The Volcker Rule and corporate bond market making in times of stress

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

2008 • 10,445 citations

Illiquidity and stock returns: cross-section and time-series effects

2002 • 9,066 citations

Market Liquidity and Funding Liquidity

2008 • 4,521 citations

Robust Inference With Multiway Clustering

2011 • 2,795 citations

How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?

2012 • 1,058 citations

The Illiquidity of Corporate Bonds

2011 • 941 citations

Structural Models of Corporate Bond Pricing: An Empirical Analysis

2004 • 890 citations

Corporate bond liquidity before and after the onset of the subprime crisis

2011 • 779 citations

Measuring Abnormal Bond Performance

2008 • 620 citations

Carry Trades and Currency Crashes

2008 • 563 citations

Regulatory pressure and fire sales in the corporate bond market

2011 • 513 citations

Noise as Information for Illiquidity

2013 • 419 citations

Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises

2012 • 375 citations

Do Investment Banks Matter for M&A Returns?

2011 • 208 citations

Market Making Under the Proposed Volcker Rule

2012 • 149 citations

Estimating and Interpreting Forward Interest Rates: Sweden 1992-1994

1994 • 116 citations

Dealer balance sheets and bond liquidity provision

2017 • 105 citations

Trade and information in the corporate bond market

2012 • 95 citations

Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction

2013 • 69 citations

Customer Liquidity Provision: Implications for Corporate Bond Transaction Costs

2017 • 68 citations

Inventory Management by Corporate Bond Dealers

2017 • 62 citations

Providing Liquidity in an Illiquid Market: Dealer Behavior in U.S. Corporate Bonds

2017 • 60 citations

Forced Selling of Fallen Angels

2008 • 60 citations

Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market

2019 • 43 citations

Investment Banks as Corporate Monitors in the Early Twentieth Century United States

2017 • 40 citations

De Facto Seniority, Credit Risk, and Corporate Bond Prices

2017 • 40 citations

Fallen Angels and Price Pressure

2011 • 35 citations

Capital Commitment and Illiquidity in Corporate Bonds

2017 • 33 citations

The Cost of Immediacy for Corporate Bonds

2016 • 23 citations

Fallen Angels and Price Pressure

2011 • 21 citations

Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies

2016 • 6 citations