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Liquidity commonality in an emerging market : evidence from the Amman stock exchange

Tayeh, Mohammad; Bino, Adel; Abu Ghunmi, Diana; Tayem, Ghada - In: International journal of economics and finance 7 (2015) 2, pp. 203-213

Persistent link: https://www.econbiz.de/10010490196

Commonality in ask-side vs. bid-side liquidity

Sensoy, Ahmet - In: Finance research letters 28 (2019), pp. 198-207

Persistent link: https://www.econbiz.de/10012388306

The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market

Wan, Xiaoyuan - In: Journal of empirical finance 55 (2020), pp. 104-118

Persistent link: https://www.econbiz.de/10012175267

Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality

Rösch, Christoph G.; Kaserer, Christoph - In: Journal of banking & finance 37 (2013) 7, pp. 2284-2302

Persistent link: https://www.econbiz.de/10009760681

Reprint of: Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality

Rösch, Chistoph G.; Kaserer, Christoph - In: Journal of banking & finance 45 (2014), pp. 152-170

Persistent link: https://www.econbiz.de/10010466608

Liquidity provision and stock return predictability

Hendershott, Terrence; Seasholes, Mark S. - In: Journal of banking & finance 45 (2014), pp. 140-151

Persistent link: https://www.econbiz.de/10010466615

Flighty Liquidity

Boyarchenko, Nina - 2019

We study how the risks to future liquidity flow across corporate bond, Treasury, and stock markets. We document … distribution “flight-to-safety” effects: a deterioration in the liquidity of high-yield corporate bonds forecasts an increase in … the average liquidity of Treasury securities and a decrease in uncertainty about the liquidity of investment …

Persistent link: https://www.econbiz.de/10012897700

Liquidating Illiquid Collateral

Oehmke, Martin - 2015

Defaults of financial institutions can cause large, disorderly liquidations of repo collateral. This paper analyzes the dynamics of such liquidations. The model shows that (i) the equilibrium price of the collateral asset can overshoot; (ii) the creditor structure in repo lending involves a...

Persistent link: https://www.econbiz.de/10013036180

Stock repurchases and liquidity

Hillert, Alexander; Maug, Ernst; Obernberger, Stefan - In: Journal of financial economics 119 (2016) 1, pp. 186-209

Persistent link: https://www.econbiz.de/10011589751

Liquidity

Christa Bouwman, Christa H. S. - In: The Oxford handbook of banking. 2015

Persistent link: https://www.econbiz.de/10013476439

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