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Impact of leveraged ETF trading on the market quality of component stocks
Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 28 (2014), pp. 90-108
Persistent link: https://www.econbiz.de/10010461174
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Liquidity commonality in foreign exchange markets during the global financial crisis and the sovereign debt crisis : effects of macroeconomic and quantitative easing announcements
Chang, Ya-Ting; Gau, Yin-feng; Hsu, Chih-chiang - In: The North American journal of economics and finance : a … 42 (2017), pp. 172-192
Persistent link: https://www.econbiz.de/10011938097
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What drives the liquidity premium in the Chinese stock market?
An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
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Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara; Kliber, Agata - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012821881
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Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ko, Hee-Un; … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012654953
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Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang; Lin, Sha - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
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Measuring liquidity with return volatility : an analytical approach based on heavy-tailed Censored-GARCH model
Zhao, Wandi; Gao, Yang; Wang, Mingjin - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013538992
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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The impact of credit and fiscal policy under a liquidity trap
Yépez, Carlos A. - In: The North American journal of economics and finance : a … 44 (2018), pp. 1-11
Persistent link: https://www.econbiz.de/10012036284
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The impact of funding liquidity on market quality
Chen, Wei Peng; Lin, Shu Ling; Lu, Jun; Wu, Chih-Chiang - In: The North American journal of economics and finance : a … 44 (2018), pp. 153-166
Persistent link: https://www.econbiz.de/10012036530