Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

On the role of transparency in the ABS secondary market. (2010). Lopez, Ramiro Losada.
In: CNMV Working Papers.
RePEc:cnv:wpaper:dt_38en.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 18

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Bassemwinder, H., Maxwell W. and Venkataraman K. (2005). Market transparency and institutional trading costs. University of Utah. Working Paper.
    Paper not yet in RePEc: Add citation now
  2. Biais, B. (1993). Price formation and equilibrium liquidity in fragmented and centralized markets. Journal of Finance, 48, pp. 157-186.

  3. Biais, B., Glosten L. and Spatt C. (2005). Market microstructure: a survey of microfundations, empirical results, and policy implications. Journal of Financial Economics, 82, pp. 251-288.

  4. CESR (2009). Transparency of corporate bond, structured finance product and credit derivative markets. Ref CESR/09-348.
    Paper not yet in RePEc: Add citation now
  5. de Frutos, M.A. and Manzano C. (2002). Risk aversion, transparency and market performance. Journal of Finance, vol 57, pp. 959-984.

  6. Edwards A., Lawrence E. and Piwowar M. (2007a). Corporate bond market transaction costs and transparency. Journal of Finance, 62, pp. 1421-1451.

  7. Edwards A., Lawrence E. and Piwowar M. (2007b). Corporate bond market transparency:liquidityconcentration,informationefficiencyandcompetition.Securities and Exchange Commission, Office of Economic Analysis.
    Paper not yet in RePEc: Add citation now
  8. Fabozzi F. and Choudhry M. (2004). The handbook of European Structured Financial Products. Willey Finance.
    Paper not yet in RePEc: Add citation now
  9. Goldstein M., Hotchkiss E. and Sirri E. (2007). Transparency and liquidity: a controlled experiment on corporate bonds. Journal of Financial Studies, 20, pp. 235-273.

  10. Hendrik B, Maxwell W and Venkataraman K. (2006). Market transparency, liquidity externalities, and institutional trading costs in corporate bonds. Journal of Financial Economics, 82, pp. 251-288.

  11. IOSCO (2009). Transparency of strucutured finance products. Available at http://www. iosco.org/library/pubdocs/pdf/IOSCOPD306.pdf.
    Paper not yet in RePEc: Add citation now
  12. Losada, R. (2009). Could regulation of the ABS market improve social welfare?. Monografía n.o 37, Comisión Nacional del Mercado de Valores. Available at http:// www.cnmv.es.
    Paper not yet in RePEc: Add citation now
  13. Madhavan, A. (2000). Market microstructure: A survey. Journal of Financial Markets, 3, pp. 205-208.

  14. Pagano, M. and Roell Ailsa. (1996). Transparency and liquidity: a comparison of auction and dealer markets with informed trading, Journal of Finance, vol 51, pp. 579-611.

  15. Salop, S.C. (1979). Monopolistic competition with outside goods. The Bell Journal of Economics, 10, pp. 141-156.

  16. Spulber, D.F. (1996). Market making by price-setting firms. Review of Economics Studies, 63, pp. 559-580.

  17. Stoll, H.R. (1985). Alternative views of market making. In Amihud, Y. et al (eds.), Market making and the changing structures of the securities industries (Lexington: Lexington Books).
    Paper not yet in RePEc: Add citation now
  18. Yin X. (2005). A comparison of centralised and fragmated markets with costly search.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Insider Trading in the Bond Market: Evidence from Loan Sale Events. (2015). Schmidt, Daniel ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10446.

    Full description at Econpapers || Download paper

  2. Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10237.

    Full description at Econpapers || Download paper

  3. The impact of joint participation on liquidity in equity and syndicated bank loan markets. (2012). Gottesman, Aron A. ; Peng, Lin ; Allen, Linda .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:1:p:50-78.

    Full description at Econpapers || Download paper

  4. Transparency matters: Price formation in the presence of order preferencing. (2011). Lescourret (Daures), Laurence ; Robert, Christian Y..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:2:p:227-258.

    Full description at Econpapers || Download paper

  5. Risk aversion and Uncertainty in European Sovereign Bond Markets. (2011). Idier, Julien ; Fourel, V..
    In: Working papers.
    RePEc:bfr:banfra:349.

    Full description at Econpapers || Download paper

  6. Trade-throughs in European cross-traded equities after transaction costs: Empirical evidence for the EURO STOXX 50. (2010). Ende, Bartholomaus ; Lutat, Marco .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201015.

    Full description at Econpapers || Download paper

  7. Central bank intervention and the intraday process of price formation in the currency markets. (2010). Pasquariello, Paolo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1045-1061.

    Full description at Econpapers || Download paper

  8. Bid-ask spread and order size in the foreign exchange market: an empirical investigation. (2009). Ding, Liang.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:14:y:2009:i:1:p:98-105.

    Full description at Econpapers || Download paper

  9. Pre-trade transparency on the Italian Stock Exchange: a trade size model on panel data. (2009). Quaranta, Anna Grazia ; Lucarelli, Caterina ; Bontempi, Maria ; Mazzoli, C..
    In: Working Papers.
    RePEc:bol:bodewp:678.

    Full description at Econpapers || Download paper

  10. The impact of hidden liquidity in limit order books. (2008). Sands, Patrik ; Frey, Stefan .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200848.

    Full description at Econpapers || Download paper

  11. Insiders-outsiders, transparency and the value of the ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200839.

    Full description at Econpapers || Download paper

  12. Insiders-outsiders, transparency and the value of the ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0892.

    Full description at Econpapers || Download paper

  13. Insiders-Outsiders, Transparency and the Value of the Ticker. (2008). Foucault, Thierry ; Cespa, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6794.

    Full description at Econpapers || Download paper

  14. Can Short-Sellers Predict Returns? Daily Evidence. (2007). Werner, Ingrid M. ; Lee, Kuan-Hui ; Diether, Karl B..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2005-15.

    Full description at Econpapers || Download paper

  15. A search model of centralized and decentralized trade. (2006). Miao, Jianjun.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:9:y:2006:i:1:p:68-92.

    Full description at Econpapers || Download paper

  16. Preferencing, internalization and inventory position. (2006). Lescourret (Daures), Laurence ; Robert, Christian Y..
    In: ESSEC Working Papers.
    RePEc:ebg:essewp:dr-06017.

    Full description at Econpapers || Download paper

  17. The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities. (2006). Katrakilidis, Constantinos ; Koulakiotis, Athanasios .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2006:v:7:i:2:p:321-338.

    Full description at Econpapers || Download paper

  18. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

    Full description at Econpapers || Download paper

  19. SIZE AND HETEROGENEITY MATTER. A MICROSTRUCTURE-BASED ANALYSIS OF REGULATION OF SECONDARY MARKETS FOR GOVERNMENT BONDS.. (2005). Martinez-Resano, Ramon J..
    In: Finance.
    RePEc:wpa:wuwpfi:0508007.

    Full description at Econpapers || Download paper

  20. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

    Full description at Econpapers || Download paper

  21. Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Spatt, Chester ; Glosten, Larry .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264.

    Full description at Econpapers || Download paper

  22. Trade disclosure and price dispersion. (2005). Manzano, Carolina ; de Frutos, Maria-Angeles.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:2:p:183-216.

    Full description at Econpapers || Download paper

  23. A search model of centralized and decentralized trade. (2005). Miao, Jianjun.
    In: Boston University - Department of Economics - Macroeconomics Working Papers Series.
    RePEc:bos:macppr:wp2005-012.

    Full description at Econpapers || Download paper

  24. A Search Model of Centralzied and Decentralized Trade. (2005). Miao, Jianjun.
    In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
    RePEc:bos:iedwpr:dp-144.

    Full description at Econpapers || Download paper

  25. Size and heterogeneity matter. A microstructure-based analysis of regulation of secondary markets for governments bonds. (2005). Martinez-Resano, Jose Ramon .
    In: Occasional Papers.
    RePEc:bde:opaper:0501.

    Full description at Econpapers || Download paper

  26. A Search Model of Centralized and Decentralized Trade. (2004). Miao, Jianjun.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0410003.

    Full description at Econpapers || Download paper

  27. The cross-sectional determinants of inventory control and the subtle effects of ADRs. (2004). Hansch, Oliver .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:8:p:1915-1933.

    Full description at Econpapers || Download paper

  28. A comparison of stock market mechanisms. (2003). Cespa, Giovanni.
    In: Economics Working Papers.
    RePEc:upf:upfgen:545.

    Full description at Econpapers || Download paper

  29. A Comparison of Stock Market Mechanism. (2003). .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:94.

    Full description at Econpapers || Download paper

  30. Inventory Information. (2003). Lyons, Richard ; Evans, Martin ; Cao, Huining.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9893.

    Full description at Econpapers || Download paper

  31. Inventory Information. (2003). Evans, Martin ; Cao, Huining ; Martin D. D. Evans, H. Henry Cao, Richard K. Lyons, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~03-03-33.

    Full description at Econpapers || Download paper

  32. Privatization and Financial Market Development: Theoretical Issues. (2003). Nicodano, Giovanna ; Chiesa, Gabriella.
    In: Working Papers.
    RePEc:fem:femwpa:2003.1.

    Full description at Econpapers || Download paper

  33. Do thinly-traded stocks benefit from specialist intervention?. (2003). Petrella, Giovanni ; Nimalendran, M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1823-1854.

    Full description at Econpapers || Download paper

  34. Trading your neighbors ETFs: Competition or fragmentation?. (2003). Boehmer, Ekkehart.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1667-1703.

    Full description at Econpapers || Download paper

  35. An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads. (2003). Pinder, Sean .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:12:y:2003:i:5:p:563-577.

    Full description at Econpapers || Download paper

  36. Auction versus Dealership Markets. (2003). Bennouri, Moez.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-67.

    Full description at Econpapers || Download paper

  37. Positivity of bid-ask spreads and symmetrical monotone risk aversion *. (2002). Chateauneuf, Alain ; Abouda, Moez .
    In: Theory and Decision.
    RePEc:kap:theord:v:52:y:2002:i:2:p:149-170.

    Full description at Econpapers || Download paper

  38. Market-making, inventories and martingale pricing. (2002). ROGER, Patrick ; At, Christian ; Flochel, Laurent .
    In: Post-Print.
    RePEc:hal:journl:halshs-00178162.

    Full description at Econpapers || Download paper

  39. Market architecture: limit-order books versus dealership markets. (2002). Viswanathan, S ; Wang, James J. D., .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:2:p:127-167.

    Full description at Econpapers || Download paper

  40. Quote revision and information flow among foreign exchange dealers. (2001). Wang, Jianxin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:11:y:2001:i:2:p:115-136.

    Full description at Econpapers || Download paper

  41. Market microstructure: A survey. (2000). Madhavan, Ananth.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258.

    Full description at Econpapers || Download paper

  42. Darwinian selection does not eliminate irrational traders. (2000). Biais, Bruno ; Shadur, Raphael.
    In: European Economic Review.
    RePEc:eee:eecrev:v:44:y:2000:i:3:p:469-490.

    Full description at Econpapers || Download paper

  43. The total cost of trading Belgian shares: Brussels versus London. (1999). Degryse, Hans.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:9:p:1331-1355.

    Full description at Econpapers || Download paper

  44. Sterilised central bank intervention in the foreign exchange market. (1999). Vitale, Paolo.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:49:y:1999:i:2:p:245-267.

    Full description at Econpapers || Download paper

  45. Does Market Organization Speed Up Market Stabilization? First Lessons From the Budapest and Warsaw Stock Exchanges. (1999). Zalewska-Mitura, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2134.

    Full description at Econpapers || Download paper

  46. Floors, dealer markets and limit order markets. (1998). Salanié, François ; Foucault, Thierry ; Biais, Bruno ; Salanie, Francois .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:1:y:1998:i:3-4:p:253-284.

    Full description at Econpapers || Download paper

  47. Risk allocation and inter-dealer trading. (1997). Vogler, Karl-Hubert.
    In: European Economic Review.
    RePEc:eee:eecrev:v:41:y:1997:i:8:p:1615-1634.

    Full description at Econpapers || Download paper

  48. An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse.. (1995). Biais, Bruno ; Spatt, Chester ; Hillion, Pierre .
    In: Journal of Finance.
    RePEc:bla:jfinan:v:50:y:1995:i:5:p:1655-89.

    Full description at Econpapers || Download paper

  49. Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange. (1994). Werner, Ingrid M. ; Reiss, Peter C..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4727.

    Full description at Econpapers || Download paper

  50. Optimal Transparency in a Dealership Market with an Application to Foreign Exchange. (1993). Lyons, Richard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4467.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-10 03:17:57 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.