explanation is that Australian superannuation funds preemptively engage in liquidity management in response to changes in …

seasoned equity offering improves stock liquidity, the effect over the liquidity of different type shares of the same firm has … reduction, using panel data models we found a stock liquidity reduc- tion of dual-class shares upon the offering; consistent …

" before reversing course. This paper looks at one particular channel of such patterns: the link between a liquidity provider …'s balance sheet and asset prices. I examine a well-identified historical case study where a large exogenous shock to a liquidity … capital constraints made stocks 15-20 percent more likely to be illiquid if they were connected to the distressed liquidity …

” before reversing course. This paper looks at one particular channel of such patterns: the link between a liquidity provider …'s balance sheet and asset prices. I examine a well-identified historical case study where a large exogenous shock to a liquidity … capital constraints made stocks 15-20 percent more likely to be illiquid if they were connected to the distressed liquidity …

Previous studies have documented that price and liquidity effects are associated with changes in stock market indices … due to bankruptcy, mergers, or tender offers. This study investigates price, volume and liquidity effects of stocks … capitalisation and liquidity have the same impacts. We find that stocks entering JII earn positive and statistically significant …

quality and price efficiency. For German large-cap stocks we find excess liquidity demand around MA signals and high limit … increase of a larger magnitude. This suggests that liquidity demand in direction of the signal leads to persistent price …

depth, and improved price efficiency.Moreover, slow traders become more competitive in liquidity provision and price …

In this paper we survey the theoretical and empirical literatures on market liquidity. We organize both literatures …