Results 11 to 20 of about 3,417,588 (341)
Market liquidity risk: an overview [PDF]
SSRN Electronic Journal, 2009 Market liquidity is the ease of trading an asset. Its risk is the potential loss, because a security can only be traded at high or prohibitive costs. While the omnipresence and importance of market liquidity is widely acknowledged, it has long remained a
Kaserer, Christoph, Stange, Sebastian
core +4 more sources
The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
Journal of Financial Economics, 2019 We test the effects of uncertainty on market liquidity using Hurricane Sandy as a natural experiment. Given the unprecedented strength, scale and nature of the storm, the potential damages of a landfall near the Greater New York area were unpredictable ...
Dominik Rehse +3 more
semanticscholar +3 more sources
The impact of Covid-19 on liquidity of emerging market bonds
Finance Research Letters, 2021 We analyze liquidity of the emerging market (EM) bonds during the Covid-19 fueled uncertainty. Using bid/offer spreads we demonstrate that the apogee of both, liquidity and credit stresses is reached in late-March, and that although liquidity has ...
M. Gubareva
semanticscholar +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
Review of Financial Studies, 2009 Markus K. Brunnermeier, L. Pedersen
semanticscholar +3 more sources
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
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
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