. Such a funding-liquidity crisis gives rise to "bases," that is, price gaps between securities with identical cash-flows but …

. Such a funding-liquidity crisis gives rise to "bases," that is, price gaps between securities with identical cash-flows but …

. Such a funding liquidity crisis gives rise to a “basis,” that is, a price gap between securities with identical cash …

investors. The ability to generate confidence among investors requires an understanding of the role liquidity plays in the … Ordinary least square in hypotheses testing using three liquidity measurement methods. The results revealed that the market …

liquidity provision. Analysis of reversal strategies shows that the expected return from liquidity provision is strongly time … Ratios during times of high VIX. The results point to withdrawal of liquidity supply, and an associated increase in the … expected returns from liquidity provision, as a main driver behind the evaporation of liquidity during times of financial …