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Providing Liquidity in an Illiquid Market : Dealer Behavior in U.S. Corporate Bonds

Goldstein, Michael A. - 2018

costs do not increase as prior trading activity declines. Our results suggest that dealers endogenously adjust their … behavior to mitigate inventory risk from trading in illiquid and higher risk securities, balancing search and inventory costs … in equilibrium such that observed spreads can appear invariant to expected liquidity …

Persistent link: https://www.econbiz.de/10012933874

The efficiency in liquidity measures during the US monetary announcements

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas; … - In: Theoretical economics letters 8 (2018) 1, pp. 98-110

Persistent link: https://www.econbiz.de/10011842094

Is stock liquidity transferred and upgraded in acquisitions? : evidence from liquidity synergies in US freeze-outs

Konstantaras, Konstantinos; Sogiakas, Vasilios - In: Application of operations research to financial markets, (pp. 179-216). 2019

Persistent link: https://www.econbiz.de/10012157418

Providing liquidity in an illiquid market : dealer behavior in US corporate bonds

Goldstein, Michael A.; Hotchkiss, Edith - In: Journal of financial economics 135 (2020) 1, pp. 16-40

Persistent link: https://www.econbiz.de/10012431369

Liquidity dimensions in the US corporate bond market

Díaz Pérez, Antonio; Ibáñez, Ana María - In: International review of economics & finance : IREF 80 (2022), pp. 1163-1179

Persistent link: https://www.econbiz.de/10013343225

Stock dividends policy and liquidity of ex ante announcement : the liquidity hypothesis retest

Ye, Zhiqiang; Zhang, Zhi; Tang, Songlian - In: China finance review international 5 (2015) 3, pp. 258-276

Persistent link: https://www.econbiz.de/10011391740

Estimating the investment value of an asset's liquidity

Kozyr, Yuriy V. - In: Inventi impact: emerging economies (2015) 1, pp. 23-29

Persistent link: https://www.econbiz.de/10010513981

Liquidity and risk sharing benefits from opening an ETF market with liquidity providers : evidence from the CAC 40 index

De Winne, Rudy; Gresse, Carole; Platten, Isabelle - In: International review of financial analysis 34 (2014), pp. 31-43

Persistent link: https://www.econbiz.de/10010520400

Characteristic liquidity, systematic liquidity and expected returns

Bradrania, M. Reza; Peat, Maurice - In: Journal of international financial markets, … 33 (2014), pp. 78-98

Persistent link: https://www.econbiz.de/10011299866

Liquidity constraints, risk premia, and themacroeconomic effects of liquidity shocks

Jaccard, Ivan - 2013

Persistent link: https://www.econbiz.de/10009765470