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Cryptocurrencies in portfolios : return-liquidity trade-off around China forbidding initial coin offerings
Zhang, Sijia; Gregoriou, Andros - In: Applied economics letters 28 (2021) 12, pp. 1036-1040
Persistent link: https://www.econbiz.de/10012589737
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Understanding spread in the electronic futures markets : financial crisis perspective
Oztekin, A. Senol; Dandapani, Krishnan; Mishra, Suchismita - In: Applied economics 50 (2018) 20, pp. 2243-2250
Persistent link: https://www.econbiz.de/10011850124
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A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung; Chen, Shikuan; Chang, Ming-Jen - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
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The impact of liquidity shocks through the limit order book
Wuyts, Gunther - 2008
This paper analyzes liquidity in an order driven market. We only investigate the best limits in the limit order book … liquidity. We develop and estimate several econometric models, based on depth and prices in the book, as well as on the slopes … of the limit order book. The dynamics of different dimensions of liquidity are analyzed: prices, depth at and beyond the …
Persistent link: https://www.econbiz.de/10010303701
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Liquidity effects and FFA returns in the international shipping derivatives market
Alizadeh-Masoodian, Amir H.; Kappou, Konstantina; … - In: Transportation research / E : an international journal 76 (2015), pp. 58-75
Persistent link: https://www.econbiz.de/10010518610
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Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs
Lee, Hsiu-Chuan; Tseng, Yung-Ching; Yang, Chung-Jen - In: Pacific-Basin finance journal 29 (2014), pp. 35-58
Persistent link: https://www.econbiz.de/10010494004
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What drives the liquidity of cryptocurrencies? : a long-term analysis
Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012804989
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Covid-19 and high-yield emerging market bonds : insights for liquidity risk management
Gubareva, Mariya - In: Risk management : an international journal 23 (2021) 3, pp. 193-212
Persistent link: https://www.econbiz.de/10012600980
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Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
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Liquidity in global real estate securities markets : a cyclical and regional analysis pre, during and post GFC
Lux, Nicole; Moss, Alex - In: Journal of property investment & finance 34 (2016) 4, pp. 321-346
Persistent link: https://www.econbiz.de/10011595033