Funding liquidity and stocks' market liquidity : structural estimation from high-frequency data

Gian Piero Aielli and Davide Pirino

Year of publication:	[2023]
Authors:	Aielli, Gian Piero ; Pirino, Davide
Publisher:	[Rom] : CEIS Tor Vergata
Subject:	funding illiquidity \| market illiquidity \| structural estimation \| market microstructure \| Liquidität \| Liquidity \| Marktliquidität \| Market liquidity \| Marktmikrostruktur \| Market microstructure \| Schätzung \| Estimation \| Aktienmarkt \| Stock market \| Theorie \| Theory \| Finanzmarkt \| Financial market \| Betriebliche Liquidität \| Corporate liquidity \| Geld-Brief-Spanne \| Bid-ask spread

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