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Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan; Upadhyay, Arun - In: Japan and the world economy : international journal of … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012940111
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High frequency trading and mini flash crashes
Golub, Anton; Keane, John; Poon, Ser-Huang - 2012
Top of the Book. We find strong evidence that Mini Flash Crashes have an adverse impact on market liquidity and are … associated with Fleeting Liquidity. …
Persistent link: https://www.econbiz.de/10010420137
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Liquidity creation and financial instability
Becke, Susanne von der - 2015
Persistent link: https://www.econbiz.de/10011420133
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2017
frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity … consumption decisions: traders demand more liquidity when the market becomes less liquid, which in turn makes the market more … illiquid, fostering the initial demand hike. This can generate market instability, where an initial dearth of liquidity …
Persistent link: https://www.econbiz.de/10011637013
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Stock market liquidity during periods of distress and its implications : evidence from international financial markets
Enow, Samuel Tabot - In: International journal of economics and financial issues … 13 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014227896
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High-frequency trading : a literature review
Virgilio, Gianluca Piero Maria - In: Financial markets and portfolio management 33 (2019) 2, pp. 183-208
Persistent link: https://www.econbiz.de/10012113804
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Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading
Leal, Sandrine Jacob; Napoletano, Mauro - 2016
Persistent link: https://www.econbiz.de/10011644118
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Impact of inventory-based electronic liquidity providers within a high-frequency event- and agent-based modeling framework
Mandes, Alexandru - 2015
This contribution addresses the impact of high-frequency electronic liquidity provision strategies on financial markets …
Persistent link: https://www.econbiz.de/10010531038
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Impact of electronic liquidity providers within a high-frequency agent-based modeling framework
Mandes, Alexandru - In: Computational economics 55 (2020) 2, pp. 407-450
Persistent link: https://www.econbiz.de/10012223640
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2016
frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity … consumption decisions: traders demand more liquidity when the market becomes less liquid, which in turn makes the market more … illiquid, fostering the initial demand hike. This can generate market instability, where an initial dearth of liquidity …
Persistent link: https://www.econbiz.de/10011587522