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Liquidity and returns of target shareholders in the market for corporate control : evidence from the US markets

Lee, Kaun Y.; Chung, Kee H. - In: Journal of business finance & accounting : JBFA 40 (2013) 1/2, pp. 142-171

Persistent link: https://www.econbiz.de/10009729506

Does stock liquidity explain the premium for stock price momentum?

Novák, Jiri - In: Finance a úvěr 64 (2014) 1, pp. 79-95

Persistent link: https://www.econbiz.de/10010245254

Market liquidity and market making : the case of fixed income and low interest rates

Strøm Kristoffersen, Mark; Pedersen, Jesper - 2015

Market liquidity and market making – the case of fixed income and low interest rates Market liquidity has received a … lot of attention lately, especially in fixed-income markets. This paper studies the determinants of market liquidity in a …, market makers provide liquidity to the market, which they are compensated for through the difference between the prices at …

Persistent link: https://www.econbiz.de/10011439590

Patience vs. impatience of traders : formation of the value-at-price distribution through competition for liquidity

Lerner, Peter - In: International journal of financial engineering 2 (2015) 3, pp. 1-30

Persistent link: https://www.econbiz.de/10011403193

Commonality in liquidity : lessons from an emerging stock market

Tissaoui, Kais; Ftiti, Zied; Aloui, Chaker - In: The journal of applied business research 31 (2015) 5, pp. 1927-1951

Persistent link: https://www.econbiz.de/10011412496

Market microstructure invariance: a dynamic equilibrium model

Kyle, Albert S.; Obižaeva, Anna - 2020

Persistent link: https://www.econbiz.de/10012494205

Conic CVA and DVA for option portfolios

Bakel, Sjoerd van; Borovkova, Svetlana; Michielon, Matteo - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10012496518

Determinants of market liquidity : evidence from the Jordanian stock market

Tayeh, Mohammad - In: International journal of economics and finance 8 (2016) 10, pp. 48-59

Persistent link: https://www.econbiz.de/10011580669

Market microstructure invariance : empirical hypotheses

Kyle, Albert S.; Obižaeva, Anna - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 4, pp. 1345-1404

Persistent link: https://www.econbiz.de/10011611092

Tick size change and market quality in the U.S. treasury market

Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - 2019

the market's liquidity and price efficiency. Employing difference-indifference regressions, we find that the bid …

Persistent link: https://www.econbiz.de/10012000042