Results 161 to 170 of about 292,088 (207)
Trade policy uncertainty and stock price crash risk in China: The moderating role of marketization and digital transformation. [PDF]
PLoS OneLiu C, Masron TA, Huo H.
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Artificial Intelligence-Driven Multimodal Sensor Fusion for Complex Market Systems via Federated Transformer-Based Learning. [PDF]
Sensors (Basel)Shi L +6 more
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A novel portfolio construction strategy based on the core- periphery profile of stocks. [PDF]
Sci RepAnsari I, Sharma C, Agrawal A, Sahni N.
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Portfolio management based on value distribution reinforcement learning algorithm. [PDF]
Front Artif IntellYang Y, Wang T, Fu Y, Huang J, Zhou D.
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Liquidity and market efficiency☆
Journal of Financial Economics, 2007Abstract Short-horizon return predictability from order flows is an inverse indicator of market efficiency. We find that such predictability is diminished when bid-ask spreads are narrower, and has declined over time with the minimum tick size. Variance ratio tests suggest that prices were closer to random walk benchmarks in the more liquid decimal ...
Chordia, Tarun +2 more
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Inventory, Market Making, and Liquidity in OTC Markets
SSRN Electronic Journal, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Assa Cohen +3 more
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Market Liquidity as Dynamic Factors [PDF]
SSRN Electronic Journal, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hallin, Marc +3 more
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Journal of Political Economy, 1997
Abstract Financial markets and banks are competing mechanisms that provide investors with liquidity by providing access to their capital, at good terms, on short notice. This chapter examines the impact of banks on the liquidity provided to investors and, in addition, on the liquidity provided by markets.
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Abstract Financial markets and banks are competing mechanisms that provide investors with liquidity by providing access to their capital, at good terms, on short notice. This chapter examines the impact of banks on the liquidity provided to investors and, in addition, on the liquidity provided by markets.
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Liquidity effects and market frictions [PDF]
Journal of Macroeconomics, 2001 The goal of this paper is to shed light on the nature of the monetary transmission mechanism. Specifically, we attempt to tackle two problems in standard limited-participation models: (1) the interest rate liquidity effect is not as persistent as in the data; and (2) some nominal variables are unrealistically volatile.
Hendry, Scott, Zhang, Guang-Jia
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2013
Abstract The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. This book offers a more accurate and authoritative take on this process.
Thierry Foucault +2 more
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Abstract The process by which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. This book offers a more accurate and authoritative take on this process.
Thierry Foucault +2 more
openaire +3 more sources