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131
Price dynamics and market
liquidity
: an intraday event study on Euronext
Mazza, Paolo
- In:
The quarterly review of economics and finance : journal …
56
(
2015
),
pp. 139-153
Persistent link: https://www.econbiz.de/10011574367
Saved in:
132
Market
liquidity
and excess
volatility
: theory and experiment
Choi, Jae Hoon
;
Munro, David
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013464903
Saved in:
133
SHIBOR fluctuations and stock market
liquidity
: an MF-DCCA approach
Yuan, Xuemei
;
Sun, Yihong
;
Lu, Xinsheng
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
7
,
pp. 2050-2065
Persistent link: https://www.econbiz.de/10013190253
Saved in:
134
Liquidity
and realized covariance forecasting : a hybrid method with model uncertainty
Qiao, Gaoxiu
;
Cao, Yangli
;
Ma, Feng
;
Li, Weiping
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 437-463
Persistent link: https://www.econbiz.de/10014226295
Saved in:
135
Impact of risk disclosure on the
volatility
,
liquidity
and performance of the UK and Canadian insurance companies
Kassamany, Talie
;
Harb, Etienne
;
Louhichi, Wael
;
Nasr, …
- In:
Competitiveness review : CR
33
(
2023
)
1
,
pp. 30-61
Persistent link: https://www.econbiz.de/10013552826
Saved in:
136
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
137
Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market
Jiang, Hao
;
Li, Yi
;
Sun, Zheng
;
Wang, Ashley
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 277-302
Persistent link: https://www.econbiz.de/10013350649
Saved in:
138
What drives intraday reversal? : illiquidity or
liquidity
oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
139
Estimating risk in illiquid markets : a model of market friction with stochastic
volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
140
Debt, risk and
liquidity
in
futures
markets
Goss, B. A.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10014499955
Saved in:
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