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Liquidity, interest, and asset prices
Gale, Douglas (contributor) - 2005
Persistent link: https://www.econbiz.de/10002962194
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Asset bubbles and foreign interest rate shocks
Miao, Jianjun; Wang, Pengfei; Zhou, Jing - In: Review of economic dynamics 44 (2022), pp. 315-348
Persistent link: https://www.econbiz.de/10013346937
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Money supply, interest rate, liquidity and share prices : a test of their linkage
Ariff, Mohamed; Chung, Tin-fah; Shamsher M. - In: Global finance journal 23 (2012) 3, pp. 202-220
Persistent link: https://www.econbiz.de/10009710887
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Money Supply, Interest Rate, Liquidity and Share Prices : A Test of Their Linkage
Chung, Tinfah - 2013
deficiencies in prior studies, provide clear verification of the endogenous money supply theory, money effect on liquidity and on …The money supply impacts on interest rate and liquidity were first proposed in 1961 by Friedman, the late Nobel … laureate. The liquidity effect has yet received unanimous empirical support. Also, research interest on liquidity subsided in …
Persistent link: https://www.econbiz.de/10013084351
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A tale of two tightenings
Lu, Yundi; Valcarcel, Victor J. - In: Journal of economic dynamics & control 166 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10015051229
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The role of pre-existing liquidity in determining pricing efficiency and liquidity gains following the introduction of SETSmm
Chelley-Steeley, Patricia L. - In: European financial management : the journal of the … 21 (2015) 2, pp. 360-376
Persistent link: https://www.econbiz.de/10010516667
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Liquidity dynamics in an electronic open limit order book : an event study approach
Gomber, Peter; Schweickert, Uwe; Theissen, Erik - In: European financial management : the journal of the … 21 (2015) 1, pp. 52-78
Persistent link: https://www.econbiz.de/10010516705
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Compensation schemes, liquidity provision, and asset prices : an experimental analysis
Baghestanian, Sascha; Gortner, Paul; Massenot, Baptiste - 2015
schemes affect liquidity provision and asset prices. Investors face a trade-off between risk and return. At the benefit of a … liquidity provision to force traders to trade at a lower price. By contrast, bonus caps make traders value the asset less than … investors. This should encourage liquidity provision and decrease prices. In contrast to these predictions, we find that under …
Persistent link: https://www.econbiz.de/10010530580
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Central clearing and asset prices
Menkveld, Albert J.; Pagnotta, Emiliano; Zoican, Marius A. - 2013
We investigate the effects of introducing a central clearing counterparty (CCP) on securities prices by adopting as an experimental construct the 2009 CCP reform in three Nordic markets. We find that, relative to other European economies, these countries experience market-adjusted equity returns...
Persistent link: https://www.econbiz.de/10010224773
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Monetary policy, asset prices, and liquidity in over-the-counter markets
Geromichalos, Athanasios; Herrenbrueck, Lucas - In: Journal of money, credit and banking : JMCB 48 (2016) 1, pp. 35-79
Persistent link: https://www.econbiz.de/10011516501