Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
Year of publication: |
March 2016
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Authors: | Loon, Yee Cheng ; Zhong, Zhaodong |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 119.2016, 3, p. 645-672
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Subject: | Dodd-Frank Act | Over-the-counter markets | Liquidity | Real-time trade reporting | Credit default swaps | Kreditderivat | Credit derivative | OTC-Handel | OTC market | Liquidität | Transaktionskosten | Transaction costs | Finanzmarktregulierung | Financial market regulation | Geld-Brief-Spanne | Bid-ask spread | Betriebliche Liquidität | Corporate liquidity | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity |
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