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).
Sunday, April 29, 2012
Monday, April 2, 2012
A compilation of research related to pre-trade and post-trade transparency in corporate bond markets
|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|