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Cross-market liquidity and dealer profitability : evidence from the bond and CDS markets

Aramonte, Sirio; Szerszeń, Paweł J. - In: Journal of financial markets 51 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10013536216

Unveiling the liquidity greenium : exploring patterns in the liquidity of green versus conventional bond

Molino, Annalisa; Prosperi, Lorenzo; Zicchino, Lea - 2023

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Revisiting the question of liquidity : are sukuk less liquid than conventional bonds?

Al-Maskati, Nawaf - In: Journal of Islamic accounting and business research 14 (2023) 7, pp. 1121-1132

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Search friction, liquidity risk, and bond misallocation

Liu, Shuo - In: Journal of financial markets 70 (2024), pp. 1-25

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Comparing possible proxies of corporate bond liquidity

Houweling, Patrick; Mentink, Albert; Vorst, Ton - In: Journal of banking & finance 29 (2005) 6, pp. 1331-1358

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Comparing possible proxies of corporate bond liquidity

Houweling, Patrick (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001903784

Customer liquidity provision : implications for corporate bond transaction costs

Choi, Jaewon; Huh, Yesol - 2017 - Current draft: October 2017

The convention in calculating trading costs in corporate bond markets is to assume that dealers provide liquidity to … provide liquidity in corporate bond markets, and thus, average bid-ask spreads underestimate trading costs that customers … results indicate that liquidity decreased in corporate bond markets and can help explain why despite the decrease in dealers …

Persistent link: https://www.econbiz.de/10011803677

Global liquidity, offshore bond issuance and shadow banking in China

Yamamoto, Shugo - 2020 - This version: March 1, 2020

Persistent link: https://www.econbiz.de/10012655854

Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance

Kyle, Albert S.; Obižaeva, Anna - 2020

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Funding liquidity and stocks' market liquidity : structural estimation from high-frequency data

Aielli, Gian Piero; Pirino, Davide - 2023

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