1. The value of bond underwriter relationships. (2021). von Ruden, Stine Louise ; Nielsen, Mads Stenbo ; Dick-Nielsen, Jens.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000511.

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2. Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing. (2018). Theissen, Erik ; Rischen, Tobias.
   In: CFR Working Papers.
   RePEc:zbw:cfrwps:1803.

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1. , 1999, Bank Monitoring and the Pricing of Corporate Public Debt, Journal of Financial Economics 51, 435–449.
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2. , 2011, Local Underwriter Oligopolies and IPO Underpricing, Journal of Financial Economics 102, 579–601.
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3. Acharya, Viral, and Hassan Naqvi, 2016, On Reaching for Yield and the Coexistence of Bubbles and Negative Bubbles, Working paper, New York University.
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4. Allen, Franklin, and Gerald Faulhaber, 1989, Signalling by Underpricing in the IPO Market, Journal of Financial Economics 23, 303–323.

5. Bao, Jack, Maureen O’Hara, and Xing Alex Zhou, 2016, The Volcker Rule and Market-Making in Times of Stress, Working paper, Federal Reserve Board.
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6. Beatty, R, and J Ritter, 1986, Investment Banking, Reputation, and the Underpricing of Initial Public Offerings, Journal of Financial Economics 15, 213–232.

7. Becker, Bo, and Victoria Ivashina, 2015, Reaching for Yield in the Bond Market, Journal of Finance 70, 1863–1902.

8. Bessembinder, Hendrik, Stacey E Jacobsen, William F Maxwell, and Kumar Venkataraman, 2016, Capital Commitment and Illiquidity in Corporate Bonds, Working paper, Arizona State University.
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9. Brennan, M, and J Franks, 1997, Underpricing, Ownership and Control of Initial Public Offerings of Equity Securities in the U.K., Journal of Financial Economics 45, 391–413.

10. Cai, Nianyun, Jean Helvege, and Arthur Warga, 2007, Underpricing in the Corporate Bond Market, Review of Financial Studies 20, 2021–2046.

11. Chambers, David, and Elroy Dimson, 2009, IPO Underpricing over the Very Long Run, Journal of Finance 64, 1407–1443.

12. Choi, Jaeown, and Mathias Kronlund, 2016, Reaching for Yield by Corporate Bond Mutual Funds, Working paper, University of Illinois at Urbana-Champaign.
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13. Choi, Jaewon, and Or Shachar, 2013, Did Liquidity Providers Become Liquidity Seekers? Evidence from the CDS-Bond Basis During the 2008 Financial Crisis, Working paper, Federal Reserve Bank of New York.

14. Cliff, M, and D Denis, 2004, Do Initial Public Offering Firms Purchase Analyst Coverage with Underpricing?, Journal of Finance 59, 2871–2901.

15. Corwin, Shane, 2003, The Determinants of Underpricing for Seasoned Equity Offerings, Journal of Finance 58, 2249–2279.

16. Dass, Nishant, and Massimo Massa, 2014, The Variety of Maturities Offered by Firms and Institutional Investment in Corporate Bonds, Review of Financial Studies.

17. Dick-Nielsen, Jens, and Marco Rossi, 2016, Dealer Inventory and the Cost of Immediacy, Working paper, Copenhagen Business School.
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18. Duffie, Darrell, 2012, Market Making Under the Proposed Volcker Rule, Working paper, Stanford University.
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19. Ellul, Andrew, Chotibhak Jotikasthira, and Christian T. Lundblad, 2011, Regulatory Pressure and Fire Sales in the Corporate Bond Market, Journal of Financial Economics 101, 596– 620.

20. Friewald, Nils, and Florian Nagler, 2015, Dealer Inventory and the Cross-Section of Corporate Bond Returns, Working paper, Norwegian School of Economics and Bocconi University.
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21. Fu, Fanjian, and Evgeny Lyandres, 2016, Do Underwriters Compete in IPO Underpricing?, Working paper, Singapore Management University.
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22. Helvege, Jean, and Liying Wang, 2016, Liquidity and Price Pressure in the Corporate Bond Market: Evidence from Mega-Bonds, Working paper, Anderson Graduate School of Management.
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23. Ivashina, Victoria, Benjamin Iverson, and David Smith, 2016, The Ownership and Trading of Debt Claims in Chapter 11 Restructurings, Journal of Financial Economics 119, 316–335.

24. Massa, Massimo, and Lei Zhang, 2012, Investor Horizon Clientele and IPO Underpricing, Working paper, INSEAD.
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25. Massa, Massimo, Ayako Yasuda, and Lei Zhang, 2013, Supply Uncertainty of the Bond Investor Base and the Leverage of the Firm, Journal of Financial Economics 110, 185–214.

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27. Randall, Oliver, 2015, Pricing and Liquidity in Over-The-Counter-Markets, Working paper, Emory University.
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28. Roberts, Michael R, and Toni M Whited, 2012, Endogeneity in Empirical Corporate Finance, Manuscript, The Wharton School and University of Michigan.
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29. Ruud, Judith, 1993, Underwriter Price Support and the IPO Underpricing Puzzle, Journal of Financial Economics 34, 135–151.

30. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013.
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31. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013.
    Paper not yet in RePEc: Add citation now
    
32. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013.
    Paper not yet in RePEc: Add citation now
    
33. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013.
    Paper not yet in RePEc: Add citation now
    
34. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013.
    Paper not yet in RePEc: Add citation now
    
35. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013.
    Paper not yet in RePEc: Add citation now
    

36. Trebbi, Francesco, and Kairong Xiao, 2015, Regulation and Market Liquidity, Working paper, University of British Columbia.

37. UP is defined as the average return of a newly issued bond over 10 days relative to the bonds’ offering price in excess of the market return over the corresponding period. TF is defined as the average number of trades per trade day within 10 days after issuance. V OL is defined as the average trading volume per trade day within 10 days after issuance. We assign integer numbers to the credit ratings (i.e., AAA=1, AA+=2, . . . , D=22) and calculate averages at the firm level in the issuance quarter. We report across all bonds the means, standard deviations, and the 25%, 50%, and 75% quantiles. The sample is based on US corporate bond issuances from Mergent FISD and transaction data of corporate bonds from TRACE for the period from January 2003 to December 2013 and comprises 10, 177 issuances. We retrieve information on investor’s holdings of corporate bonds from Lippers eMAXX.
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38. We retrieve information on investor’s holdings of corporate bonds from Lippers eMAXX. All standard errors (given in parentheses) are clustered at the firm level. For the second-stage regressions we use bootstrapping (1000 replications) to adjust the standard errors. (1) (2) (3) (4) (5) V OL V OL INST V OL V OL crisis 0.405∗∗∗ 0.407∗∗∗ 0.026∗∗ 0.397∗∗∗ 0.396∗∗∗ (0.088) (0.085) (0.010) (0.091) (0.089) post crisis 1.056∗∗∗ 0.411∗∗∗ 0.059∗∗∗ 1.030∗∗∗ −0.170 (0.096) (0.132) (0.013) (0.128) (0.271) INST 0.984∗∗∗ 0.026 (0.192) (0.176) post crisis × INST 1.973∗∗∗ (0.311) IV 2.295∗∗∗ (0.468) \
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39. We retrieve information on investor’s holdings of corporate bonds from Lippers eMAXX. All standard errors (given in parentheses) are clustered at the firm level. For the second-stage regressions we use bootstrapping (1000 replications) to adjust the standard errors. (1) (2) (3) (4) (5) V OL V OL INST V OL V OL crisis 0.504∗∗∗ 0.501∗∗∗ −0.001 0.523∗∗∗ 0.547∗∗∗ (0.082) (0.081) (0.009) (0.091) (0.086) post crisis 1.031∗∗∗ 0.368∗∗∗ 0.055∗∗∗ 0.867∗∗∗ −0.688∗∗∗ (0.078) (0.121) (0.010) (0.108) (0.248) INST 0.917∗∗∗ −0.025 (0.185) (0.174) post crisis × INST 1.969∗∗∗ (0.299) IV 1.533∗∗∗ (0.308) \
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40. Welch, Ivo, 1989, Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings, Journal of Finance 44, 421–450.

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24. Initial Performance of Greek IPOs, Underwriter’s Reputation and Oversubscription. (2005). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Melas, Emmanouil Rafail.
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