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Constrained liquidity provision in currency markets

Huang, Wenqian; Ranaldo, Angelo; Schrimpf, Andreas; … - 2024

We devise a simple model of liquidity demand and supply to deepen the understanding of dealers’ liquidity provision in …' intermediation capacity is constrained the cost of liquidity provision increases disproportionately relative to dealer …-intermediated volume. Thus, the otherwise strong and positive relation between liquidity costs and trading volume effectively shrinks to …

Persistent link: https://www.econbiz.de/10014460793

Stock extreme illiquidity and the cost of capital

Belkhir, Mohamed; Saad, Mohsen M.; Samet, Anis - In: Journal of banking & finance 112 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012225312

Illiquidity transmission in a three-country framework : a conditional approach

Fiesel, Stefan; Uhrig-Homburg, Marliese - In: Schmalenbach business review : sbr 17 (2016) 3/4, pp. 261-284

Persistent link: https://www.econbiz.de/10011634217

Day long effect of liquidity on stock return : an empirical investigation in a day of political and economic importance in India

Tripathy, Trilochan; Ahluwalia, Eshan - In: International journal of economics and finance 7 (2015) 10, pp. 204-214

Persistent link: https://www.econbiz.de/10011376119

Liquidity tail risk and credit default swap spreads

Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153

Persistent link: https://www.econbiz.de/10011866884

Liquidity risk of corporate bond returns : conditional approach

Acharya, Viral V.; Amihud, Yakov; Bharath, Sreedhar T. - In: Journal of financial economics 110 (2013) 2, pp. 358-386

Persistent link: https://www.econbiz.de/10010208670

How much can illiquidity affect corporate debt yield spread?

Abudy, Menachem; Raviv, Alon - In: Journal of financial stability 25 (2016), pp. 58-69

Persistent link: https://www.econbiz.de/10011704784

Illiquidity and stock returns

Mooradian, Robert M. - In: Review of applied economics 16 (2020) 1/2, pp. 31-49

Persistent link: https://www.econbiz.de/10012670439

Liquidity shocks and the negative premium of liquidity volatility around the world

Feng, Frank Y.; Kang, Wenjin; Zhang, Huiping - In: Journal of international money and finance 139 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014478240

Realized volatility, liquidity, and corporate yield spreads

Rossi, Marco - In: The quarterly journal of finance 4 (2014) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10010423791

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