Results 1 to 10 of about 14,184 (310)
Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis. [PDF]
PLoS ONE, 2021 This paper employs the multifractal detrended cross-correlation analysis (MF-DCCA) model to estimate the nonlinear relationship between the money market rate and stock market liquidity in China from a multifractal perspective, leading to a better ...
Yihong Sun, Xuemei Yuan
doaj +2 more sources
Does COVID-19-specific news affect stock market liquidity? Evidence from Japan [PDF]
MethodsX, 2023 This article examines the effect of COVID-19-specific news on stock market liquidity in the Japanese Topix 500-listed firms. Our empirical analyses show that both COVID-19 confirmed cases and COVID-19-specific news induce a negative effect on stock ...
Wurong Yang +2 more
doaj +2 more sources
Liquidity and Asset Market Dynamics [PDF]
SSRN Electronic Journal, 2010 We study economies with an essential role for liquid assets in transactions. The model can generate multiple stationary equilibria, across which asset prices, market participation, capitalization, output and welfare are positively related. It can also generate a variety of nonstationary equilibria, even when fundamentals are deterministic and time ...
Guillaume Rocheteau, Randall Wright
openalex +3 more sources
Market Neutral Liquidity Provision
LedgerAutomated Market Makers with concentrated liquidity have to date achieved market dominance among competing spot trading AMM models in Decentralized Finance.
Basile Maire, Marcus Wunsch
doaj +2 more sources
Market Liquidity and Funding Liquidity [PDF]
Review of Financial Studies, 2005 We provide a model that links a security’s market liquidity — i.e., the ease of trading it — and traders’ funding liquidity — i.e., their availability of funds. Traders provide market liquidity and their ability to do so depends on their funding, that is, their capital and the margins charged by their financiers.
Lasse Heje Pederson +1 more
+8 more sources
The Impact of Dividend Policy on Liquidity Risk Components Based on Covariance Decomposition [PDF]
تحقیقات مالی, 2023 Objective Corporate financial policies are used as tools to maximize shareholders’ wealth. Liquidity risk is one of the main systematic risks affecting the equity cost of capital.
Hamidreza Moazeni, Saeed Fathi
doaj +1 more source
Spread determinants in corporate bond pricing: The effect of market and liquidity risks [PDF]
Panoeconomicus, 2022 This paper investigates the effect of market and liquidity risks on corporate bond pricing in Turkey, an emerging market, and in Europe. Results show that corporate bond returns have exposure to liquidity factors and not to market factors in both ...
Özdemir-Dilidüzgün Menevşe +2 more
doaj +1 more source
Credit Policy and Housing Market Liquidity: An Empirical Study in Beijing Based on the TVP-VAR Model
International Journal of Crowd Science, 2022 Although there is a consensus that the housing market is deeply affected by credit policies, little research is available on the impact of credit policies on housing market liquidity.
Yourong Wang, Lei Zhao
doaj +1 more source
COVID-19 and Stock Market Liquidity: An Analysis of Emerging and Developed Markets
Scientific Annals of Economics and Business, 2021 Using a panel of indices for five developed market and five emerging markets for the period from 31 December 2019 to 19 June 2020, the relationship between stock market liquidity and COVID-19 pandemic is examined.
Godfrey Marozva +1 more
doaj +1 more source
Liquid markets and market liquids [PDF]
The European Physical Journal B, 2001 We characterize the collective phenomena of a liquid market. By interpreting the behavior of a no-arbitrage N asset market in terms of a particle system scenario, (thermo)dynamical-like properties can be extracted from the asset kinetics. In this scheme the mechanisms of the particle interaction can be widely investigated. We test the verisimilitude of
G. Cuniberti, L. Matassini
openaire +3 more sources