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To disclose or not to disclose: Transparency and liquidity in the structured product market

Friewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G. - 2014

We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study liquidity e ffects in the US …

Persistent link: https://www.econbiz.de/10010368433

Market transparency and the marking precision of bond mutual fund managers

Cici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, … - 2014

mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database …. Disseminated bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout … events. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. A difference …

Persistent link: https://www.econbiz.de/10010369593

Market transparency and the marking precision of bond mutual fund managers

Cici, Gjergji; Gibson, Scott; Gündüz, Yalin; Merrick, … - 2014

TRACE dissemination and introductions of issuers into Markit's Credit Default Swap spread database. We find large and … statistically significant decreases in mark dispersion of newly disseminated bonds around key TRACE system rollout events …. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. We also find evidence of …

Persistent link: https://www.econbiz.de/10010392313

Alternative trading systems in the corporate bond market

Kozora, Matthew; Mizrach, Bruce Marshall; Peppe, Matthew; … - 2020

We investigate the trading of corporate bonds on alternative trading system (ATS) platforms. We draw a key distinction between request-for-quote (RFQ) and electronic communication network (ECN) trading protocols, which balance investors' preference for immediacy and anonymity. Trades on ATS...

Persistent link: https://www.econbiz.de/10012619515

Efficient Implementation of Hadoop MapReduce based Business Process Dataflow

Belkadi, Khaled; Boudia, Mohamed Amine; Meddah, Ishak H.A. - In: International Journal of Decision Support System … 9 (2017) 1, pp. 49-60

Hadoop MapReduce is one of the solutions for the process of large and big data, with-it the authors can analyze and process data, it does this by distributing the computational in a large set of machines. Process mining provides an important bridge between data mining and business process...

Persistent link: https://www.econbiz.de/10012044127

Parallel Mining Small Patterns from Business Process Traces

Meddah, Ishak H.A.; Belkadi, Khaled; Boudia, Mohamed Amine - In: International Journal of Software Science and … 8 (2016) 1, pp. 32-45

Hadoop MapReduce has arrived to solve the problem of treatment of big data, also the parallel treatment, with this framework the authors analyze, process a large size of data. It based for distributing the work in two big steps, the map and the reduce steps in a cluster or big set of machines....

Persistent link: https://www.econbiz.de/10012048022

Outliers and momentum in the corporate bond market

Galvani, Valentina; Li, Lifang - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 135-148

Persistent link: https://www.econbiz.de/10014428419

Corporate bond liquidity and yield spreads : a review

Goldstein, Michael A.; Namin, Elmira Shekari - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432492

Market transparency and the marking precision of bond mutual fund managers

Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2013 - This Draft: September 3, 2013

fund managers before and after initiations of TRACE and introductions of issuers into Markit's CDS database. Disseminated … bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout events …% after the start of TRACE reporting. A difference-in-differences regression analysis of the two-stage rollout of BBB …

Persistent link: https://www.econbiz.de/10010207843

Market transparency and the marking precision of bond mutual fund managers

Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2014

mutual fund managers before and after initiations of TRACE and introductions of issuers into Markit’s CDS database …. Disseminated bonds show large and statistically significant decreases in mark dispersion around three key TRACE system rollout … events. Dispersion for large, investment grade bonds fell 20% to 83% after the start of TRACE reporting. A difference …

Persistent link: https://www.econbiz.de/10010373710