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The fragility of discretionary liquidity provision : lessons from the collapse of the auction rate securities market

Han, Song; Li, Dan - 2010

Persistent link: https://www.econbiz.de/10008670003

Effects of liquidity on the non-default component of corporate yield spreads : evidence from intraday transactions data

Han, Song; Zhou, Hao - In: The quarterly journal of finance 6 (2016) 3, pp. 1-49

Persistent link: https://www.econbiz.de/10011531498

The fragility of discretionary liquidity provision : lessons from the collapse of the auction rate securities market

Han, Song; Li, Dan - 2011

Persistent link: https://www.econbiz.de/10008934732

Information and liquidity of over-the-counter securities : evidence from public registration of Rule 144A bonds

Han, Song; Huang, Alan Guoming; Kalimipalli, Madhu; Wang, Ke - In: Journal of financial markets 59 (2022) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10013346737

Trading relationships in secured markets : evidence from triparty repos

Han, Song; Nikolaou, Kleopatra; Tase, Manjola - In: Journal of banking & finance 139 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013464332

The Fragility of Discretionary Liquidity Provision : Lessons from the Collapse of the Auction Rate Securities Market

Han, Song - 2015

We study the fragility of discretionary liquidity provision by major financial intermediaries during systemic events. The laboratory of our study is the recent collapse of the auction rate securities (ARS) market. Using a comprehensive dataset constructed from auction reports and intraday...

Persistent link: https://www.econbiz.de/10013038246

The Fragility of Discretionary Liquidity Provision - Lessons from the Collapse of the Auction Rate Securities Market

Han, Song; Dan, Li - 2011

Persistent link: https://www.econbiz.de/10014179447