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Wertpapierliquidität und Wertpapierpreise
Kempf, Alexander - 1999
Persistent link: https://www.econbiz.de/10001421568
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The Fragility of Discretionary Liquidity Provision : Lessons from the Collapse of the Auction Rate Securities Market
Han, Song - 2015
We study the fragility of discretionary liquidity provision by major financial intermediaries during systemic events …. The laboratory of our study is the recent collapse of the auction rate securities (ARS) market. Using a comprehensive … discretionary liquidity provision greatly affected both net investor demand and auction clearing rates. Importantly, such …
Persistent link: https://www.econbiz.de/10013038246
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The Fragility of Discretionary Liquidity Provision - Lessons from the Collapse of the Auction Rate Securities Market
Han, Song; Li, Dan - 2011
We study the fragility of discretionary liquidity provision by major financial intermediaries during systemic events …. The laboratory of our study is the recent collapse of the auction rate securities (ARS) market. Using a comprehensive … discretionary liquidity provision greatly affected both net investor demand and auction clearing rates. Importantly, such …
Persistent link: https://www.econbiz.de/10014179447
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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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Clusterbildung auf Aktienmärkten : Ursachen, Bedeutung und Messbarkeit von Gruppeneffekten
Härtl, Robert - 2006
Persistent link: https://www.econbiz.de/10013432817
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The granular nature of large institutional investors
Ben-David, Itzhak; Franzoni, Francesco; Moussawi, Rabih - In: Management science : journal of the Institute for … 67 (2021) 11, pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
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Pricing corporate financial distress : empirical evidence from the French stock market
Mselmi, Nada; Hamza, Taher; Lahiani, Amine; Shahbaz, … - In: Journal of international money and finance 96 (2019), pp. 13-27
Persistent link: https://www.econbiz.de/10012139596
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Large investors : implications for equilibrium asset returns, shock absorption, and liquidity
Pritsker, Matthew (contributor) - 2005
Persistent link: https://www.econbiz.de/10003137222
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The microstructure of European bond markets : organization, price formation, and cost of liquidity
Flögel, Volker - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003307883
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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389047