SSRNTrading, Microstructure & Execution
NonFundamental Loan Renegotiations
The research explores how nonbank lenders' need for liquidity affects private lending, revealing that loans included in indexes have more market makers, lower bid-ask spreads, higher prices, and increased mutual fund holdings.
Featured in No. 63 on 28 Aug 2024 ·
- Released
- 19 Dec 2023
- First featured
- No. 63 · 28 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4939184
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).