We study how the risks to future liquidity flow across corporate bond, Treasury, and stock markets. We document … distribution “flight-to-safety” effects: a deterioration in the liquidity of high-yield corporate bonds forecasts an increase in … the average liquidity of Treasury securities and a decrease in uncertainty about the liquidity of investment …

the negative impact of the witnessed spike in COVID-19 cases. The revelation that funding liquidity contrary to theory … funding liquidity, stock returns and COVID-19 pandemic is examined using the fixed effects model. Results show that funding … liquidity and the COVID-19 pandemic interacts positively with stock market returns. The findings were irrational to the …

The paper analyses the impact of Exchange Traded Funds (ETFs) on the liquidity of stock exchanges in the European Union …. The liquidity of stock exchanges is a complex phenomenon that is influenced by a number of economic and political factors …, and a number of models such as the average daily volumes have been developed to explain the aspect of liquidity. The paper …

Previous studies have documented that price and liquidity effects are associated with changes in stock market indices … due to bankruptcy, mergers, or tender offers. This study investigates price, volume and liquidity effects of stocks … capitalisation and liquidity have the same impacts. We find that stocks entering JII earn positive and statistically significant …

We study the association between the stock liquidity of SMEs in the US and their likelihood of bankruptcy, using a … substantial heterogeneity across industries regarding the predictive power of the liquidity measure on the likelihood of … performance tests conclude that adding a liquidity measure variable to the Campbell et al. (2008) model improves its predictive …

Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in … evidence regarding the inventory risks and asymmetric information in uencing individual securities’ liquidity. Thus, this study … aims at documenting the liquidity commonality and measuring its extent in the Indian stock market. Employing fourteen …

, demand, and withdrawal of liquidity between the two markets. The paper also finds that cross-asset market order flow is a key … component of liquidity and price discovery, particularly during periods of market volatility …

liquidity of assets. Following Kurz and Motolese (2008), we propose a theoretical model to show that the equilibrium asset price …, it is also shown in this paper that when market belief becomes more volatile, trading volume and liquidity decline while … volatility, and liquidity of underlying assets, and these empirical results are robust to various methods of estimating market …