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The Sarbanes-Oxley act of 2002 and market liquidity

Jain, Pankaj K.; Kim, Jang-chul; Rezaee, Zabihollah - In: The financial review : the official publication of the … 43 (2008) 3, pp. 361-382

Persistent link: https://www.econbiz.de/10003755372

Trading technology and stock market liquidity : a global perspective

Jain, Pankaj K.; Johnson, William F. - In: Stock market liquidity : implications for market …, (pp. 287-300). 2008

Persistent link: https://www.econbiz.de/10003650772

An examination of the NYSE’s retail liquidity program

Jain, Pankaj K.; Linna, Jared A.; McInish, Thomas H. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 367-373

Persistent link: https://www.econbiz.de/10012655493

Does high-frequency trading increase systemic risk?

Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011722257

Determinants of commodity market liquidity

Jain, Pankaj K.; Kayhan, Ayla; Onur, Esen - In: The financial review : the official publication of the … 59 (2024) 1, pp. 9-30

Persistent link: https://www.econbiz.de/10014483130

Sources of liquidity for NYSE-listed non-US stocks

Bacidore, Jeffrey M.; Battalio, Robert H.; Galpin, Neal; … - In: Journal of banking & finance 29 (2005) 12, pp. 3075-3098

Persistent link: https://www.econbiz.de/10003203851

The empirical analysis of liquidity

Holden, Craig W.; Jacobsen, Stacey; Subrahmanyam, Avanidhar - 2014

Persistent link: https://www.econbiz.de/10010467950

Liquidity Measure Distortions in Fast Markets : Expensive and Cheap Solutions

Holden, Craig W. - 2014

We investigate how the increase in speed of U.S. equity markets has distorted liquidity measures. We find that the widely-used Monthly Trade and Quote (MTAQ) database yields a percent effective spread 43% higher than our benchmark, a quoted spread that is nonpositive nine times more often, and a...

Persistent link: https://www.econbiz.de/10013066461

The Empirical Analysis of Liquidity

Holden, Craig W. - 2017

Persistent link: https://www.econbiz.de/10012973467

Are Volatility Over Volume Liquidity Proxies Useful for Global or US Research?

Fong, Kingsley Y. L. - 2018

We examine a general class of volatility over volume liquidity proxies as computed from low frequency (daily) data. We start from the Kyle and Obizhaeva (2016) hypothesis of transaction cost invariance to identify a new volatility over volume liquidity proxy “VoV(%Spread)” for percent spread...

Persistent link: https://www.econbiz.de/10012933698