Pre-trade Transparency in the Corporate Bond Markets

Now why wouldn't my three readers want to see a video featuring my oddly cropped noggin?

 

If you are wondering, no this was not filmed from the top of the Brooklyn Bridge. I have a fear of heights so requested the green screen. As a further piece of no doubt scintillating trivia we had to start again when Greg accidentally referred to me as Peter Cook (which was highly flattering, of course).

Pre-Trade and Post-Trade Transparency in Corporate Bond Markets: (Microstructure Research)

A compilation of research related to pre-trade and post-trade transparency in corporate bond markets

Authors	Title	Download
Terrence Hendershott and Ananth Madhavan	Click or Call? Auction Versus Serach in the Over-the-Counter Market	SSRN
Jack Bao, Jun Pan and Jiang Wang	The Illiquidity of Corporate Bonds	Jun Pan homepage
Bruno Biais and Richard Green	The Microstructure of the Bond Market in the 20th Century	CEPR
Michael A. Goldstein, Edith S. Hotchkiss, Erik R. Sirri	Transparency and Liquidity:A Controlled Experiment on Corporate Bonds	Erik Sirri's homepage
Marco Lagana, Martin Perina, Isabel von Koppen-Mertes and Avinash Persuad	Implications for Liquidity from Innovation and Transparency in the European Corporate Bond Market	European Central Bank
Peter Ciampi and Eric Zitzewitz	Corporate Bond Trading Costs During the Financial Crisis	IDC Whitepapers
Amy K. Edwards, Lawrence E. Harris and Michael S. Piwowar	Corporate Bond Market Transaction Costs and Transparency	AFA JOF Forthcoming papers
Hendrick Bessembinder, William Maxwell, Kumar Venkataraman	Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds	University of Arizona
Sugato Chakravarty and Asani Sarkar	Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets	Federal Reserve Board
Hendrik Bessembinder and William Maxwell	Transparency and the Corporate Bond Market	Journal of Economic Perspectives
Bruno Biais, Fany Declerck, James Dow, Richard Portes, Ernst-Ludwig von Thadden	European Corporate Bonds Markets: transparency, liquidity, efficiency	Center for Economic Policy Research