Results 181 to 190 of about 292,088 (207)
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Do Liquidity Enhancement Auctions Improve the Market Liquidity in the JGB Market?
SSRN Electronic Journal, 2019zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Repo Auctions and the Market for Liquidity
Journal of Money, Credit and Banking, 2009What is the nature of imperfections in the market for liquidity? Studying bidder level data from European Central Bank (ECB) repo auctions, we find that this market appears to be informationally efficient in the sense that participants do not have private information about future shortâterm rates.
Bindseil, Ulrich +2 more
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An earnings, liquidity, and market model
Applied Economics, 2017We combine the market with earnings, liquidity and their respective growth, with motivation via a simple pricing equation, to model the cross-section with three, four and five factors.
Robert G. Snigaroff, David Wroblewski
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Funding Liquidity and Market Liquidity [PDF]
Recent empirical studies have shown an increasing co-movement between fund and market liquidity, which is driven by common factors such as monetary shocks. Modeling this co-movement becomes desirable to evaluate policies relating to liquidity and financial instability.
openaire
Funding liquidity shocks and market liquidity providers
Finance Research Letters, 2022DooJin Ryu, Robert I Webb, Jinyoung Yu
exaly
Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective
Management Science, 2022Xing Zhou
exaly
Does it pay to be forthcoming? Evidence from CSR disclosure and equity market liquidity
Corporate Social Responsibility and Environmental Management, 2019Jared F Egginton, Garrett A McBrayer
exaly
Option market liquidity: Commonality and other characteristics
Journal of Financial Markets, 2010Melanie Cao
exaly

