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A Survey of the Microstructure of Fixed-Income Markets

Citations

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Cited by:

  1. Chen, Steven Shu-Hsiu, 2024. "Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds," Finance Research Letters, Elsevier, vol. 69(PB).
  2. Jason Allen & Milena Wittwer, 2023. "Centralizing Over-the-Counter Markets?," Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
  3. Jamie Coen & Patrick Coen, 2022. "A structural model of liquidity in over‑the‑counter markets," Bank of England working papers 979, Bank of England.
  4. Comerton-Forde, Carole & Ford, Billy & Foucault, Thierry & Jurkatis, Simon, 2025. "Investors as a Liquidity Backstop in Corporate Bond Markets," HEC Research Papers Series 1564, HEC Paris.
  5. Carletti, Elena & De Marco, Filippo & Ioannidou, Vasso & Sette, Enrico, 2021. "Banks as patient lenders: Evidence from a tax reform," Journal of Financial Economics, Elsevier, vol. 141(1), pages 6-26.
  6. Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji, 2023. "Investigating Short-Term Dynamics in Green Bond Markets," Papers 2308.12179, arXiv.org.
  7. Gabor Pinter & Semih Uslu, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
  8. Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023. "Sequential Search for Corporate Bonds," NBER Working Papers 31904, National Bureau of Economic Research, Inc.
  9. Chris E. Hogan & Sarah E. Stein & Sarah B. Stuber, 2025. "Moving toward consensus: an examination of trends in investment fair values," Review of Accounting Studies, Springer, vol. 30(4), pages 3857-3893, December.
  10. Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022. "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, vol. 59(PB).
  11. Peterson, Mark A., 2024. "Investor flows, performance, and fragility of U.S. municipal bond mutual funds," Journal of Financial Stability, Elsevier, vol. 72(C).
  12. Fabienne Schneider, 2025. "On-the-run Premia, Settlement Fails, and Central Bank Access," Staff Working Papers 25-19, Bank of Canada.
  13. Gabrovski, Miroslav & Kospentaris, Ioannis, 2021. "Intermediation in over-the-counter markets with price transparency," Journal of Economic Theory, Elsevier, vol. 198(C).
  14. Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024. "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, vol. 157(C).
  15. Olfa Berrich & Halim Dabbou & Mohamed Imen Gallali, 2022. "Over-the-counter market and corporate bond market development," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 47(2/3), pages 284-304.
  16. Babus, Ana & Parlatore, Cecilia, 2022. "Strategic fragmented markets," Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
  17. Labrini Zarpala, 2023. "Auctioning Corporate Bonds: A Uniform-Price under Investment Mandates," Papers 2306.07134, arXiv.org.
  18. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "True Cost of Immediacy," Swiss Finance Institute Research Paper Series 20-71, Swiss Finance Institute.
  19. Radi, Sherrihan & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 966-995.
  20. Marko Mravlak, 2024. "Investor Activity in EFSF/ESM secondary bond markets," Working Papers 62, European Stability Mechanism, revised 15 Jul 2024.
  21. Alicia Vidler & Toby Walsh, 2024. "Non cooperative Liquidity Games and their application to bond market trading," Papers 2405.02865, arXiv.org.
  22. Daniel Kim & Sébastien Pouget, 2026. "Do carbon emissions affect the cost of capital?," Post-Print hal-05470890, HAL.
  23. Ivashchenko, Alexey, 2025. "(In)Frequently traded corporate bonds and pricing implications of liquidity dry-ups," Finance Research Letters, Elsevier, vol. 75(C).
  24. Gabor Pinter & Chaojun Wang & Junyuan Zou, 2024. "Size Discount and Size Penalty: Trading Costs in Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2156-2190.
  25. Duong, Huu Nhan & Kalev, Petko S. & Tian, Xiao, 2023. "Short selling, divergence of opinion and volatility in the corporate bond market," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
  26. Fabienne Schneider, 2024. "On-the-run Premia, Settlement Fails, and Central Bank Access," Working Papers 24.05, Swiss National Bank, Study Center Gerzensee.
  27. V.K., Anand Krishnan & Chalissery, Meera Davi & Thomas, Sony, 2024. "A bibliometric review of Market Microstructure literature: Current status, development, and future directions," Finance Research Letters, Elsevier, vol. 69(PA).
  28. de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019. "OTC discount," Discussion Papers 42/2019, Deutsche Bundesbank.
    • de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
  29. Ari Kutai & Daniel Nathan & Milena Wittwer, 2025. "Exchanges for Government Bonds? Evidence During COVID-19," Management Science, INFORMS, vol. 71(10), pages 8948-8966, October.
  30. Olfa Berrich & Halim Dabbou, 2023. "Tunisian corporate bond market liquidity: a qualitative approach," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(5), pages 795-819, February.
  31. Chang Liu & Biqian Zhang & Xuefei Wang & Min Guo, 2022. "Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios," Empirical Economics, Springer, vol. 62(6), pages 2771-2798, June.
  32. Sockin, Michael, 2025. "Informational frictions in funding and credit markets," Journal of Economic Theory, Elsevier, vol. 230(C).
  33. Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
  34. Yamani, Ehab, 2023. "Return–volume nexus in financial markets: A survey of research," Research in International Business and Finance, Elsevier, vol. 65(C).
  35. David Alaminos & María Belén Salas & Manuel A. Fernández-Gámez, 2024. "High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2263-2354, October.
  36. Kim, Daniel & Pouget, Sébastien, 2023. "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," TSE Working Papers 23-1472, Toulouse School of Economics (TSE), revised Nov 2025.
  37. Steinberg, Nadav & Wohl, Avi, 2024. "Market timing in open market bond repurchases," Journal of Banking & Finance, Elsevier, vol. 161(C).
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