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What are the best liquidity proxies for global research?
Fong, Kingsley Y. L.; Holden, Craig W.; Trzcinka, Charles - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1355-1401
Persistent link: https://www.econbiz.de/10011803836
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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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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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Liquidity, resiliency and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik; Carrion, Allen; Tuttle, Laura; … - In: Journal of financial economics 121 (2016) 1, pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
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Zu der Frage nach der Liquidität von Wertpapieren und ihren Auswirkungen auf Wertpapierpreise
Mahn, Stephan (contributor) - 2002
Persistent link: https://www.econbiz.de/10003476633
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Mikrostruktur und Handelseffizienz von Wertpapiermärkten : Konzeption einer vergleichenden Analyse
Liesner, Jörg - 1996 - [Mikrofiche-Ausg.]
Persistent link: https://www.econbiz.de/10000939223
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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/10003864016
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Explaining the Czech interbank market risk premium
Geršl, Adam; Lešanovská, Jitka - In: Economic systems 38 (2014) 4, pp. 536-551
Persistent link: https://www.econbiz.de/10010467349
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Illiquidity in sovereign debt markets
Passadore, Juan; Xu, Yu - In: Journal of international economics 137 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013439995
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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