Showing 1 - 3 of 3
. The stock picks show substantial short- and long-run price and liquidity gains, although no new information is revealed …
Persistent link: https://www.econbiz.de/10001751980
. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid …
Persistent link: https://www.econbiz.de/10001752003
. Overall, this study deepens our understanding of the dynamics of liquidity in financial markets and suggests how asset …
Persistent link: https://www.econbiz.de/10001629622