Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market [PDF]
In this paper, we examine four specific hypotheses relating to commonality in liquidity on the Chinese stock markets. These hypotheses are: (a) that market-wide liquidity determines liquidity of individual stocks; (b) that liquidity varies with firm size;
Paresh Kumar Narayan +2 more
core
Liquidity hoarding and interbank market spreads: the role of counterparty risk [PDF]
We study the functioning and possible breakdown of the interbank market in the presence of counterparty risk. We allow banks to have private information about the risk of their assets.
Heider, Florian +2 more
core
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) [PDF]
Two important characteristics of current European equity markets are rooted in changes in financial regulation (the Markets in Financial Instruments Directive).
Degryse, H.A. +2 more
core +1 more source
A brief overview of the characteristics of interbank forint/euro trading [PDF]
This study offers some insight into indirect interbank forint/euro trading through transaction-level data from the dominant electronic trading platform used on this market.
Norbert Kiss M., Áron Gereben
core
Where is the value in high frequency trading?. [PDF]
We analyze the impact of high frequency trading in financial markets based on a model with three types of traders: liquidity traders, market makers, and high frequency traders.
Cartea, Álvaro +1 more
core
Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
, 2020 Foley S, Kwan A, Philip R, Ødegaard BA.
europepmc +1 more source
When the market asks no price: AI chatbot interaction as psychic market disruption. [PDF]
Front PsychiatryNiculescu L.
europepmc +1 more source
Analysis of market equilibrium based on overconfidence behavior of market makers. [PDF]
PLoS OneWang R, Wang J, Yang Z.
europepmc +1 more source
The effects of daily carbon market dynamics on urban air quality in China. [PDF]
Sci RepYang DX, Jiang W, Liu C, Jiang M.
europepmc +1 more source
Digital assets: risks, regulations, mitigation. [PDF]
Financ InnovTeng HW +30 more
europepmc +1 more source