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High frequency market making during stressed periods
Xu, Ke - In: International review of economics & finance : IREF 87 (2023), pp. 379-397
Persistent link: https://www.econbiz.de/10014472358
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The optimal strategies of competitive high-frequency traders and effects on market liquidity
Ge, Hengshun; Yang, Haijun; Doukas, John A. - In: International review of economics & finance : IREF 91 (2024), pp. 653-679
Persistent link: https://www.econbiz.de/10014492246
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The pricing of liquidity risk on the Shanghai stock market
Ho, Tsung-wu; Chang, Shu-Hwa - In: International review of economics & finance : IREF 38 (2015), pp. 112-130
Persistent link: https://www.econbiz.de/10011572341
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Stock market liquidity, funding liquidity, financial crises and quantitative easing
Mishra, Ajay Kumar; Parikh, Bhavik; Spahr, Ronald W. - In: International review of economics & finance : IREF 70 (2020), pp. 456-478
Persistent link: https://www.econbiz.de/10012486824
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Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis
Mayordomo, Sergio; Rodriguez-Moreno, Maria; Peña … - In: International review of economics & finance : IREF 31 (2014), pp. 171-192
Persistent link: https://www.econbiz.de/10010490426
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Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng; Chung, Huimin; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 45 (2016), pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
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Analysis of stock market volatility : adjusted VPIN with high-frequency data
Yang, Haijun; Feng, Xue - In: International review of economics & finance : IREF 75 (2021), pp. 210-222
Persistent link: https://www.econbiz.de/10012692470
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How financial crises affect the relationship between idiosyncratic volatility and stock returns
Chen, Yi-Ling; Wang, Ming-Chun; Lin, Jun-Biao; Huang, … - In: International review of economics & finance : IREF 80 (2022), pp. 96-113
Persistent link: https://www.econbiz.de/10013341740
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Intraday price jumps, market liquidity, and the magnet effect of circuit breakers
Jian, Zhihong; Zhu, Zhican; Zhou, Jie; Wu, Shuai - In: International review of economics & finance : IREF 70 (2020), pp. 168-186
Persistent link: https://www.econbiz.de/10012486784
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Liquidity policies and financial fragility
Wegner, Danilo Lopomo Beteto - In: International review of economics & finance : IREF 70 (2020), pp. 135-153
Persistent link: https://www.econbiz.de/10012486778