Jacobs Management Center
Buffalo, NY 14222
SUNY at Buffalo - School of Management
in Total Papers Downloads
in Total Papers Citations
Callable bond, reduced-form
Information risk, Liquidity risk, PIN, asset pricing, order imbalance
liqudity, default, taxes, yields, maturity, municipal bonds
Fixed income, structural model, corporate bonds
Price discovery, asymmetric information, liquidity provision, variance decomposition, after-hours trading
Volume, volatility, latent variable
trends; moving averages; cross-sectional predictability; corporate bond returns; momentum strategies
Price volatility, market friction, informed trading, tick size, sovereign bonds
Informed trading, microstructure of emerging markets, Russian Federation debt, bond spreads, Brock-Dechert-Scheinkman (BDS), Stock-Watson and Chow tests
Time duration, Volatility-volume dynamics, Informed trading, Bid-ask spreads
Default risk, bond pricing, duration, term structure
Decimalization, volatility components, microstructure
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.625 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you