Renyuan Xu

University of California, Berkeley - Department of Industrial Engineering and Operations Research

4141 Etcheverry Hall

Berkeley, CA 94720-1777

United States

SCHOLARLY PAPERS

1

DOWNLOADS

17

CITATIONS

0

Scholarly Papers (1)

1.

Stylized Facts on Price Formation on Corporate Bonds and Best Execution Analysis

Number of pages: 36 Posted: 19 Apr 2019
University of California, Berkeley - Department of Industrial Engineering and Operations Research, Capital Fund Management and University of California, Berkeley - Department of Industrial Engineering and Operations Research
Downloads 17 (532,363)

Abstract:

Loading...

Bond liquidity, transaction costs analysis, riskless principal trades, price impact, Enhanced TRACE