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S&P indexers, delegation costs and liquidity mechanisms

Blume, Marshall E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024128

S&P 500 indexers, tracking errors, and liquidity

Blume, Marshall E. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002024608

Illiquidity and the closed-end fund discounts

Jain, Ravi (contributor); Xia, Yihong (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003229534

Liquidity supply and demand : empirical evidence from the Vancouver stock exchange

Hollifield, Burton; Miller, Robert Allen; Sandås, Patrik; … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002004160

Liquidity risk and expected stock returns

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011423

Packaging liquidity : blind auctions and liquidity provision

Kavajecz, Kenneth A. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002016339

Price discovery in the US treasury market : the impact of orderflow and liquidity on the Yield curve

Brandt, Michael W. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002022631

Institutional Investors and Stock Market Liquidity : Trends and Relationships

Blume, Marshall E. - 2020

In this paper we show that institutional participation in the U.S. stock market in recent decades has played an ever increasing role in explaining cross-sectional variation in stock market illiquidity. We first document trends in the growth of institutional stock ownership using the 13F...

Persistent link: https://www.econbiz.de/10012857193