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  • Search: subject:"Liquidity measurement"
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Year of publication
Subject
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Liquidity 3 Liquidity measurement 3 Liquidität 3 Estimation 2 Market liquidity 2 Marktliquidität 2 Schätzung 2 high-frequency data 2 intradaily periodicity 2 liquidity measurement 2 precious metals 2 Agrarprodukt 1 Agricultural futures trading 1 Agricultural product 1 Betriebliche Liquidität 1 Capital income 1 China 1 Commodity derivative 1 Commodity exchange 1 Corporate liquidity 1 Derivat 1 Derivative 1 ETF 1 Edelmetall 1 Exchange traded funds 1 Factor analysis 1 Faktorenanalyse 1 Hauptkomponentenanalyse 1 Hedge fund 1 Hedge fund returns 1 Hedgefonds 1 Index derivative 1 Indexderivat 1 Kapitaleinkommen 1 Liquidity dependence 1 Liquidity proxy 1 Measurement 1 Messung 1 Multivariate Verteilung 1 Multivariate distribution 1
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Online availability
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Undetermined 2 Free 1
Type of publication
All
Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 4 Undetermined 1
Author
All
Caporin, Massimiliano 2 Ranaldo, Angelo 2 Chongguang, Li 1 Kessler, Stephan 1 Li, Jian 1 Marshall, Ben R. 1 Nguyen, Nhut 1 Scherer, Bernd 1 Velo, Gabriel G. 1 Velo, Gebriel G. 1 Visaltanachoti, Nuttawat 1 Wang, Linjie 1 Xu, Yuanyuan 1
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Institution
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School of Finance, Universität St. Gallen 1
Published in...
All
China agricultural economic review : CAER 1 Journal of financial markets 1 Journal of international financial markets, institutions & money 1 Working Papers on Finance 1 Working papers on finance 1
Source
All
ECONIS (ZBW) 4 RePEc 1
Showing 1 - 5 of 5
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Liquidity of China's agricultural futures market : measurement and cross-market dependence
Xu, Yuanyuan; Li, Jian; Wang, Linjie; Chongguang, Li - In: China agricultural economic review : CAER 14 (2022) 2, pp. 443-463
Persistent link: https://www.econbiz.de/10013346818
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Stylized facts and dynamic modeling of high-frequency data on precious metals
Caporin, Massimiliano; Ranaldo, Angelo; Velo, Gebriel G. - 2013
Persistent link: https://www.econbiz.de/10010407620
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Do liquidity proxies measure liquidity accurately in ETFs?
Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of international financial markets, … 55 (2018), pp. 94-111
Persistent link: https://www.econbiz.de/10011984098
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Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
Caporin, Massimiliano; Ranaldo, Angelo; Velo, Gabriel G. - School of Finance, Universität St. Gallen - 2013
Taking advantage of a trades-and-quotes database, the main stylized facts and dynamic properties of a time series related to spot precious metals, that is, gold, silver, palladium, and platinum, are documented. The behavior of spot prices, returns, volume, and selected liquidity measures is...
Persistent link: https://www.econbiz.de/10010700595
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Hedge fund return sensitivity to global liquidity
Kessler, Stephan; Scherer, Bernd - In: Journal of financial markets 14 (2011) 2, pp. 301-311
Persistent link: https://www.econbiz.de/10009266959
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