Customers in over-the-counter (OTC) markets must find a counterparty to trade. Little is known about this process, however, because existing data consist of transaction records, which reveal only the outcome of a search. Using data from a trading platform for corporate bonds, we unpack the search process. We analyze how long it takes customers to trade and how dealers’ offers evolve across repeated inquiries. We estimate that it takes two to three days to complete a transaction after an unsuccessful attempt, with substantial variation across trade and customer characteristics. Our analysis offers insights into the sources of trading delays in OTC markets.
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Working Paper
Sequential Search for Corporate Bonds
March 2025
WP 25-08 – We study the magnitude and sources of trading delays in over-the-counter financial markets using a new data set that contains a complete record of all inquiries — successful and not — made on the leading electronic platform for corporate bonds.
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