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Trade and information in the corporate bond market. (2013). Ronen, Tavy ; Zhou, Xing.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:16:y:2013:i:1:p:61-103.

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Cited: 33

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Cites: 42

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  1. Corporate bond price reversals. (2024). Ivashchenko, Alexey.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:68:y:2024:i:c:s1386418123000782.

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  2. Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

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  3. Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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  4. Market liquidity migration’s effects on the relationship between stock liquidity and stock price crash risk: Evidence from China. (2023). Ruan, Yaoyun ; Li, Dong Andrew ; Xie, Wenyan ; Tang, Yunshu.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:91:y:2023:i:c:p:158-169.

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  5. The effect of bond market transparency on bank loan contracting. (2023). Kyung, Hoyoun ; Chy, Mahfuz.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000593.

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  6. Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0974.

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  7. Credit default swaps and market information. (2020). Osano, Hiroshi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830257x.

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  8. Market effects of private equity placement: Evidence from Chinese equity and bond markets. (2020). Li, Yanxi ; Guo, Sicen ; Yu, Conghui ; Shi, Jinyan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030111x.

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  9. Informed Trading and the Dynamics of Client-Dealer Connections in Corporate Bond Markets. (2020). Pinter, Gabor ; Czech, Robert.
    In: Discussion Papers.
    RePEc:cfm:wpaper:2032.

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  10. Informed trading and the dynamics of client-dealer connections in corporate bond markets. (2020). Pinter, Gabor ; Czech, Robert.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0895.

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  11. The price and volume response to earnings announcements in the corporate bond market. (2020). Woodley, Melissa ; Wingender, John R ; DaDalt, Peter .
    In: The Financial Review.
    RePEc:bla:finrev:v:55:y:2020:i:4:p:669-696.

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  12. Information asymmetry and the wealth appropriation effect in the bond market: Evidence from late disclosures. (2019). Khalil, Samer ; Zhang, Andrew ; Mazboudi, Mohamad ; Mansi, Sattar.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:95:y:2019:i:c:p:49-61.

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  13. Asymmetric Information, Predictability and Momentum in the Corporate Bond Market. (2018). Galvani, Valentina ; Li, Lifang.
    In: Working Papers.
    RePEc:ris:albaec:2018_017.

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  14. The Momentum Effect for Canadian Corporate Bonds. (2018). Galvani, Valentina ; Li, Lifang.
    In: Working Papers.
    RePEc:ris:albaec:2018_016.

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  15. Efficiency or speculation? A time-varying analysis of European sovereign debt. (2018). Ferreira, Paulo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:1295-1308.

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  16. The Volcker Rule and corporate bond market making in times of stress. (2018). Bao, Jack ; Zhou, Xing ; Ohara, Maureen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:130:y:2018:i:1:p:95-113.

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  17. Market states, sentiment, and momentum in the corporate bond market. (2018). Li, Lifang ; Galvani, Valentina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:89:y:2018:i:c:p:249-265.

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  18. Policy uncertainty, investment, and the cost of capital. (2018). Drobetz, Wolfgang ; Janzen, Malte ; Guedhami, Omrane ; el Ghoul, Sadok.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:39:y:2018:i:c:p:28-45.

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  19. Momentum lost and found in corporate bond returns. (2018). Ho, Hwai-Chung ; Wang, Hsiao-Chuan .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:38:y:2018:i:c:p:60-82.

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  20. Behavioral biases in the corporate bond market. (2018). Wei, Jason .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

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  21. Factors Affecting the Liquidity of Corporate Bonds. (2017). Radygin, Alexander ; Chernova, Maria ; Akshentceva, Kseniia ; Abramov, Alexander.
    In: Working Papers.
    RePEc:rnp:wpaper:041706.

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  22. Firm-specific stock and bond predictability: New evidence from Canada. (2017). Gubellini, S ; Cao, N ; Galvani, V.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:51:y:2017:i:c:p:174-192.

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  23. When does the bond price reaction to earnings announcements predict future stock returns?. (2017). Even-Tov, Omri.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:64:y:2017:i:1:p:167-182.

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  24. Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Topaloglou, Nikolas ; Tolikas, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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  25. Sell-Side Debt Analysts and Debt Market Efficiency. (2016). Gurun, Umit ; Markov, Stanimir ; Johnston, Rick.
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:3:p:682-703.

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  26. The Volcker Rule and Market-Making in Times of Stress. (2016). Zhou, Xing ; O'Hara, Maureen ; Bao, Jack.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-102.

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  27. The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange. (2016). Tolikas, Konstantinos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:191-201.

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  28. On the Information Flow from Credit Derivatives to the Macroeconomy. (2015). Mizen, Paul ; Veleanu, Veronica.
    In: Discussion Papers.
    RePEc:not:notcfc:15/21.

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  29. Bond and stock market response to unexpected dividend changes. (2015). Wu, Yangru ; Tsai, Hui-Ju.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:30:y:2015:i:c:p:1-15.

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  30. Did CDS trading improve the market for corporate bonds?. (2014). Kalimipalli, Madhu ; Nayak, Subhankar ; Das, Sanjiv .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:111:y:2014:i:2:p:495-525.

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  31. Informed trading around acquisitions: Evidence from corporate bonds. (2014). Kedia, Simi ; Zhou, Xing.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:18:y:2014:i:c:p:182-205.

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  32. Corporate yield spreads and real interest rates. (2014). Batten, Jonathan ; Jacoby, Gady ; Liao, Rose C..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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  36. Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market. (2010). Kücük, Uğur ; Kucuk, Ugur N..
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  37. An investigation of the factors influencing the development of corporate bonds market: the case of Kenyan financial market. (2010). Mai, Nhat Chi.
    In: OSF Preprints.
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  38. Market discipline and the evaluation of Euro financial bonds--An empirical analysis. (2010). Menz, Klaus-Michael .
    In: Research in International Business and Finance.
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  39. Multimarket trading and the cost of debt: evidence from global bonds. (2010). Petrasek, Lubomir .
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  40. Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data. (2008). Zhou, Hao ; Han, Song.
    In: Finance and Economics Discussion Series.
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  41. The importance of IRS monitoring to debt pricing in private firms. (2008). Pittman, Jeffrey ; Guedhami, Omrane.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:1:p:38-58.

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  42. Latent liquidity: A new measure of liquidity, with an application to corporate bonds. (2008). Nashikkar, Amrut ; Mahanti, Sriketan ; Subrahmanyam, Marti ; Chacko, George ; Mallik, Gaurav.
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  43. The role of information asymmetry and financial reporting quality in debt trading: Evidence from the secondary loan market. (2008). Wittenberg-Moerman, Regina .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:46:y:2008:i:2-3:p:240-260.

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  44. Patterns in cross market liquidity. (2008). Spiegel, Matthew .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:5:y:2008:i:1:p:2-10.

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  45. Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R..
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

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  46. Comparing possible proxies of corporate bond liquidity. (2005). Vorst, Ton ; Houweling, Patrick ; Mentink, Albert .
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    RePEc:eee:jbfina:v:29:y:2005:i:6:p:1331-1358.

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  47. Security fungibility and the cost of capital: evidence from global bonds. (2005). Puthenpurackal, John J ; Miller, Darius P.
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  48. Explaining the increased German credit spread: The role of supply factors. (2003). Brown, Alessio ; Arni, Iga .
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    RePEc:zbw:ifwasw:412.

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  49. Comparing possible proxies of corporate bond liquidity. (2003). Vorst, Ton ; Houweling, Patrick ; Mentink, A. A. ; Vorst, A. C. F., .
    In: Econometric Institute Research Papers.
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  50. Price formation in the OTC corporate bond markets: a field study of the inter-dealer market. (2002). Srinivasan, Anand ; Walter, Ingo ; Saunders, Anthony.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:54:y:2002:i:1:p:95-113.

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