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Journal of Financial and Quantitative Analysis Vol. 55 No. 1 2020

A Survey of the Microstructure of Fixed-Income Markets

Hendrik Bessembinder1; Chester Spatt2; Kumar Venkataraman3

1 WPC: Finance · 2 Carnegie Mellon University · 3 Southern Methodist University

Abstract

In this article, we survey the literature that studies fixed-income trading rules and outcomes, including Treasury securities, corporate and municipal bonds, and structured credit products. We compare and contrast the microstructure and regulation of fixed-income markets with equity markets. We highlight the nature of over-the-counter trading in the face of search costs and the associated slow evolution of electronically facilitated intermediation. We discuss the databases available to study fixed-income microstructure, as well as measures and determinants of trading costs, and the important roles dealer networks and limited transparency play. We also highlight unresolved issues.

DOI
10.1017/s0022109019000231
Volume
55
Issue
1
Pages
1-45
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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