摘要 : We examine the effect of adverse selection considerations in the market-making of investment-grade corporate bonds. Our sample consists of bonds participating in the JP Morgan's JULI index that represents the most traded subset of... 展开
作者 | Chalamandaris~ George Vlachogiannakis~ Nikos E. |
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作者单位 | |
期刊名称 | 《The European journal of finance》 |
页码/总页数 | 1673-1702 / 30 |
语种 | 英语 |
关键词 | Adverse selection wholesale market retail market order size corporate bonds market-making public information trading |
DOI | 10.1080/1351847X.2020.1764995 |
馆藏号 | F-399 |