: the deterioration of bond market liquidity, the increased bond specialness on the repurchase agreement market, and the …

Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE … in rebates and requirements for DMMs, do not have any tangible effect on market liquidity. Our results are of relevance …

Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE … changes in rebates and requirements for DMMs, do not have any tangible effect on market liquidity. Our results are of …

This paper examines the dynamic relationship between credit risk and liquidity in the sovereign bond market in the … context of the European Central Bank (ECB) interventions. Using a comprehensive set of liquidity measures obtained from a … risk, as measured by the Italian sovereign credit default swap (CDS) spread, generally drive the liquidity of the market: a …

others, suggesting that there is no speed advantage. HFTs lead price discovery, and neither harm nor improve liquidity. They …

: the deterioration of bond market liquidity, the increased bond specialness on the repurchase agreement market, and the …

Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by mutual funds is …-capitalized standby liquidity providers for recovery from fast crashes. …

We study the role of various trader types in providing liquidity in spot and futures markets based on data from the … overnight are the primary liquidity providers in both spot and futures markets. We have two crashes in our sample, both … in both markets. Market stability may require the presence of well-capitalized standby liquidity providers for recovery …

Exchange of India for a single large stock. During normal times, trading activity and liquidity provision by mutual funds is …-capitalized standby liquidity providers for recovery from crashes. …

Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from the … small changes in rebates and requirements for DMMs, do not have any tangible effect on market liquidity. Our analysis shows … that incentivizing DMMs might not necessary lead to an improvement of market liquidity unless exchanges induce greater …