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Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494216
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Funding liquidity and stocks' market liquidity : structural estimation from high-frequency data
Aielli, Gian Piero; Pirino, Davide - 2023
Persistent link: https://www.econbiz.de/10014446493
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Funding liquidity and market liquidity : the broker-dealer perspective
Macchiavelli, Marco; Zhou, Xing - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3379-3398
Persistent link: https://www.econbiz.de/10013368659
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International stock market liquidity : a review
Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: Managerial finance 42 (2016) 2, pp. 118-135
Persistent link: https://www.econbiz.de/10011539313
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Phantom liquidity and high-frequency quoting
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 13 (2018) 4, pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
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Phantom liquidity and high-frequency quoting
Blocher, Jesse; Cooper, Rick; Seddon, Jonathan; Van … - In: The journal of trading 11 (2016) 3, pp. 6-15
Persistent link: https://www.econbiz.de/10011697583
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Credit spread and liquidation value-based debt financing constraint
Shibata, Takashi; Nishihara, Michi - In: International journal of theoretical and applied finance 22 (2019) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012153003
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Measuring Liquidity in Bond Markets
Schestag, Raphael - 2019
In the literature, there is no consensus on a common approach to measure bond liquidity. This paper is the first to … comprehensively compare all commonly employed liquidity measures based on intraday and daily data for the U.S. corporate bond market …
Persistent link: https://www.econbiz.de/10012905204
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Default risk as a factor preventing companies from entering the sukuk market
Kalimullina, Madina; Hassan, M. Kabir - In: Risk management : an international journal 24 (2022) 4, pp. 298-326
Persistent link: https://www.econbiz.de/10013464188
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What happens to bond liquidity when some bonds of the issuer mature?
Stock, Duane R.; Wang, Runzu - In: The journal of fixed income : JFI 33 (2023) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10014310190