Corporate Bond Trading Costs: A Peek Behind the Curtain

Price, trade size, and information in securities markets

1987 • 2,249 citations

Liquidity and Market Structure

1988 • 1,528 citations

The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?

1998 • 768 citations

An Empirical Study of Bond Market Transactions

2000 • 352 citations

Tax and Liquidity Effects in Pricing Government Bonds

1998 • 199 citations

Liquidity in U.S. Fixed Income Markets: A Comparison of the Bid-Ask Spread in Corporate, Government and Municipal Bond Markets

1999 • 133 citations

Corporate Bond Price Discrepancies in the Dealer and Exchange Markets

1991 • 93 citations

Price Formation in the Otc Corporate Bond Markets: A Field Study of the Inter-Dealer Market

1998 • 7 citations