Details about Semih Üslü

Access statistics for papers by Semih Üslü.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pus32

Working Papers

2024

1. Bond supply, yield drifts and liquidity provision before macroeconomic announcements
   BIS Working Papers, Bank for International Settlements

2023

2. Price formation in markets with trading delays
   Bank of England working papers, Bank of England

2022

3. A Theory of Participation in OTC and Centralized Markets
   Post-Print, HAL View citations (5)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (12)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (12)
   See also Journal Article A Theory of Participation in OTC and Centralized Markets, The Review of Economic Studies, Review of Economic Studies Ltd (2022) View citations (5) (2022)
4. Bond supply, price drifts and liquidity provision before central bank announcements
   Bank of England working papers, Bank of England View citations (1)
5. Comparing search and intermediation frictions across markets
   Bank of England working papers, Bank of England View citations (2)

2018

6. Platform Trading with an OTC Market Fringe
   Post-Print, HAL View citations (2)
   Also in 2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (3)

2016

7. Pricing and Liquidity in Decentralized Asset Markets
   MPRA Paper, University Library of Munich, Germany
   Also in 2016 Meeting Papers, Society for Economic Dynamics (2016) View citations (12)
   See also Journal Article Pricing and Liquidity in Decentralized Asset Markets, Econometrica, Econometric Society (2019) View citations (10) (2019)

Journal Articles

2025

1. Yield drifts when issuance comes before macro news
   Journal of Financial Economics, 2025, 165, (C)

2022

2. A Theory of Participation in OTC and Centralized Markets
   The Review of Economic Studies, 2022, 89, (6), 3223-3266 View citations (5)
   See also Working Paper A Theory of Participation in OTC and Centralized Markets, Post-Print (2022) View citations (5) (2022)

2019

3. Pricing and Liquidity in Decentralized Asset Markets
   Econometrica, 2019, 87, (6), 2079-2140 View citations (10)
   See also Working Paper Pricing and Liquidity in Decentralized Asset Markets, MPRA Paper (2016) (2016)