量化前沿速递：市场微观结构[20240929]

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机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Are Green Bonds Special? 绿色债券特别吗？ 来源:市场微观结构_20240927 [2] Dealer Risk Limits and Currency Returns 经销商风险限额和货币回报 来源:市场微观结构_20240928 [1] Are Green Bonds Special? 标题:绿色债券特别吗？ 作者:Amir Amel-Zadeh,Rik Lustermans,Mary Pieterse-Bloem,David J. Dekker,Dimitris Christopoulos 来源:市场微观结构_20240927 Abstract : Using intraday trading data from the largest electronic trading platform for corporate bonds in Europe from 2017-2023, we establish stylized facts about the trading of green bonds in electronic fixed income markets and find differences in trade execution, dealer behavior, and trading costs relative to conventional bonds. We then document that green bonds are more ………………………………