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~person:"Chordia, Tarun"
~person:"Geromichalos, Athanasios"
~person:"Reis, Ricardo"
~person:"Subrahmanyam, Marti G."
~subject:"Liquidität"
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Liquidität
Liquidity
106
Theorie
36
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36
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31
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29
USA
27
United States
27
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26
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English
92
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Chordia, Tarun
Geromichalos, Athanasios
Reis, Ricardo
Subrahmanyam, Marti G.
Acharya, Viral V.
48
Belke, Ansgar
40
Shin, Hyun Song
40
Subrahmanyam, Avanidhar
37
Pelizzon, Loriana
36
Caballero, Ricardo J.
34
Weill, Pierre-Olivier
28
Marshall, Ben R.
27
Fleming, Michael J.
24
Krishnamurthy, Arvind
24
Lagos, Ricardo
24
Rocheteau, Guillaume
24
Wolters, Jürgen
24
Ranaldo, Angelo
23
Sarkar, Asani
23
Wang, Jiang
23
Vayanos, Dimitri
21
Amihud, Yakov
20
Pedersen, Lasse Heje
19
Theissen, Erik
19
Wright, Randall D.
19
Christiano, Lawrence J.
18
Chung, Kee H.
18
Martin, Antoine
18
Shachar, Or
18
Tirole, Jean
18
Visaltanachoti, Nuttawat
18
Dunne, Peter G.
17
Peydró, José-Luis
17
Riordan, Ryan
17
Velasco, Andrés
17
Chang, Roberto
16
Fecht, Falko
16
Schabert, Andreas
16
Zhang, Shengxing
16
Bindseil, Ulrich
15
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5
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3
Journal of banking & finance
3
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3
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3
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3
Stock market liquidity : implications for market microstructure and asset pricing
3
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ECONIS (ZBW)
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1
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
2
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2017
-
This Version: September 15, 2017
others, suggesting that there is no speed advantage. HFTs lead price discovery, and neither harm nor improve
liquidity
. They …
Persistent link: https://www.econbiz.de/10011723400
Saved in:
3
A search-theoretic model of the term premium
Geromichalos, Athanasios
;
Herrenbrueck, Lucas
;
Salyer, …
-
2013
-
This Version: June 2013
rates of return to compensate agents for their relative lack of
liquidity
. Consistent with empirical findings, our model …
Persistent link: https://www.econbiz.de/10009753184
Saved in:
4
To disclose or not to disclose : transparency and
liquidity
in the structured product market
Friewald, Nils
;
Jankowitsch, Rainer
;
Subrahmanyam, Marti G.
-
2014
-
This version: May 5, 2014
We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study
liquidity
e ffects in the US … structured product market. Our main contribution is the analysis of the relation between the accuracy in measuring
liquidity
and … provide guidance for improving transparency while maintaining trader confidentiality. In addition, we analyze
liquidity
in the …
Persistent link: https://www.econbiz.de/10010361830
Saved in:
5
Monetary policy, asset prices, and
liquidity
in over-the-counter markets
Geromichalos, Athanasios
;
Herrenbrueck, Lucas
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
1
,
pp. 35-79
Persistent link: https://www.econbiz.de/10011516501
Saved in:
6
The strategic determination of the supply of liquid assets
Geromichalos, Athanasios
;
Herrenbrueck, Lucas
-
2016
determine asset
liquidity
. In our model, two asset suppliers try to profit from the
liquidity
services their assets confer …. Asset
liquidity
is indirect in the sense that assets can be sold for money in over-the-counter (OTC) secondary markets …
liquidity
of two assets. Asset demand curves can slope upward for evenmodest degrees of increasing returns in the matching …
Persistent link: https://www.econbiz.de/10011478980
Saved in:
7
A search-theoretic model of the term premium
Geromichalos, Athanasios
;
Herrenbrueck, Lucas
;
Salyer, …
- In:
Theoretical economics : TE ; journal of the Econometric …
11
(
2016
)
3
,
pp. 897-935
Persistent link: https://www.econbiz.de/10011584269
Saved in:
8
A search-theoretic model of the term premium
Geromichalos, Athanasios
;
Herrenbrueck, Lucas M.
; …
- In:
Theoretical economics : TE ; an open access journal in …
11
(
2016
)
3
,
pp. 897-935
state to compensate agents for their relative lack of
liquidity
. Second, since the difference in the yield of short and long …
liquidity
. …
Persistent link: https://www.econbiz.de/10011671888
Saved in:
9
Credit default swaps, exacting creditors and corporate
liquidity
management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
-
2016
Persistent link: https://www.econbiz.de/10012200984
Saved in:
10
Credit default swaps, exacting creditors and corporate
liquidity
management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
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