dimensions: price, volatility and liquidity. By comparing the Garman-Klass volatilities of bitcoin spot and futures prices with … compared to other assets. When the ratio of trading volume over open interest is used to measure liquidity, the bitcoin futures … market shows a mid-level liquidity. We also find while the exchange margin is set to meet the normal price volatility that …

Liquidity management has an important place in the asset and liability management of banks. The aim of this study is to … empirically investigate the intra-bank and macroeconomic factors that affect liquidity in 20 Turkish commercial banks. Financial … account. In the panel data analysis where liquidity ratios liquid asset ratio (LAR), acid-test ratio (ATR) and current ratio …

We provide first insights into secondary market trading, liquidity determinants, and the liquidity premium of … dominated by brokers without a proprietary inventory. Liquidity is high in periods of high trading activity in the overall …, using realized bid–ask spreads as a liquidity measure, we find that on average, 21% of the observable yield spread on the …

This study examines the asset–stock liquidity relationship for firms with location‐specific assets. Using a sample of … real estate investment trusts (REITs), we extend the concept of asset liquidity to include information based on local … property market turnover. Our findings confirm that holding more cash increases REIT stock liquidity. More importantly, we find …

pressures are more compliant with the rules. We further find persistent liquidity benefits of the increased risk disclosures but …

Our study investigates the interlink between liquidity, corporate governance and firm value with the adoption of meta … relationship direction, the paper also looks into its heterogeneity. The existence of heterogeneity is confirmed in both liquidity …

dealing with large investor redemptions in the presence of liquidity mismatches. Their tools notwithstanding, bond OEFs had to …

This paper points out the problems of liquidity, disposal and obtaining funds, inability to collect receivables …