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Some effects of transaction taxes under different microstructures
Pelizzari, Paolo; Westerhoff, Frank H. - 2007
Persistent link: https://www.econbiz.de/10003856780
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Do investors learn about analyst accuracy?
Chang, Charles (contributor); Daouk, Hazem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003792919
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Non-institutional market making behavior : the dalian futures exchange
Jordà, Òscar (contributor); Liu, Holly (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675310
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MiFID II research unbundling - impact on EU equity markets
Amzallag, Adrien; Guagliano, Claudia; Lo Passo, Valentina - 2021
Persistent link: https://www.econbiz.de/10012506001
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Essays on credit default swap and futures markets
Kuate Kamga, Christel Merlin - 2015
Persistent link: https://www.econbiz.de/10011449764
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Unraveling dimensions : commodity futures curves and equity liquidity : grondstofcurven en de liquiditeit van aandelen
Karstanje, Dennis - 2015
Persistent link: https://www.econbiz.de/10010499613
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Illiquidity transmission from spot to futures markets
Korn, Olaf; Krischak, Paolo; Theissen, Erik - 2017 - [vers. 08/2017]
We develop a model of illiquidity transmission from spot to futures markets that formalizes the derivative hedge theory of Cho and Engle (1999). The model shows that spot market illiquidity does not translate one to one to the futures market but, rather, interacts with price risk, liquidity...
Persistent link: https://www.econbiz.de/10011713434
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009619369
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Causality between market liquidity and depth for energy and grains
Sari, Ramazan; Hammoudeh, Shawkat; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009012031
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Illiquidity transmission from spot to futures markets
Korn, Olaf; Krischak, Paolo; Theissen, Erik - 2014
We develop a model of the illiquidity transmission from spot to futures markets that formalizes the derivative hedge theory proposed by Cho and Engle (1999). The model shows that spot market illiquidity does not translate one-to-one to the futures market, but rather interacts with price risk,...
Persistent link: https://www.econbiz.de/10010399342