credit risk transfer. The possibility of transferring credit reduces the impact of liquidity shocks on bank balance sheets …

are made analysis of most important financial index as profitability, liquidity, short-term asset turnover, financial and …

researches of risk measures and control researches; there are researched banking risk, importance of liquidity control in … commercial banks; formed liquidity risk control of the problems in commercial banks and summarized used methods controlling and … setting the liquidity risk. There is properly done liquidity risk analysis and the estimation of AB “Šiaulių bankas …

direction of company-specific news. Information-implied reactions in returns, volatility as well as liquidity demand and supply …, this is only true if news items are classified as highly relevant. Liquidity supply reacts less distinctly due to a …

supplying liquidity to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange …

that both the sensitivity of returns to liquidity and liquidity premia have significantly declined over the past four … strategies virtually unprofitable. Our results are robust to several conventional liquidity measures related to volume. When … using liquidity measure that is not related to volume, we find just weak evidence of a liquidity premium even in the early …

Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the … the associations between liquidity and message traffic. Based on within-stock variation, we find that algorithmic trading … and liquidity are positively related. To sort out causality, we use the start of autoquoting on the NYSE as an exogenous …