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Cryptocurrencies in portfolios : return-liquidity trade-off around China forbidding initial coin offerings
Zhang, Sijia; Gregoriou, Andros - In: Applied economics letters 28 (2021) 12, pp. 1036-1040
Persistent link: https://www.econbiz.de/10012589737
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Liquidity commonality on National Stock Exchange : size and sector effect
Kumar, Suraj; Prasanna, Krishna - In: Applied economics letters 28 (2021) 14, pp. 1208-1221
Persistent link: https://www.econbiz.de/10012589994
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The impacts of liquidity measures and credit rating on corporate bond yield spreads : evidence from China's green bond market
Chang, Kai; Feng, Yan Ling; Liu, Wang; Lu, Ning; Li, … - In: Applied economics letters 28 (2021) 17, pp. 1446-1457
Persistent link: https://www.econbiz.de/10012626592
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The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine
Ahn, Yongkil - In: Applied economics letters 28 (2021) 15, pp. 1271-1276
Persistent link: https://www.econbiz.de/10012609650
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Shock amplification in an interconnected financial system of banks and investment funds
Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; … - 2021
shock. Our contagion mechanism operates through a dual channel of liquidity and solvency risk. The joint modelling of banks …
Persistent link: https://www.econbiz.de/10012603035
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Do dark pools amplify volatility in times of stress?
Petrescu, Monica; Wedow, Michael; Lari, Natalia - In: Applied economics letters 24 (2017) 1/3, pp. 25-29
Persistent link: https://www.econbiz.de/10011703770
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Investor recognition and liquidity : evidence from dual listing on the NYSE and NASDAQ
Hegde, Shantaram P.; Lin, Hao; Varshney, Sanjay B. - In: Applied economics letters 24 (2017) 4/6, pp. 229-232
Persistent link: https://www.econbiz.de/10011704418
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Credit unions during the crisis : did they provide liquidity?
Maskara, Pankaj Kumar; Neymotin, Florence - In: Applied economics letters 26 (2019) 3, pp. 174-179
Persistent link: https://www.econbiz.de/10012204160
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Quantitative easing and the price-liquidity trade-off
Ferdinandusse, Marien; Freier, Maximilian; Ristiniemi, … - 2020
We consider the effects of quantitative easing on liquidity and prices of bonds in a search- and matching model. The … a decline in yields, while they have opposite effects on market liquidity. This results in a price-liquidity trade …-off. Initially, liquidity improves in reaction to central bank demand. As the central bank buys and holds bonds, supply becomes …
Persistent link: https://www.econbiz.de/10012212850
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Financial transaction taxes, market composition, and liquidity
Colliard, Jean-Edouard; Hoffmann, Peter - 2017
. Instead, our results are in line with the hypothesis that a lower trading volume reduces liquidity, and thereby market quality …
Persistent link: https://www.econbiz.de/10011637023