Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in … evidence regarding the inventory risks and asymmetric information in uencing individual securities’ liquidity. Thus, this study … aims at documenting the liquidity commonality and measuring its extent in the Indian stock market. Employing fourteen …

quality and liquidity in international equity markets, but mainly a flight-to-quality in the US corporate bond market …

quality and liquidity in international equity markets, but mainly a flight-to-quality in the US corporate bond market …

quality and liquidity in international equity markets, but mainly a flight-to-quality in the US corporate bond market …

controlling for standard risk factors. Liquidity deteriorates on FTS days both in the bond and equity markets. Both economic …

“Funding Liquidity”, “Financial Intermediaries”, or “Pandemic” are only mentioned during specific FTS spells, others such as …

Corporate bond investors are compensated for liquidity and counter-party risk in the yield received in excess of the … credit premium and risk-free rate. This paper shows that the liquidity premium as a hedge against uncertain future states is … interest rate risk. The liquidity premium increases with the time that investors must wait for compensation. The results …