Funding liquidity and stocks' market liquidity : structural estimation from high-frequency data
Gian Piero Aielli and Davide Pirino
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Aielli, Gian Piero ; Pirino, Davide |
| Publisher: |
[Rom] : CEIS Tor Vergata |
| Subject: | funding illiquidity | market illiquidity | structural estimation | market microstructure | Liquidität | Liquidity | Marktliquidität | Market liquidity | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Schätzung | Estimation | Betriebliche Liquidität | Corporate liquidity | Geld-Brief-Spanne | Bid-ask spread |
freely available
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series. - [Roma] : [CEIS Tor Vergata], ISSN 2610-931X, ZDB-ID 3012548-0. - Vol. vol. 21, issue 6 = no. 568 (November 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446493