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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003638347
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V.; Schaefer, Stephen M.; Zhang, Yili - 2007
Persistent link: https://www.econbiz.de/10003640610
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Two essays on government bond markets
Wang, Junbo - 2005
Persistent link: https://www.econbiz.de/10003906123
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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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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
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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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Seasoned equity offerings : stock market liquidity and the rights offer paradox
Ginglinger, Edith; Matsoukis, Laure; Riva, Fabrice - In: Journal of business finance & accounting : JBFA 40 (2013) 1/2, pp. 215-238
Persistent link: https://www.econbiz.de/10009729488
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How aggressive are high-frequency traders?
Hagströmer, Björn; Nordén, Lars; Zhang, Dong - In: The financial review : the official publication of the … 49 (2014) 2, pp. 395-419
Persistent link: https://www.econbiz.de/10010363573
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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