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"Chicago mercantile exchange bitcoin futures : volatility, liquidity and margin"

Luft, Carl F.; Lee, Jin Man; Choi, Jin W. - In: Spoudai : journal of economics and business 69 (2019) 3, pp. 55-74

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 …

Persistent link: https://www.econbiz.de/10012172784

Fear and loathing in the market for US Treasuries and the clearing nostrum

Pirrong, Craig - In: Journal of applied corporate finance : JACF 36 (2024) 1, pp. 29-33

Persistent link: https://www.econbiz.de/10014535719

Retail broker trading restrictions and market liquidity : an examination of GameStop

Garvey, Ryan; He, Jingbin; Wu, Fei - In: Applied economics 56 (2024) 34, pp. 4140-4153

Persistent link: https://www.econbiz.de/10014559273

Impact of stock market liquidity on dividend policy of Nepalese commercial banks

Pokhrel, Sandesh; Khadka, Sewak; Acharya, Shrutee; … - In: Nepalese journal of economics : a publication of … 8 (2024) 3, pp. 141-158

Persistent link: https://www.econbiz.de/10014581017

Debt Recovery in Firm Liquidations : Do Liquidation Trustees Matter?

Cepec, Jaka - 2016

Insolvency systems play a crucial role in protection of creditor rights, yet micro-level empirical evidence on the functioning of insolvency regimes worldwide is sparse. We investigate whether creditors' recovery of outstanding claims, a measure of ex-post efficiency of an insolvency regime,...

Persistent link: https://www.econbiz.de/10012982336