Trading Volume and Time Varying Betas
Christopher Hrdlicka
Review of Finance, Volume 26, Issue 1, February 2022, Pages 79 – 116, https://doi.org/10.1093/rof/rfab014
Asset’s risks change overtime. These changes are central to understanding price dynamics. I show that these risk changes also drive trade.… Read more...
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Secondary Market Transparency and Corporate Bond Issuing Costs
James Brugler, Carole Comerton-Forde, J Spencer Martin
Review of Finance, Volume 26, Issue 1, February 2022, Pages 43 – 77, https://doi.org/10.1093/rof/rfab017
We examine the impact of increased secondary market transparency following the introduction of mandated post-trade transparency (TRACE) in the US corporate bond market.… Read more...
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