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Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs

Citations

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  1. The Costs of Inefficient Regulation: The Volcker Rule
    by Kim Schoenholtz in Money, Banking and Financial Markets on 2019-09-23 12:54:49

Citations

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Cited by:

  1. Yuliya Baranova & Graeme Douglas & Laura Silvestri, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England Staff Working Paper series 803, Bank of England.
  2. Bartram, Söhnke M. & Grinblatt, Mark & Nozawa, Yoshio, 2025. "Book-to-Market, Mispricing, and the Cross Section of Corporate Bond Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 60(3), pages 1185-1233, May.
  3. Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024. "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(1), pages 441-468, January.
  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. Fang, Yvonne & Hu, Xiaolu & Zhong, Angel & Pan, Zheyao & Cao, Youdan, 2026. "Machine learning in corporate bonds: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 184(C).
  6. Gündüz, Yalin & Ottonello, Giorgio & Pelizzon, Loriana & Schneider, Michael & Subrahmanyam, Marti G., 2018. "Lighting up the dark: Liquidity in the German corporate bond market," SAFE Working Paper Series 230, Leibniz Institute for Financial Research SAFE.
  7. Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020. "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, vol. 48(C).
  8. Mahyar Kargar & Benjamin Lester & Semih Üslü & Pierre-Olivier Weill, 2026. "The Evolution of the Corporate Bond Market: A Theoretical Analysis," Working Papers 26-27, Federal Reserve Bank of Philadelphia.
  9. Wang, Wei & Sun, Meilu, 2026. "Digital transformation and the cost of equity capital: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 109(C).
  10. Jonathan Goldberg & Yoshio Nozawa, 2021. "Liquidity Supply in the Corporate Bond Market," Journal of Finance, American Finance Association, vol. 76(2), pages 755-796, April.
  11. Goldstein, Michael A. & Hotchkiss, Edith S., 2020. "Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 16-40.
  12. Nathan Foley-Fisher & Stefan Gissler & Stephane Verani, 2019. "Over-the-Counter Market Liquidity and Securities Lending," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 272-294, July.
  13. Antonio Falato & Diana A. Iercosan & Filip Zikes, 2019. "Banks as Regulated Traders," Finance and Economics Discussion Series 2019-005r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Aug 2021.
  14. DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025. "Factor Investing with Delays," Discussion Paper Series 771, Institute of Economic Research, Hitotsubashi University.
  15. Corey Garriott & Jesse Johal, 2018. "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes 2018-12, Bank of Canada.
  16. Mattia Landoni & Stephen P Zeldes, 2025. "Should the Government Be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?," The Review of Financial Studies, Society for Financial Studies, vol. 38(4), pages 1014-1066.
  17. Robert Czech & Gábor Pintér, 2020. "Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets," Discussion Papers 2032, Centre for Macroeconomics (CFM).
  18. Jacobsen, Stacey & Venkataraman, Kumar, 2025. "Receiving investors in the block market for corporate bonds," Journal of Financial Economics, Elsevier, vol. 170(C).
  19. Lucas Dyskant & Andre C. Siva & Bruno Sultanum, 2025. "Trading choices," Nova SBE Working Paper Series wp675, Universidade Nova de Lisboa, Nova School of Business and Economics.
  20. Huh, Yesol & Infante, Sebastian, 2021. "Bond market intermediation and the Role of Repo," Journal of Banking & Finance, Elsevier, vol. 122(C).
  21. David Mallaburn & Matt Roberts-Sklar & Laura Silvestri, 2019. "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England Staff Working Paper series 813, Bank of England.
  22. Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024. "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, vol. 222(C).
  23. Kadhiri Mohamedi Rwambale & Pereez Nimusima & Angee Gladys & Charles Bagonza & Moreen Niwaha, 2026. "Cash Flow Management Practices and Financial Performance of Small Medium Enterprises in Fort-Portal City Uganda," American Journal of Finance, AJPO, vol. 12(2), pages 32-47.
  24. Marco Macchiavelli & Xing (Alex) Zhou, 2022. "Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective," Management Science, INFORMS, vol. 68(5), pages 3379-3398, May.
  25. Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
  26. Diego Leal Gonzalez & Bryan Stanhouse & Duane Stock & Xin Yue Zhou, 2025. "Nonlinear structural estimation of corporate bond liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 799-827, February.
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