Similar Search Results

The price of liquidity : CD rates charged by money market funds

Whitledge, Matthew D.; Winters, Drew B. - In: Journal of banking & finance 54 (2015), pp. 104-114

Persistent link: https://www.econbiz.de/10011377794

Preferred habitat for liquidity in international short-term interest rates

Kotomin, Vladimir; Smith, Stanley D.; Winters, Drew B. - In: Journal of banking & finance 32 (2008) 2, pp. 240-250

Persistent link: https://www.econbiz.de/10003647200

Liquidity issues in the money markets

Griffiths, Mark D.; Kotomin, Vladimir; Winters, Drew B. - In: Stock market liquidity : implications for market …, (pp. 43-58). 2008

Persistent link: https://www.econbiz.de/10003650470

What does PIN identify? : evidence from the T-bill market

Akay, Ozgur; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of financial markets 15 (2012) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10009356614

Federal Reserve financial crisis lending programs and bank stock returns

Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: Journal of banking & finance 37 (2013) 10, pp. 3819-3829

Persistent link: https://www.econbiz.de/10010127451

The federal reserve and the 2007 - 2009 financial crisis : treating a virus with antibiotics? ; evidence from the commercial paper market

Griffiths, Mark D.; Kotomin, Vladimir; Winters, Drew B. - In: The financial review : the official publication of the … 46 (2011) 4, pp. 541-567

Persistent link: https://www.econbiz.de/10009384059

Interest-rate and calendar-time effects in money market fund and bank deposit cash flows

Kotomin, Vladimir; Smith, Stanley D.; Winters, Drew B. - In: Journal of economics and finance 38 (2014) 1, pp. 84-95

Persistent link: https://www.econbiz.de/10010387968

On a preferred habitat for liquidity at the turn-of-the-year : evidence from the term-repo market

Griffiths, Mark D. - In: Journal of financial services research : JFSR 12 (1997) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10001227783

The price of liquidity: CD rates charged by money market funds

Whitledge, Matthew D.; Winters, Drew B. - In: Journal of Banking & Finance 54 (2015) C, pp. 104-114

We examine the cost of liquidity in rates on CDs purchased by money market funds (MMFs). We find no evidence that rates vary directly with the size of CDs. However, we do find that large MMFs receive higher rates on large CDs than small MMFs. This suggests banks pay for (potential) liquidity.

Persistent link: https://www.econbiz.de/10011264662

What does PIN identify? Evidence from the T-bill market

Akay, Ozgur; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of Financial Markets 15 (2012) 1, pp. 29-46

The probability of informed trading (PIN) measure has been increasingly used in empirical research in finance. However, there is a growing debate as to whether PIN measures information-based or liquidity-based trading. We contribute to the discussion by estimating PIN using transaction data for...

Persistent link: https://www.econbiz.de/10010869356