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Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Wang, Xinjie; Wu, Yangru; Yan, Hongjun; Zhong, Zhaodong - In: Journal of financial economics 139 (2021) 2, pp. 545-560
Persistent link: https://www.econbiz.de/10012693688
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Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
Loon, Yee Cheng; Zhong, Zhaodong - In: Journal of financial economics 119 (2016) 3, pp. 645-672
Persistent link: https://www.econbiz.de/10011590041
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Migrate or not? : the effects of regulation SHO on options trading activities
Li, Yubin; Zhao, Chen; Zhong, Zhaodong - In: Review of derivatives research 19 (2016) 2, pp. 113-146
Persistent link: https://www.econbiz.de/10011927960
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Post-crisis regulations, market making, and liquidity in over-the-counter markets
Wang, Xinjie; Zhong, Zhaodong - In: Journal of banking & finance 134 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013400175
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Post-Crisis Regulations, Market Making, and Liquidity in Over-the-Counter Markets
Wang, Xinjie - 2020
We augment a simple inventory model with new features of the post-crisis regulations to offer new predictions on the effects of post-crisis regulations on the over-the-counter markets. First, the increased capital requirements of Basel III lead to an overall increase in order rejection rates of...
Persistent link: https://www.econbiz.de/10012850380