The determinants of trading volume of high-yield corporate bonds☆

By Gordon J. Alexander, Amy K. Edwards, Michael G. Ferri. 2000

177 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/b09139ac68f6400ecdf30d8667068877a3a95b56

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Marti G. Subrahmanyam
2. Amrut J. Nashikkar
3. Amy K. Edwards
4. Lawrence E. Harris
5. Michael S. Piwowar
6. Sriketan Mahanti
7. George K. Chacko
8. R. Jankowitsch

In Strategy and Management

1. Lawrence E. Harris
2. Michael S. Piwowar
3. Amy K. Edwards
4. Marti G. Subrahmanyam

Citations in the corpus

• Corporate Bond Market Transparency and Transaction Costs (2004, background): “These results, however, are consistent with turnover results reported in Alexander, Edwards, and Ferri (2000).”
• Corporate Bond Market Transaction Costs and Transparency (2007, background): “However, Alexander et al. (2000) show that the bonds of private issuers trade more frequently than similar bonds from public issuers and, thus, may be more liquid.”
• Comparing Possible Proxies of Corporate Bond Liquidity (2003, unknown): “Three characteristics were considered: rating, duration and Altman (1968) Z-scores.”
• Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆ (2008, background): “The link between issue size and liquidity has also been identified as important by other researchers such as Hong and Warga (2000), Alexander, Edwards, and Ferri (2000) , and Hotchkiss, Warga, and Jostava (2002).”