Predicting the behavior of dealers in over-the-counter corporate bond markets
Predicting the behavior of dealers in over-the-counter corporate bond markets
复制标题
预测场外公司债券市场交易商的行为
DOI:
10.1145/3383455.3422542
复制
发表时间:
2020
期刊:
影响因子:
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通讯作者:
Raschid, Louiqa
中科院分区:
文献类型:
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作者:
Lin, Yusen;Xue, Jinming;Raschid, Louiqa
Over-the-counter (OTC) refers to the process of trading (buying and selling) securities that are not listed on a public exchange such as the New York Stock Exchange. Understanding the trading activities of OTC dealers is crucial for market participants, and for regulators, to better understand and monitor this largely opaque and complex market. Our dataset is the OTC market in US corporate bonds. The large number of bonds, low volume, and the lack of transparency and information exchange in OTC markets increase the role and importance of the dealers.
DOI:
--
发表时间:
2020
期刊:
影响因子:
--
作者:
Manabu Kokubo;Akihiro Hirashiki;Takahiro Kamihara;Atsuya Shimizu;Hidenori Arai;亀山祐美,亀山征史,深澤誠,飯塚友道,飯島勝矢,田中友規,矢可部満隆,小島太郎,小川純人,秋下雅弘
通讯作者:
亀山祐美,亀山征史,深澤誠,飯塚友道,飯島勝矢,田中友規,矢可部満隆,小島太郎,小川純人,秋下雅弘