The structural liquidity deficit in Russia's banking sector is on the decline, and it will certainly continue to go … implement measures designed to maintain a structural liquidity deficit and achieve the practical target of its lending policy …

seasoned equity offering improves stock liquidity, the effect over the liquidity of different type shares of the same firm has … reduction, using panel data models we found a stock liquidity reduc- tion of dual-class shares upon the offering; consistent …

liquidity. Platinum and gold, both traded in overlapping sessions in Tokyo and New York, provide an interesting comparison … platinum and gold markets in Tokyo are dominated by liquidity trading, while there is evidence supporting both liquidity and … liquidity trading is more prevalent during the Tokyo day session while informed trading dominates the New York day session for …

This paper shows how arbitrage activity contributes to the convergence of liquidity across markets. Based on simple … market liquidity between securities linked by arbitrage. I test these hypotheses on Canadian stocks cross-listed in the …

Financial market liquidity is an important yardstick of value for investors and central monetary authorities. Secondary … market liquidity itself cannot be observed directly and is instead measured using a number of different proxies. The most … order to ascertain if the level of liquidity in a specified market has improved over a period of time. The market we select …

market liquidity and trading of other market participants. IDT contribute 10% to volume while losing 3.2 bp (73% of the half …-spread) on average on trades with others, including proprietary day traders (PDT), the primary intraday-liquidity providers, and …

This paper shows how the US, UK, Germany and China are financially connected through their stock market liquidity in … the COVID-19 pandemic. Using high frequency data on transaction costs, we identify a decrease in stock market liquidity … and an increase in liquidity commonality amongst these countries after the World Health Organisation (WHO) declared the …

This paper studies the effect of board reforms on stock liquidity using data from 37 countries. We document that board … reforms significantly increase stock liquidity—effective spread on average decreases by 12.7% after a board reform. As … information asymmetry is a key determinant of stock liquidity, we further find that board reforms decrease information asymmetry …