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Journal of financial and quantitative analysis : JFQA
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828
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1
Stock and bond market liquidity : a long-run empirical analysis
Goyenko, Ruslan Y.
;
Ukhov, Andrey D.
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 189-212
Persistent link: https://www.econbiz.de/10003854599
Saved in:
2
Treasury bond illiquidity and global equity returns
Goyenko, Ruslan
;
Sarkissian, Sergei
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
Saved in:
3
Safe-asset shortages : evidence from the European government bond lending market
Aggarwal, Reena
;
Bai, Jennie
;
Laeven, Luc
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
8
,
pp. 2689-2719
Persistent link: https://www.econbiz.de/10012705189
Saved in:
4
The liquidity effects of official bond market intervention
Pooter, Michiel de
;
Martin, Robert F.
;
Pruitt, Seth
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 243-268
Persistent link: https://www.econbiz.de/10011929423
Saved in:
5
To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets
Battalio, Robert H.
;
Shkilko, Andriy
;
Van Ness, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1637-1662
Persistent link: https://www.econbiz.de/10011665159
Saved in:
6
Short-term reversals : the effects of past returns and institutional exits
Cheng, Si
;
Hameed, Allaudeen
;
Subrahmanyam, Avanidhar
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 143-173
Persistent link: https://www.econbiz.de/10011667711
Saved in:
7
The term structure of bond liquidity
Gehde-Trapp, Monika
;
Schuster, Philipp
;
Uhrig-Homburg, …
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 2161-2197
Persistent link: https://www.econbiz.de/10011959080
Saved in:
8
The term structure of bond market liquidity and its implications for expected bond returns
Goyenko, Ruslan
;
Subrahmanyam, Avanidhar
;
Ukhov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
1
,
pp. 111-139
Persistent link: https://www.econbiz.de/10008991268
Saved in:
9
Liquidity and arbitrage in the market for credit risk
Nashikkar, Amrut
;
Subrahmanyam, Marti G.
;
Mahanti, Sriketan
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
3
,
pp. 627-656
Persistent link: https://www.econbiz.de/10009385041
Saved in:
10
Flattening the illiquidity curve : retail trading during the COVID-19 lockdown
Ozik, Gideon
;
Sadka, Ronnie
;
Shen, Siyi
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
7
,
pp. 2356-2388
Persistent link: https://www.econbiz.de/10012705181
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