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Stock return volatility and financial distress : moderating roles of ownership structure, managerial ability, and financial constraints

Giang Thi Huong Vuong; Nguyen Phuc Van; Barky, Walid; … - In: International review of economics & finance : IREF 91 (2024), pp. 634-652

Persistent link: https://www.econbiz.de/10014492245

Hedging pressure and oil volatility : insurance versus liquidity demands

Nikitopoulos, Christina Sklibosios; Thomas, Alice Carole; … - In: The journal of futures markets 44 (2024) 2, pp. 252-280

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On regularized optimal execution problems and their singular limits

Souza, Max O.; Thamsten, Y. - In: Applied mathematical finance 29 (2022) 2, pp. 79-109

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Market liquidity and excess volatility : theory and experiment

Choi, Jae Hoon; Munro, David - In: Journal of economic dynamics & control 139 (2022), pp. 1-28

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A model of fickle capital flows and retrenchment

Caballero, Ricardo J.; Simsek, Alp - 2019

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Global liquidity and commodity prices uncertainty using SFAVEC model

Kyei-Mensah, Justice - In: Research in globalization 8 (2024), pp. 1-17

This paper examines the impact of global liquidity on global commodity prices and asset prices in some major developing … and developed economies. Specifically, the global liquidity on global commodity prices and asset prices is investigated …:12. Chakraborty and Bordoloi (2019) report that global liquidity positively impacts commodity prices over time. A structural factor …

Persistent link: https://www.econbiz.de/10015047800

Do prices reveal the presence of informed trading?

Collin-Dufresne, Pierre; Fos, Vyacheslav - 2013 - This Version: July 22, 2013

phenomenon: (a) activists select times of higher liquidity when they trade, and (b) activists use limit orders. We conclude that …

Persistent link: https://www.econbiz.de/10010258544

Do prices reveal the presence of informed trading?

Collin-Dufresne, Pierre; Fos, Vyacheslav - In: The journal of finance : the journal of the American … 70 (2015) 4, pp. 1555-1582

Persistent link: https://www.econbiz.de/10011449063

Implicit transaction cost management using intraday price dynamics

Mazza, Paolo; Petitjean, Mikael - In: Applied economics 50 (2018) 39, pp. 4264-4274

Persistent link: https://www.econbiz.de/10012060723

No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs

Bielecki, Tomasz R.; Cialenco, Igor; Rodriguez, Rodrigo - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 673-701

Persistent link: https://www.econbiz.de/10011350542