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Market microstructure invariance : empirical hypotheses
Kyle, Albert S.; Obižaeva, Anna - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
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Investor sentiment, limited arbitrage, and the cash holding effect
Li, Xiafei; Luo, Di - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2141-2168
Persistent link: https://www.econbiz.de/10011804685
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The multiple dimensions of liquidity
Garabedian, Garo; Inghelbrecht, Koen - 2020
Persistent link: https://www.econbiz.de/10012793065
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Tobin tax and trading volume tightening : a reassessment
Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141
Persistent link: https://www.econbiz.de/10011289358
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Commodity price correlation and time varying hedge ratios
Lahiani, Amine; Guesmi, Khaled - In: The journal of applied business research 30 (2014) 4, pp. 1053-1061
Persistent link: https://www.econbiz.de/10010400627
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Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan; Guasoni, Paolo; Muhle-Karbe, Johannes; … - In: Finance and stochastics 18 (2014) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
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Mortgage default in local markets
Capozza, Dennis R. - In: Real estate economics : journal of the American Real … 25 (1997) 4, pp. 631-655
Persistent link: https://www.econbiz.de/10001231102
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Liquidity commonality in the cryptocurrency market
Tripathi, Abhinava; Dixit, Alok; Vipul - In: Applied economics 54 (2022) 15, pp. 1727-1741
Persistent link: https://www.econbiz.de/10012875639
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Endogenous Mortgage Choice, Borrowing Constraints and the Tenure Decision
LaFayette, William C. - 1995
Earlier research has shown that lender income and wealth constraint ratios discourage homeownership. This empirical research has been based on home purchasers using an 80 percent loan-to-value (LTV) fixed-rate conventional loan. Employing the same assumption, we find that the constraints lowered...
Persistent link: https://www.econbiz.de/10012473815
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Endogenous mortgage choice, borrowing constraints and the tenure decision
LaFayette, William C. - 1995
Persistent link: https://www.econbiz.de/10013416789