Similar Search Results

Dynamics of Research and Strategic Trading

Banerjee, Snehal - 2020

can “crowd in” private information acquisition, and increase price informativeness and harm liquidity, instead of … improve price informativeness and liquidity …

Persistent link: https://www.econbiz.de/10012855102

What Is the Optimal Trading Frequency in Financial Markets?

Du, Songzi - 2016

This paper studies the impact of increasing trading frequency in financial markets on allocative efficiency. We build and solve a dynamic model of sequential double auctions in which traders trade strategically with demand schedules. Trading needs are generated by time-varying private...

Persistent link: https://www.econbiz.de/10012980709

What drives stock market underreaction to liquidity shocks? : evidence from Korea

Jang, Jeewon - In: Asia-Pacific journal of financial studies 51 (2022) 1, pp. 44-80

Persistent link: https://www.econbiz.de/10013161902

Oversight Failure in Securities Markets

Yadav, Yesha - 2020

consolidation, while maintaining competition in market structure …

Persistent link: https://www.econbiz.de/10012855620

Existence of multiple equilibria in a short-term market with persistent liquidity trading

Çetin, Müge - In: International review of financial analysis 78 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013252789

Liquidity commonality beyond best prices : Indian evidence

Tripathi, Abhinava; Vipul; Dixit, Alok - In: The journal of asset management 21 (2020) 4, pp. 355-373

Persistent link: https://www.econbiz.de/10012292805

Legal insider trading and stock market liquidity

Degryse, Hans; Jong, Frank de; Lefebvre, Jérémie - In: De economist : Netherlands economic review ; quarterly … 164 (2016) 1, pp. 83-104

Persistent link: https://www.econbiz.de/10011718543

Liquidity and asset prices in a monetary model with OTC asset markets

Mattesini, Fabrizio; Nosal, Ed - In: Journal of economic theory 164 (2016), pp. 187-217

Persistent link: https://www.econbiz.de/10011649238

Bid- and ask-side liquidity in the NYSE limit order book

Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38

Persistent link: https://www.econbiz.de/10012001137

The determinants of securities trading activity : evidence from four European equity markets

Camilleri, Silvio John; Galea, Francelle - In: Journal of capital markets studies 3 (2019) 1, pp. 47-67

activity and five possible liquidity determinants: market capitalisation, dividend yield, earnings yield, company growth and … the cross-sectional variation in stock liquidity at a more detailed level. Originality/value - The originality of the … paper rests on two important grounds: the authors focus on trading turnover rather than on other liquidity proxies, since …

Persistent link: https://www.econbiz.de/10012114563