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Financial market drift : decoupling of the financial sector from the real economy?

Menkhoff, Lukas; Tolksdorf, Norbert - 2001

Persistent link: https://www.econbiz.de/10001520252

Are Volatility Over Volume Liquidity Proxies Useful for Global or US Research?

Fong, Kingsley Y. L. - 2018

We examine a general class of volatility over volume liquidity proxies as computed from low frequency (daily) data. We … start from the Kyle and Obizhaeva (2016) hypothesis of transaction cost invariance to identify a new volatility over volume … liquidity proxy “VoV(%Spread)” for percent spread cost and a new volatility over volume liquidity proxy “VoV(λ)” for the slope …

Persistent link: https://www.econbiz.de/10012933698

Social security and redistribution within generations in an overlapping generations model

Lorz, Oliver - 1999

Persistent link: https://www.econbiz.de/10013261065

Finanzmärkte in der Krise? : Zur Abkoppelung des Finanzsektors von der Realwirtschaft

Menkhoff, Lukas; Tolksdorf, Norbert - 1999

Persistent link: https://www.econbiz.de/10001401288

Cross-listing waves

Sarkissian, Sergei; Schill, Michael J. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 259-306

Persistent link: https://www.econbiz.de/10011577575

Do International Cross-Listings Still Matter?

Gagnon, Louis - 2010

With the rapid globalization of financial markets during the 1980s and 1990s, increasingly more firms from around the world began cross-listing their shares on major overseas stock exchanges. During the past decade, however, the number of new international cross-listings on major exchanges...

Persistent link: https://www.econbiz.de/10013141244