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Trading volume and liquidity provision in cryptocurrency markets

Bianchi, Daniele; Babiak, Mykola; Dickerson, Alexander - 2022

We provide empirical evidence within the context of cryptocurrency markets that the returns from liquidity provision … liquidity provision are amplified in smaller, more volatile, and less liquid cryptocurrency pairs where fear of adverse … highlight the role of inventory risk and adverse selection for liquidity provision. …

Persistent link: https://www.econbiz.de/10013256971

Paying for market liquidity : competition and incentives

Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2019

Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? Using data from NYSE … changes in rebates and requirements for DMMs, do not have any tangible effect on market liquidity. Our results are of …

Persistent link: https://www.econbiz.de/10011987269

Optimal liquidation and adverse selection in dark pools

Kratz, Peter; Schöneborn, Torsten - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 177-210

Persistent link: https://www.econbiz.de/10011969158

Foreign ownership and stock market liquidity

Lee, Jieun; Chung, Kee H. - In: International review of economics & finance : IREF 54 (2018), pp. 311-325

Persistent link: https://www.econbiz.de/10012033418

Risk sentiment and firms' liquidity in the French market

Zreik, Ousayna; Louhichi, Waël - In: Research in international business and finance 39 (2017), pp. 809-823

Persistent link: https://www.econbiz.de/10011912366

Corporate disclosures, information asymmetry and stock-market liquidity in France

Ajina, Aymen; Sougné, Danielle; Lakhal, Faten - In: The journal of applied business research 31 (2015) 4, pp. 1223-1237

Persistent link: https://www.econbiz.de/10011350609

The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market

Wan, Xiaoyuan - In: Journal of empirical finance 55 (2020), pp. 104-118

Persistent link: https://www.econbiz.de/10012175267

The role of dissemination in market liquidity : evidence from firms' use of Twitter

Blankespoor, Elizabeth; Miller, Gregory S.; White, Hal D. - In: The accounting review : a publication of the American … 89 (2014) 1, pp. 79-112

Persistent link: https://www.econbiz.de/10010256790

Commonality in equity options liquidity : evidence from European markets

Verousis, Thanos; Ap Gwilym, Owain; Voukelatos, Nikolaos - In: The European journal of finance 22 (2016) 10/12, pp. 1204-1223

Persistent link: https://www.econbiz.de/10011715347

Liquidity and impact in fair markets

Jaisson, Thibault - In: Market microstructure and liquidity 1 (2015) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10011588225

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