Similar Search Results

Common determinants of bond and stock market liquidity : the impact of financial crises, monetary policy, and mutual fund flows

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2001 - [Elektronische Ressource]

We study common determinants of daily bid-ask spreads and trading volume for the bond and stock markets over the 1991-98 period. We find that spread changes in one market are affected by lagged spread and volume changes in both markets. Further, spread and volume changes are predictable to a...

Persistent link: https://www.econbiz.de/10001629622

Feedback from stock prices to cash flows

Subrahmanyam, Avanidhar; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2389-2413

Persistent link: https://www.econbiz.de/10001631759

Market liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530

Persistent link: https://www.econbiz.de/10001604100

Determinants of daily fluctuations in liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Cuadernos de economía 40 (2003), pp. 728-751

Persistent link: https://www.econbiz.de/10001900612

Trading activity and expected stock returns

Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of financial economics 59 (2001) 1, pp. 3-32

Persistent link: https://www.econbiz.de/10001540927

Commonality in liquidity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Journal of financial economics 56 (2000) 1, pp. 3-28

Persistent link: https://www.econbiz.de/10001468725

Using intraday data to test for effects of index futures on the underlying stock markets

Choi, Hong - In: The journal of futures markets 14 (1994) 3, pp. 293-322

Persistent link: https://www.econbiz.de/10001169798

On intraday risk premia

Spiegel, Matthew - In: The journal of finance : the journal of the American … 50 (1995) 1, pp. 319-339

Persistent link: https://www.econbiz.de/10001178304

Investment analysis and price formation in securities markets

Brennan, Michael J. - In: Journal of financial economics 38 (1995) 3, pp. 361-381

Persistent link: https://www.econbiz.de/10001180865

The determinants of average trade size

Brennan, Michael J. - In: The journal of business : B 71 (1998) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001233463