We analyze the impact of the introduction of the French Tobin tax on the turnover and measures of the liquidity and … inconclusive effects on liquidity when the latter is evaluated under the two dimensions of the estimated bid–ask spread and the …

substantial variations in expected bond excess returns. Furthermore, liquidity factors and a bond׳s credit spread have predictive …

). • Considering Management of Liquidity Issues, banks should carefully consider Collateral Management in case of liquidity issues (e …

, liquidity, and asset prices. Arbitrageurs exploit price discrepancies between assets traded in segmented markets, and in doing … so provide liquidity to investors. A collateral constraint limits their positions as a function of capital. We show that … markets, liquidity in each market generally becomes less volatile, but the reverse may hold for aggregate liquidity because of …

The goal of this paper is to study how informational frictions affect asset liquidity in OTC markets in a laboratory …

We analyse the impact of the introduction of the French Tobin tax on volumes, liquidity and volatility of affected …

shares being used in arbitrage trades or by the indirect effect of ETF trading improving the liquidity of index stocks in the … way index traders distribute across index markets, with the ETF market absorbing the liquidity demand from some hedgers or …

-theoretic model that determines the utility that the agents derive from holding assets with different liquidity. Second, it …