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  5. [New post] Do larger bond trades cost more to execute?

[New post] Do larger bond trades cost more to execute?

Site logo image BankUnderground posted: " Gábor Pintér Are larger trades more or less expensive to execute in bond markets than smaller trades? This is an old and unsettled question in the literature on financial markets. The aim of this blog post is to provide novel answers to this quest" Bank Underground

Do larger bond trades cost more to execute?

BankUnderground

Dec 8

Gábor Pintér

Are larger trades more or less expensive to execute in bond markets than smaller trades? This is an old and unsettled question in the literature on financial markets. The aim of this blog post is to provide novel answers to this question, based on our recent research using transaction-level data from the UK government and corporate bond markets, over the period 2011–17.[1]

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