This study examines the dynamic liquidity provision process by institutional and individual traders in the Taiwan index … find that trader type affects liquidity provision in a number of interesting ways. First, although institutional traders …

We analyze different dimensions of liquidity on the Istanbul Stock Exchange (ISE) by using detailed order and … trades and volume follow a U-shaped pattern. Means of these liquidity variables are significantly different for different …

also presents evidence on the liquidity of this market during the financial crisis period. Using variation in TBA … eligibility rules, the authors' estimates suggest that the liquidity benefits associated with the TBA market are of the order of … that the presence of a government credit guarantee alone does not appear to be sufficient explanation for the liquidity of …

We analyze different dimensions of liquidity on the Istanbul Stock Exchange (ISE) by using detailed order and … trades and volume follow a U-shaped pattern. Means of these liquidity variables are significantly different for different …

patterns, liquidity determinants, and the liquidity premium of catastrophe bonds. We find that cat bonds are mostly traded … dealer-buy and dealer-sell trade pairs from 229 cat bonds with exogenous default risk, we find that liquidity is high for … bid-ask spreads as a liquidity measure, we find that 21% of the observable yield spread on the cat bond market is …

Treasury market liquidity is constructed, reflecting the fact that the varying measures capture different aspects of market … liquidity. The liquidity index is then correlated with various metrics of funding liquidity, volatility, and macroeconomic … conditions. The liquidity index points to poor liquidity during the 2007-09 financial crisis and around the near failure of Long …