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Liquidity and expected returns : evidence from 1926 - 2008

Baradarannia, M. Reza; Peat, Maurice - In: International review of financial analysis 29 (2013), pp. 10-23

Persistent link: https://www.econbiz.de/10010244145

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

Kyle, Albert S.; Obižaeva, Anna - 2020

Persistent link: https://www.econbiz.de/10012494216

The term structure of liquidity provision

Conrad, Jennifer S.; Wahal, Sunil - In: Journal of financial economics 136 (2020) 1, pp. 239-259

Persistent link: https://www.econbiz.de/10012545428

Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market

Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 332-354

Persistent link: https://www.econbiz.de/10014470002

Over-the-Counter market liquidity and securities lending

Foley-Fisher, Nathan; Gissler, Stefan; Verani, Stéphane - 2019

Persistent link: https://www.econbiz.de/10011981382

A comparison of bid-ask spread proxies and determinants of bond bid-ask spread

Su, Emre; Tokmakcioglu, Kaya - In: Borsa Istanbul Review 21 (2021) 3, pp. 227-238

points out that bond characteristics have a significant relation with bond liquidity. Bonds with shorter time to maturity or …This paper compares performances of bid-ask spread measures and analyzes bond-level characteristics' effects on the bid …-ask spread as a benchmark and compare bid-ask spread measures' estimation performances. Results show that low-frequency spread …

Persistent link: https://www.econbiz.de/10012816797