Price Impact of Corporate Bond Trading: Evidence from the Australian Securities Exchange

This study examines the price effects of investment-grade–corporate bond transactions on the Australian Securities Exchange (ASX). Results indicate that both purchases and sales of exchange traded corporate bonds incur significant transaction costs upon execution. Post execution, purchases of all si...

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Veröffentlicht in:	Review of Pacific basin financial markets and policies 2019-09, Vol.22 (3), p.1950020
Hauptverfasser:	Frino, Alex, Lepone, Andrew, Lepone, Grace
Format:	Artikel
Sprache:	eng
Schlagworte:	Bond markets Corporate bonds Sales Securities trading Stock exchanges Trading Transaction costs Transactions
Online-Zugang:	Volltext
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