Swap trading after Dodd-Frank: Evidence from index CDS

The value of trading relations in turbulent times

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Market Microstructure, Economics, Financial Economics +7

The impact of central clearing on counterparty risk, liquidity, and trading: Evidence from the credit default swap market

Yee Cheng Loon, Zhaodong Zhong · Journal of Financial Economics · 2013 · 183 citations

Counterparty Risk, Economics, Financial Economics +8

Click or Call? Auction versus Search in the Over‐the‐Counter Market

Terrence Hendershott, Ananth Madhavan · The Journal of Finance · 2014 · 175 citations

Auctions with endogenous participation

Flávio Menezes, Paulo Klinger Monteiro · Review of Economic Design · 2000 · 142 citations

Economics, Electronic Auction, Market Mechanism +7

What is the Optimal Trading Frequency in Financial Markets?

Songzi Du, Haoxiang Zhu · The Review of Economic Studies · 2017 · 110 citations

Market Microstructure, Economics, Electronic Auction +14