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. 2021 Apr 21;133:106153. doi: 10.1016/j.jbankfin.2021.106153

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Fig. 2 — Intra-Day Prices for Corporate Bond ETFs Around March 23 Announcement. The figure plots intraday movements in price for the iShares IBoxx $ Investment Grade Corporate Bond Fund (LQD) and High-Yield Corporate Bond Fund (HYG). Using the second-level transaction price from Thomson Reuters’ Tick History database, we take the average at the minute level to plot.