Price formation in the OTC corporate bond markets: a field study of the inter-dealer market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 54 (2002)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/jeconbus
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0607, Federal Reserve Bank of Cleveland.
- Ronen, Tavy & Zhou, Xing, 2013. "Trade and information in the corporate bond market," Journal of Financial Markets, Elsevier, vol. 16(1), pages 61-103.
- Sun, David & Lin, William & Nieh, Chien-Chung, 2007. "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper 37283, University Library of Munich, Germany, revised Jul 2008.
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