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The rise and fall of demand for securitizations

Chernenko, Sergey; Hanson, Samuel G.; Sunderam, Adi - 2014

Collateralized debt obligations (CDOs) and private-label mortgage-backed securities (MBS) backed by nonprime loans played a central role in the recent financial crisis. Little is known, however, about the underlying forces that drove investor demand for these securitizations. Using micro-data on...

Persistent link: https://www.econbiz.de/10010532196

Technology upgrades in emerging equity markets : effects on liquidity and trading activity

Yılmaz, Mustafa Kemal; Erdem, Orhan; Eraslan, Veysel; … - In: Finance research letters 14 (2015), pp. 87-92

Persistent link: https://www.econbiz.de/10011552642

Bitcoin and liquidity risk diversification

Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8

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Cultural diversity in ownership and stock liquidity commonality : evidence from China

Zhang, Hao; Luo, Xian; Han, Minghui; Liu, Xiaojuan - In: Finance research letters 40 (2021), pp. 1-7

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Do intra-day auctions improve market liquidity?

Quan Gan; Leung, Henry; Zhou, Zhou - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012820064

Stock liquidity and return distribution : evidence from the London Stock Exchange

Wang, Andong; Hudson, Robert; Rhodes, Mark J.; Zhang, Sijia - In: Finance research letters 39 (2021), pp. 1-5

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What drives the liquidity of cryptocurrencies? : a long-term analysis

Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012804989

Investor attention and bitcoin liquidity : evidence from bitcoin tweets

Choi, Hyungeun - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805015

Illiquidity contagion and pricing of commonality risk : evidence from a dynamic conditional correlation model

Beyene, Nardos; Huang, Peng; Hueng, C. James - In: Finance research letters 39 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012805167

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach

Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012485169