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Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?
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Cited by:
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017.
"Relationship Trading in OTC Markets,"
CEPR Discussion Papers
12472, C.E.P.R. Discussion Papers.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2017. "Relationship Trading in OTC Markets," Swiss Finance Institute Research Paper Series 17-30, Swiss Finance Institute.
- Marsch, I. & Wagner, W.B., 2012.
"Why is Price Discovery in Credit Default Swap Markets News-Specific?,"
Discussion Paper
2012-006, Tilburg University, Center for Economic Research.
- Ian W. Marsh & Wolf Wagner, 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers 12-033/IV/DSF33, Tinbergen Institute.
- Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2021.
"Discriminatory Pricing of Over-the-Counter Derivatives,"
Management Science, INFORMS, vol. 67(11), pages 6660-6677, November.
- Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers 12525, C.E.P.R. Discussion Papers.
- Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017. "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series 17-70, Swiss Finance Institute.
- Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017. "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series 61, European Systemic Risk Board.
- Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019. "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers 2019/100, International Monetary Fund.
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "COVID Response: The Municipal Liquidity Facility," Staff Reports 985, Federal Reserve Bank of New York.
- Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018.
"Belief-free price formation,"
Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
- Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
- Wang, Junbo & Wu, Chunchi, 2015. "Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 183-203.
- Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2021.
"Zero‐intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over‐the‐Counter markets of varying sizes,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(5), pages 895-932, October.
- Giuseppe Attanasi & Samuele Centorrino & Elena Manzoni, 2021. "Zero‐intelligence versus human agents: An experimental analysis of the efficiency of Double Auctions and Over‐the‐Counter markets of varying sizes," Post-Print hal-03520323, HAL.
- Marsh, Ian W. & Wagner, Wolf, 2012. "Why is price discovery in credit default swap markets news-specific?," Bank of Finland Research Discussion Papers 6/2012, Bank of Finland.
- Dan Li & Norman Schürhoff, 2019.
"Dealer Networks,"
Journal of Finance, American Finance Association, vol. 74(1), pages 91-144, February.
- Dan LI & Norman SCHUERHOFF, 2014. "Dealer Networks," Swiss Finance Institute Research Paper Series 14-50, Swiss Finance Institute.
- Schürhoff, Norman & Li, Dan, 2014. "Dealer Networks," CEPR Discussion Papers 10237, C.E.P.R. Discussion Papers.
- Dan Li & Norman Schurhoff, 2014. "Dealer Networks," Finance and Economics Discussion Series 2014-95, Board of Governors of the Federal Reserve System (U.S.).
- Andrikopoulos, Andreas, 2015. "Truth and financial economics: A review and assessment," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 186-195.
- Schultz, Paul, 2012. "The market for new issues of municipal bonds: The roles of transparency and limited access to retail investors," Journal of Financial Economics, Elsevier, vol. 106(3), pages 492-512.
- Ahn, Jungkyu, 2024. "Options illiquidity in an over-the-counter market," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Yulianti Abbas, 2022. "Financial statement timeliness and bond‐price dispersion in the municipal market," Public Budgeting & Finance, Wiley Blackwell, vol. 42(1), pages 66-97, March.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020.
"OTC premia,"
Journal of Financial Economics, Elsevier, vol. 136(1), pages 86-105.
- Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018. "OTC Premia," Working Papers on Finance 1818, University of St. Gallen, School of Finance, revised May 2019.
- Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2018. "OTC premia," Bank of England working papers 751, Bank of England.
- repec:zbw:bofrdp:2012_006 is not listed on IDEAS
- Ivanov, Ivan T. & Zimmermann, Tom & Heinrich, Nathan W., 2022.
"Limits of disclosure regulation in the municipal bond market,"
CFR Working Papers
22-05, University of Cologne, Centre for Financial Research (CFR).
- Ivan T. Ivanov & Tom Zimmermann & Nathan Heinrich, 2022. "Limits of Disclosure Regulation in the Municipal Bond Market," ECONtribute Discussion Papers Series 186, University of Bonn and University of Cologne, Germany.
- John M. Griffin & Nicholas Hirschey & Samuel Kruger, 2023. "Do Municipal Bond Dealers Give Their Customers “Fair and Reasonable” Pricing?," Journal of Finance, American Finance Association, vol. 78(2), pages 887-934, April.
- Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022. "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, vol. 59(PB).
- Huixin Bi & W. Blake Marsh, 2020. "Flight to Liquidity or Safety? Recent Evidence from the Municipal Bond Market," Research Working Paper RWP 20-19, Federal Reserve Bank of Kansas City.
- Marsch, I. & Wagner, W.B., 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Other publications TiSEM 9c18cb4a-9339-4b03-be1f-7, Tilburg University, School of Economics and Management.
- Xinyuan Tao & Chunchi Wu, 2021. "Rating labels and style investing: Evidence from Moody's rating recalibration," Financial Management, Financial Management Association International, vol. 50(4), pages 1047-1084, December.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017.
"Asymmetric price adjustments: A supply side approach,"
International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 335-360.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2015. "Asymmetric price adjustments: A supply side approach," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 493, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Antoniou, Fabio & Fiocco, Raffaele & Guo, Dongyu, 2017. "Asymmetric price adjustments: A supply side approach," Working Papers 2072/306511, Universitat Rovira i Virgili, Department of Economics.
- Kurmann, André & Rabinovich, Stanislav, 2018.
"Dynamic inefficiency in decentralized capital markets,"
Journal of Economic Theory, Elsevier, vol. 173(C), pages 231-256.
- Kurmann, André & Rabinovich, Stanislav, 2016. "Dynamic Inefficiency in Decentralized Capital Markets," School of Economics Working Paper Series 2016-1, LeBow College of Business, Drexel University.
- Song Han & Alan G. Huang & Madhu Kalimipalli & Ke Wang, 2018. "Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds," Finance and Economics Discussion Series 2018-061, Board of Governors of the Federal Reserve System (U.S.).
- Lindsay Baran & Ying Li & Chang Liu & Zilong Liu & Xiaoling Pu, 2018. "S&P 500 Index revisions and credit spreads," Review of Financial Economics, John Wiley & Sons, vol. 36(4), pages 348-363, October.
- Larcker, David F. & Watts, Edward M., 2020. "Where's the greenium?," Journal of Accounting and Economics, Elsevier, vol. 69(2).
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2022. "The Municipal Liquidity Facility," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
- Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019.
"Municipal Bond Markets,"
Annual Review of Financial Economics, Annual Reviews, vol. 11(1), pages 65-84, December.
- Schürhoff, Norman & Li, Dan & Cestau, Dario & Hollifield, Burton, 2018. "Municipal Bond Markets," CEPR Discussion Papers 13301, C.E.P.R. Discussion Papers.
- Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2018. "Municipal Bond Markets," Swiss Finance Institute Research Paper Series 18-69, Swiss Finance Institute.
- Jinyoung Yu & Young‐Chul Kim & Doojin Ryu, 2024. "Left‐digit biases: Individual and institutional investors," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 518-532, March.
- Marsch, I. & Wagner, W.B., 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Other publications TiSEM 2085f4c9-2035-489f-ae63-4, Tilburg University, School of Economics and Management.
- Jiapeng Liu & Rui Lu & Zhengyang Zhang, 2015. "Rating the State Government Public Pension Plans in the US," Accounting and Finance Research, Sciedu Press, vol. 4(4), pages 1-39, November.
- Mun, Kyung-Chun, 2012. "The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 383-394.
- Marco Di Maggio & Amir Kermani & Zhaogang Song, 2016. "The Value of Trading Relationships in Turbulent Times," NBER Working Papers 22332, National Bureau of Economic Research, Inc.
- Cuny, Christine, 2018. "When knowledge is power: Evidence from the municipal bond market," Journal of Accounting and Economics, Elsevier, vol. 65(1), pages 109-128.
- Jess N. Cornaggia & Kimberly J. Cornaggia & Ryan D. Israelsen, 2020. "Where the Heart Is: Information Production and the Home Bias," Management Science, INFORMS, vol. 66(12), pages 5532-5557, December.
- Kurmann, André, 2014. "Holdups and overinvestment in capital markets," Journal of Economic Theory, Elsevier, vol. 151(C), pages 88-113.
- Shujing Li & Jiaping Qiu, 2014. "Financial Product Differentiation over the State Space in the Mutual Fund Industry," Management Science, INFORMS, vol. 60(2), pages 508-520, February.
- Stephanie F. Cheng, 2021. "The Information Externality of Public Firms’ Financial Information in the State‐Bond Secondary Market," Journal of Accounting Research, Wiley Blackwell, vol. 59(2), pages 529-574, May.
- Abankwa, Samuel & Blenman, Lloyd P., 2021. "Measuring liquidity risk effects on carry trades across currencies and regimes," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Bangsgaard, Christine & Kokholm, Thomas, 2024. "The lead–lag relation between VIX futures and SPX futures," Journal of Financial Markets, Elsevier, vol. 67(C).
- Alexei Alexandrov & Thomas S. Conkling & Sergei Koulayev, 2024. "Changing the Scope of GSE Loan Guarantees: Estimating Effects on Mortgage Pricing and Availability," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 409-451, October.
- Renata Karkowska, 2012. "The economic costs of economic risk in the financial market (Koszty ekonomiczne ryzyka systemowego na rynku finansowym)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 33-53.
- Di Maggio, Marco & Kermani, Amir & Song, Zhaogang, 2017. "The value of trading relations in turbulent times," Journal of Financial Economics, Elsevier, vol. 124(2), pages 266-284.
- Vincent Grégoire & Charles Martineau, 2022. "How is Earnings News Transmitted to Stock Prices?," Journal of Accounting Research, Wiley Blackwell, vol. 60(1), pages 261-297, March.
- Darko B. Vukovic & Carlos J. Rincon & Moinak Maiti, 2021. "Price distortions and municipal bonds premiums: evidence from Switzerland," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-21, December.
- Marsch, I. & Wagner, W.B., 2012.
"Why is Price Discovery in Credit Default Swap Markets News-Specific?,"
Discussion Paper
2012-006, Tilburg University, Center for Economic Research.
- Marsh, Ian W. & Wagner, Wolf, 2012. "Why is price discovery in credit default swap markets news-specific?," Research Discussion Papers 6/2012, Bank of Finland.
- Ian W. Marsh & Wolf Wagner, 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Tinbergen Institute Discussion Papers 12-033/IV/DSF33, Tinbergen Institute.
- Andrew F. Haughwout & Benjamin Hyman & Or Shachar, 2021. "The Option Value of Municipal Liquidity: Evidence from Federal Lending Cutoffs during COVID-19," Staff Reports 988, Federal Reserve Bank of New York.
- Paulo Pereira da Silva & Carlos Vieira & Isabel Vieira, 2018. "Central clearing and CDS market quality," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 731-753, June.
- John Bagley & Nicholas Fritsch & Shawn Nee, 2021. "Municipal Markets and the Municipal Liquidity Facility," Working Papers 21-07, Federal Reserve Bank of Cleveland.
- Yi Jiang & Tingting Que & Miaomiao Yu, 2022. "Price asymmetries in the US airline industry," The Financial Review, Eastern Finance Association, vol. 57(4), pages 793-814, November.