116

    CrossRef

  48. 48
    GUILLAUME ROCHETEAU, PIERRE-OLIVIER WEILL, Liquidity in Frictional Asset Markets, Journal of Money, Credit and Banking, 2011, 43,
  49. 49
    Gjergji Cici, Scott Gibson, John J. Merrick, Missing the marks? Dispersion in corporate bond valuations across mutual funds, Journal of Financial Economics, 2011, 101, 1, 206

    CrossRef

  50. 50
    Rainer Jankowitsch, Amrut Nashikkar, Marti G. Subrahmanyam, Price dispersion in OTC markets: A new measure of liquidity, Journal of Banking & Finance, 2011, 35, 2, 343

    CrossRef

  51. 51
    Andrew Ellul, Chotibhak Jotikasthira, Christian T. Lundblad, Regulatory pressure and fire sales in the corporate bond market, Journal of Financial Economics, 2011, 101, 3, 596

    CrossRef

  52. 52
    Antonios Sangvinatsos, Strategic Asset Allocation: The Role of Corporate Bond Indices?, Quarterly Journal of Finance, 2011, 01, 02, 355

    CrossRef

  53. 53
    Bac Van Luu, Peiyi Yu, The Credit Risk Premium:Should Investors Overweight Credit, When, and By How Much?, The Journal of Investing, 2011, 20, 4, 132

    CrossRef

  54. 54
    Alex Frino, Jennifer Kruk, Andrew Lepone, The Determinants of Execution Costs in Short-Term Money Markets, Financial Review, 2011, 46, 3
  55. 55
    JACK BAO, JUN PAN, JIANG WANG, The Illiquidity of Corporate Bonds, The Journal of Finance, 2011, 66, 3
  56. 56
    Peter Chen, Junbo Wang, Chunchi Wu, The Informativeness of Corporate Bond Trades, Review of Pacific Basin Financial Markets and Policies, 2011, 14, 03, 367

    CrossRef

  57. 57
    George Batta, George Chacko, Bala G Dharan, A Liquidity-Based Explanation of Convertible Arbitrage Alphas, The Journal of Fixed Income, 2010, 20, 1, 28

    CrossRef

  58. 58
    John C. Banko, Lei Zhou, Callable Bonds Revisited, Financial Management, 2010, 39, 2
  59. 59
    Libor Pospisil, Jing Zhang, Momentum and Reversal Effects in Corporate Bond Prices and Credit Cycles, The Journal of Fixed Income, 2010, 20, 2, 101

    CrossRef

  60. 60
    Ugur N Küçük, Non-Default Component of Sovereign Emerging Market Yield Spreads and Its Determinants:Evidence from the Credit Default Swap Market, The Journal of Fixed Income, 2010, 19, 4, 44

    CrossRef

  61. 61
    George D. Cashman, Pay-performance sensitivity and firm size: Insights from the mutual fund industry, Journal of Corporate Finance, 2010, 16, 4, 400

    CrossRef

  62. 62
    RICHARD C. GREEN, DAN LI, NORMAN SCHÜRHOFF, Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?, The Journal of Finance, 2010, 65, 5
  63. 63
    Robert Jarrow, Haitao Li, Sheen Liu, Chunchi Wu, Reduced-form valuation of callable corporate bonds: Theory and evidence, Journal of Financial Economics, 2010, 95, 2, 227

    CrossRef

  64. 64
    Anthony D. May, The impact of bond rating changes on corporate bond prices: New evidence from the over-the-counter market, Journal of Banking & Finance, 2010, 34, 11, 2822

    CrossRef

  65. 65
    Darrell Duffie, Semyon Malamud, Gustavo Manso, The relative contributions of private information sharing and public information releases to information aggregation, Journal of Economic Theory, 2010, 145, 4, 1574

    CrossRef

  66. 66
    Carole Comerton-Forde, Kar Mei Tang, Anonymity, liquidity and fragmentation, Journal of Financial Markets, 2009, 12, 3, 337

    CrossRef

  67. 67
    Ashley W. Wang, Gaiyan Zhang, Institutional ownership and credit spreads: An information asymmetry perspective, Journal of Empirical Finance, 2009, 16, 4, 597

    CrossRef

  68. 68
    H. Bessembinder, K. M. Kahle, W. F. Maxwell, D. Xu, Measuring Abnormal Bond Performance, Review of Financial Studies, 2009, 22, 10, 4219

    CrossRef

  69. 69
    Jerry H Tempelman, Price Transparency in the U.S. Corporate Bond Markets, The Journal of Portfolio Management, 2009, 35, 3, 27

    CrossRef

  70. 70
    Antonio Díaz, Retail Investors and the Trading of Treasury Securities, Journal of Financial Services Research, 2009, 36, 1, 45

    CrossRef

  71. 71
    GUS DE FRANCO, FLORIN P. VASVARI, REGINA WITTENBERG-MOERMAN, The Informational Role of Bond Analysts, Journal of Accounting Research, 2009, 47, 5
  72. 72
    Chris Downing, Shane Underwood, Yuhang Xing, The Relative Informational Efficiency of Stocks and Bonds: An Intraday Analysis, Journal of Financial and Quantitative Analysis, 2009, 44, 05, 1081

    CrossRef

  73. 73
    M. Cherkes, J. Sagi, R. Stanton, A Liquidity-Based Theory of Closed-End Funds, Review of Financial Studies, 2008, 22, 1, 257

    CrossRef

  74. 74
    Brent W Ambrose, Nianyun (Kelly) Cai, Jean Helwege, Forced Selling of Fallen Angels, The Journal of Fixed Income, 2008, 18, 1, 72

    CrossRef

  75. 75
    Hendrik Bessembinder, William Maxwell, Markets: Transparency and the Corporate Bond Market, Journal of Economic Perspectives, 2008, 22, 2, 217

    CrossRef

  76. 76
    Matthew Spiegel, Patterns in cross market liquidity, Finance Research Letters, 2008, 5, 1, 2

    CrossRef

  77. 77
    Richard C. Green, Burton Hollifield, Norman Schürhoff, Dealer intermediation and price behavior in the aftermarket for new bond issues, Journal of Financial Economics, 2007, 86, 3, 643

    CrossRef

  78. 78
    Arie E. Gozluklu, Empirical and Experimental Research on Transparency and Disclosure,
  79. 79
    Thierry Foucault, Marco Pagano, Ailsa Röell, Market Transparency, Encyclopedia of Quantitative Finance,