This paper investigates the effect of the introduction of exchange-traded funds (ETFs) on the liquidity of individual …

Extreme market outcomes are often followed by a lack of liquidity and a lack of trade. This market collapse seems … uncertainty with liquidity, we specify a simple market where a monopolist financial intermediary makes a market for a propriety … liquidity. Our infinite-horizon example produces short, dramatic decreases in liquidity even though the underlying environment …

algorithms are documented that can be rectified by recognizing that the impact on liquidity is the fundamental characteristic … underlying order placement. Although this liquidity-based method is difficult to implement, it more closely captures the actual …

the liquidity level of derivative markets and economic growth in the cases of developed countries indicates that the risk … transfer function of the derivative markets is a contribution to economic growth. We find the liquidity level of underlying … liquidity in the underlying spot market, derivative trading can be sustained. …

impact of volume on liquidity costs. Volatility of futures prices and volume per trade are positively related to liquidity …This study compares liquidity costs and other characteristics of electronic and open outcry hard red winter wheat … futures contracts traded on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market …

There are several factor that influent in banking performance such as liquidity and profitability. There could be …

We analyze the problem of an investor who needs to unwind a portfolio in the face of recurring and uncertain liquidity …

We study the determinants of liquidity and price differentials between on-the-run and off-the-run U.S. Treasury bond … of these shocks on both off/on-the-run price and liquidity differentials in the presence of two realistic market … implications by analyzing daily differences in market liquidity and yields for on-the-run and off-the-run three-month, six …