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Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets
Language: en
Pages: 36
Authors: Craig W. Holden
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This paper examines intraday price discovery in three closely-related U.S. markets: stocks, Over-The-Counter (OTC) corporate bonds, and New York Stock Exchange
Price Discovery in the Stock and Corporate Bond Markets
Language: en
Pages: 36
Authors: Yifei Mao
Categories:
Type: BOOK - Published: 2014 - Publisher:

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This paper uses intraday U.S. bond transaction and stock quote data to investigate whether corporate bonds lead stocks in price discovery of underlying firm val
Price Formation in the Otc Corporate Bond Markets
Language: en
Pages: 16
Authors: Anand Srinivasan
Categories:
Type: BOOK - Published: 2010 - Publisher:

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This is the first exploratory field study of the U.S. inter-dealer OTC corporate bond market. We do this by analyzing the trades of a major bond dealer and thro
An Anatomy of Corporate Bond Markets: Growing Pains and Knowledge Gains
Language: en
Pages: 25
Authors: Li L. Ong
Categories:
Type: BOOK - Published: 2005-07-01 - Publisher: INTERNATIONAL MONETARY FUND

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The objective of this paper is to discuss the key issues relating to the development of local corporate bond markets. We examine the requirements for local corp
Corporate Bond Trading on a Limit Order Book Exchange
Language: en
Pages: 45
Authors: Menachem (Meni) Abudy
Categories:
Type: BOOK - Published: 2017 - Publisher:

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We investigate the trading of corporate bonds (c-bonds) by an open limit order book (LOB) mechanism. To do so, we use the case of the Tel Aviv Stock Exchange (T