Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers
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DOI: 10.1016/j.red.2019.04.005
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- Artem Neklyudov, 2019. "Code and data files for "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers"," Computer Codes 18-286, Review of Economic Dynamics.
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Citations
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Cited by:
- Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022.
"Heterogeneity in decentralized asset markets,"
Theoretical Economics, Econometric Society, vol. 17(3), July.
- Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL, 2014. "Heterogeneity in Decentralized Asset Markets," Swiss Finance Institute Research Paper Series 14-67, Swiss Finance Institute.
- Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14274, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2019. "Heterogeneity in Decentralized Asset Markets," Working Papers 19-44, Federal Reserve Bank of Philadelphia.
- Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier, 2016. "Heterogeneity in decentralized asset markets," 2016 Meeting Papers 1014, Society for Economic Dynamics.
- Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier, 2019. "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers 14014, C.E.P.R. Discussion Papers.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2015. "Heterogeneity in decentralized asset markets," Working Papers 15-22, Federal Reserve Bank of Philadelphia.
- Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2014. "Heterogeneity in Decentralized Asset Markets," NBER Working Papers 20746, National Bureau of Economic Research, Inc.
- Chung-Yi Tse & Yujing Xu, 2021.
"Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 39, pages 220-257, January.
- Chung-Yi Tse & Yujing Xu, 2020. "Online Appendix to "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?"," Online Appendices 18-336, Review of Economic Dynamics.
- Chung-Yi Tse & Yujing Xu, 2020. "Code and data files for "Inter-Dealer Trades in OTC Markets - Who Buys and Who Sells?"," Computer Codes 18-336, Review of Economic Dynamics.
- Coen, Jamie & Coen, Patrick, 2022. "A structural model of liquidity in over‑the‑counter markets," Bank of England working papers 979, Bank of England.
- Yu An & Zeyu Zheng, 2023. "Immediacy Provision and Matchmaking," Management Science, INFORMS, vol. 69(2), pages 1245-1263, February.
- 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.
- Joseph, Andreas & Vasios, Michalis, 2022. "OTC Microstructure in a period of stress: A Multi-layered network approach," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Jean-Edouard Colliard & Gabrielle Demange, 2021.
"Asset Dissemination Through Dealer Markets,"
Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," PSE-Ecole d'économie de Paris (Postprint) halshs-03238403, HAL.
- Colliard, Jean-Edouard & Demange, Gabrielle, 2018. "Asset Dissemination Through Dealer Markets," HEC Research Papers Series 1296, HEC Paris.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," PSE Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Post-Print halshs-03238403, HAL.
- Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones, 2019. "RED Special Issue on Fragmented Financial Markets: An Introduction," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 1-3, July.
- Gabrovski, Miroslav & Kospentaris, Ioannis, 2021.
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- Miroslav Gabrovski & Ioannis Kospentaris, 2020. "Intermediation in Over-the-Counter Markets with Price Transparency," Working Papers 202017, University of Hawaii at Manoa, Department of Economics.
- Jean-Edouard Colliard & Thierry Foucault & Peter Hoffmann, 2018.
"Inventory Management, Dealers' Connections, and Prices in OTC Markets,"
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hal-01933855, HAL.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2021. "Inventory management, dealers’ connections, and prices in OTC markets," Working Paper Series 2529, European Central Bank.
- Foucault, Thierry & Colliard, Jean-Edouard & Hoffmann, Peter, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," CEPR Discussion Papers 13093, C.E.P.R. Discussion Papers.
- Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2018. "Inventory Management, Dealers' Connections, and Prices in OTC Markets," HEC Research Papers Series 1286, HEC Paris.
- Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021. "Asset mispricing," Journal of Financial Economics, Elsevier, vol. 141(3), pages 981-1006.
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- Kamate, Vidya & Kumar, Abhishek, 2024. "Dealer networks, client sophistication and pricing in OTC derivatives," Journal of International Money and Finance, Elsevier, vol. 140(C).
- Ji Shen & Bin Wei & Hongjun Yan, 2021. "Financial Intermediation Chains in an Over-the-Counter Market," Management Science, INFORMS, vol. 67(7), pages 4623-4642, July.
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More about this item
Keywords
Over-the-counter markets; Dealer networks; Decentralized trading; Bid-ask spreads; Liquidity; Market quality;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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