IDEAS home Printed from https://ideas.repec.org/r/oup/rfinst/v18y2005i4p1343-1368.html
   My bibliography  Save this item

Why Do Larger Orders Receive Discounts on the London Stock Exchange?

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Corporate Bond Market Liquidity Redux: More Price-Based Evidence
    by Blog Author in Liberty Street Economics on 2016-02-09 18:00:00
  2. Corporate Bond Market Liquidity Redux: More Price-Based Evidence
    by Guest Author in The Big Picture on 2016-02-12 16:00:08
  3. Corporate Bond Market Liquidity Redux: More Price-Based Evidence
    by Guest Author in The Big Picture on 2016-02-11 16:00:41
  4. Corporate Bond Market Liquidity Redux: More Price-Based Evidence
    by ? in The Big Picture on 2016-02-11 16:00:00
  5. Corporate Bond Market Liquidity Redux: More Price-Based Evidence
    by ? in The Big Picture on 2016-02-12 16:00:00
  6. Corporate Bond Market Liquidity Redux: More Price-Based Evidence
    by ? in Noozilla Top on 2016-02-12 16:17:00

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017. "Relationship Trading in OTC Markets," CEPR Discussion Papers 12472, C.E.P.R. Discussion Papers.
  2. Padma Kadiyala & P.V. Viswanath, 2013. "Size Effects in the Pricing of Corporate Bonds," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 22(4), pages 229-258, November.
  3. Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
  4. Carol Osler & Thang Nguyen & Tanseli Savaser, 2011. "Asymmetric Information and the Foreign-Exchange Trades of Global Custody Banks," Department of Economics Working Papers 2011-09, Department of Economics, Williams College.
  5. Malay Dey & Hossein Kazemi, 2008. "Bid ask spread in a competitive market with institutions and order size," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 433-453, May.
  6. Carol Osler, 2012. "Market Microstructure and the Profitability of Currency Trading," Working Papers 48, Brandeis University, Department of Economics and International Business School.
  7. Thomas Johann & Erik Theissen, 2013. "Liquidity measures," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 10, pages 238-255, Edward Elgar Publishing.
  8. DESGRANGES, Gabriel & FOUCAULT, Thierry, 2000. "Reputation-based pricing and price improvements in dealership markets," HEC Research Papers Series 716, HEC Paris, revised 01 Mar 2002.
  9. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti & Tom Smith, 2016. "Transaction costs in an illiquid order-driven market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(4), pages 917-933, December.
  10. Bruno Biais & Richard Green, 2019. "The Microstructure of the Bond Market in the 20th Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 250-271, July.
  11. 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.
  12. Loon, Yee Cheng & Zhong, Zhaodong (Ken), 2016. "Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports," Journal of Financial Economics, Elsevier, vol. 119(3), pages 645-672.
  13. Kaun Y. Lee & Kee H. Chung, 2009. "Information-Based Trading and Price Improvement," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5-6), pages 754-773.
  14. Ana Babus, 2011. "Strategic Relationships in Over-the-Counter Markets," 2011 Meeting Papers 1405, Society for Economic Dynamics.
  15. Gündüz, Yalin & Ongena, Steven & Tümer-Alkan, Günseli & Yu, Yuejuan, 2025. "CDS and credit: The effect of the bangs on credit insurance, lending and hedging," Journal of Empirical Finance, Elsevier, vol. 81(C).
  16. Desgranges, Gabriel & Foucault, Thierry, 2005. "Reputation-based pricing and price improvements," Journal of Economics and Business, Elsevier, vol. 57(6), pages 493-527.
  17. Angelidis, Timotheos & Andrikopoulos, Andreas, 2010. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: A spillover approach," International Review of Financial Analysis, Elsevier, vol. 19(3), pages 214-221, June.
  18. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "Relationship Trading in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 683-734, April.
  19. Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2024. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Management Science, INFORMS, vol. 70(6), pages 3808-3826, June.
  20. Ramadorai, Tarun, 2006. "Persistence, Performance and Prices in Foreign Exchange Markets," CEPR Discussion Papers 5861, C.E.P.R. Discussion Papers.
  21. Kaun Y. Lee & Kee H. Chung, 2009. "Information‐Based Trading and Price Improvement," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 754-773, June.
  22. Amy K Edwards, 2006. "Corporate bond market microstructure and transparency - the US experience," BIS Papers chapters, in: Bank for International Settlements (ed.), Developing corporate bond markets in Asia, volume 26, pages 31-38, Bank for International Settlements.
  23. Seth Armitage & Janusz Brzeszczyński & Anna Serdyuk, 2014. "Liquidity Measures and Cost of Trading in an Illiquid Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 13(2), pages 155-196, August.
  24. Carol Osler & Geir Bjonnes & Neophytos Kathitziotis, 2016. "Bid-Ask Spreads in OTC Markets," Working Papers 102, Brandeis University, Department of Economics and International Business School.
  25. Gábor Pintér & Chaojun Wang & Junyuan Zou, 2022. "Information chasing versus adverse selection," Bank of England working papers 971, Bank of England.
  26. Tarun Ramadorai, 2008. "What determines transaction costs in foreign exchange markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 14-25.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.