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Price dispersion in OTC markets : a new measure of liquidity

Jankowitsch, Rainer; Nashikkar, Amrut; Subrahmanyam, … - In: Journal of banking & finance 35 (2011) 2, pp. 343-357

Persistent link: https://www.econbiz.de/10009244296

Illiquidity or credit deterioration : a study of liquidity in the US corporate bond market during financial crises

Friewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G. - In: Journal of financial economics 105 (2012) 1, pp. 18-36

Persistent link: https://www.econbiz.de/10009622452

To disclose or not to disclose : transparency and liquidity in the structured product market

Friewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G. - 2014 - This version: May 5, 2014

We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study liquidity e ffects in the US structured product market. Our main contribution is the analysis of the relation between the accuracy in measuring liquidity and the potential degree of disclosure. Having access...

Persistent link: https://www.econbiz.de/10010361830

Transparency and Liquidity in the Structured Product Market

Friewald, Nils - 2014

We use a unique data set from the Trade Reporting and Compliance Engine (TRACE) to study liquidity effects in the US structured product market. Our main contribution is the analysis of the relation between the accuracy in measuring liquidity and the potential degree of disclosure. We provide...

Persistent link: https://www.econbiz.de/10013065568

Transparency and liquidity in the structured product market

Friewald, Nils; Jankowitsch, Rainer; Subrahmanyam, Marti G. - In: Review of asset pricing studies 7 (2017) 2, pp. 316-348

Persistent link: https://www.econbiz.de/10011779096