Search Results - subject_exact:"Market liquidity"

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397706

The dynamic relationship between delinquency rates, funding and market liquidity and asset prices in private commercial real estate markets

Dijk, Dorinth van; Francke, Marc; Wang, Yumei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015402765

Risk-averse dealers in a risk-free market : the role of trading desk risk limits

Li, Dan; Petrasek, Lubomir; Tian, Mary - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437916

Dynamic link between liquidity and return in the crude oil market

Okoroafor, Ugochi C.; Leirvik, Thomas - In: Cogent economics & finance 12 (2024) 1, pp. 1-16

In this study, we investigate the dynamic relationship between return and liquidity in the Brent and the West Texas Intermediate (WTI) oil markets. The research utilises daily oil price and volume data and monthly macroeconomic data from January 1, 1996 to April 28, 2023 obtained from the Energy...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394030

Innovation and foreign direct investment attraction in developing countries

Nguyen Anh Tu - In: Cogent economics & finance 12 (2024) 1, pp. 1-13

The present study investigates the relationship between innovation (INN) and foreign direct investment (FDI) attraction across 66 developing countries from 2013 to 2021. Adopting the Difference Generalized Method of Moments estimation, the study reveals a statistically positive INN-FDI nexus....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394041

Drivers of commercial paper rate spread : an empirical assessment

Priyadarshini, Priyanka; Anshul; Sardar, Srijashree; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014487021

Constrained liquidity provision in currency markets

Huang, Wenqian; Ranaldo, Angelo; Schrimpf, Andreas; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014249561

Investor behavior under market stress : evidence from the Italian sovereign bond market

Panzarino, Onofrio - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014281702

Strategic trading with wealth effects

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014483256

Assessment of stock market liquidity and efficiency : evidence from an emerging country

Monga, Reema; Aggrawal, Deepti; Singh, Jagvinder - In: Organizations and markets in emerging economies 14 (2023) 1, pp. 6-25

The study examines the market efficiency, multi-dimensions of liquidity, and their interconnectedness for the Emerging Indian Stock Market. In contrast to the extant literature, the current study involves testing the market liquidity considering multi-dimensions such as depth, breadth,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014534631

Strategic trading with wealth effects

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014438684

The effect of funding liquidity regulation and ESG promotion on market liquidity

Hevér, Judit; Csóka, Péter - 2023

Liquidity is a key consideration in financial markets, especially in times of financial crises. For this reason, regulatory attention to and measures in this field have been on the rise for the past years. Based on practical experience, regulations aiming at ensuring funding liquidity or, in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014454698

Understand funding liquidity and market liquidity in a regime-switching model

Chen, Louisa; Shen, Liya; Zhou, Zhiping - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 589-605

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253239

The liquidity state-dependence of monetary policy transmission

Guimaraes, Rodrigo; Pinter, Gabor; Wijnandts, Jean-Charles - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014384575

Investors as a liquidity backstop in corporate bond markets

Comerton-Forde, Carole; Ford, Billy; Foucault, Thierry; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015409633

Liquidity risk and currency premia

Söderlind, Paul; Somogyi, Fabricius - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 518-537

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410141

Crisis facilities as a source of public information

Ergun, Lerby - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373063

Stock and corporate bond liquidity : When having the same issuer induces commonality

Márquez De la Cruz, Elena; Martínez Cañete, Ana Rosa; … - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-22

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374457

Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets

Fernandez-Perez, Adrian; Gómez Puig, Marta; … - In: The North American journal of economics and finance : a … 77 (2025), pp. 1-19

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374489

Large orders in small markets : execution with endogenous liquidity supply

Capponi, Agostino; Menkveld, Albert J.; Zhang, Hongzhong - In: Review of finance : journal of the European Finance … 29 (2025) 1, pp. 201-239

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357640

Stock liquidity and corporate climate performance : evidence from China

Muchenje, Linda Tinofirei - In: Journal of financial stability 77 (2025), pp. 1-15

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324020

A law and economic analysis of trading through dark pools

Ntourou, Artemisa; Mallios, Aineas - In: Journal of financial regulation and compliance 33 (2025) 1, pp. 16-30

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015202586

Securing passive liquidity : the impact of Europe's first asymmetric speed bump on market liquidity

Le Moign, Caroline - In: Journal of international financial markets, … 101 (2025), pp. 1-19

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015412354

Inhibitory effect of corporate bond default risk on bank liquidity creation

Zhu, Yunlu; Ren, Yuheng; Zeng, Linshan; Chen, Xiaowei - In: Finance research letters 77 (2025), pp. 1-7

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015414658

Assessing market liquidity amidst crisis : evidence from indian stock market

Sidharth.J - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015414693

Predictive distributions and the market return : the role of market illiquidity

Ellington, Michael; Kalli, Maria - In: European journal of operational research : EJOR 323 (2025) 1, pp. 309-322

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415620

Unlocking liquidity : the role of market makers in Kuwait's emerging market

Alsabah, Khaled; Al-Thaqeb, Saud Asaad - In: Journal of emerging market finance 24 (2025) 2, pp. 145-169

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015416958

The relationship between market depth and liquidity fragility in the treasury market

Meldrum, Andrew; Sokolinskiy, Oleg - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406653

(In)frequently traded corporate bonds and pricing implications of liquidity dry-ups

Ivashchenko, Alexey - In: Finance research letters 75 (2025), pp. 1-9

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408405

Upholding integrity : the influence of executives' backgrounds on corporate information environment

Ngan Hoang Vu; Dang, Ha V.; Nguyen, Hung T.; Mia Hang Pham - In: Journal of behavioral and experimental finance 46 (2025), pp. 1-18

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015431428

Is liquidity provision informative? : evidence from agricultural futures markets

Ma, Richie R.; Serra, Teresa - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015166730

Liquidity in the UK corporate bond market

Laugwitz, Justus; Rahimi, Khashayar; Baker, Robert - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015425558

Market liquidity in treasury futures market during March 2020

Gousgounis, Eleni; Mixon, Scott; Tuzun, Tugkan; Vega, Clara - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437941

Trading costs v. indicative liquidity in the off-the-run treasury market

Sokolinskiy, Oleg - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015438381

What makes hfts tick? : tick size changes and information advantage in a market with fast and slow traders

Chaboud, Alain P.; Dao, Avery; Vega, Clara; Zikes, Filip - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 553-583

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410186

The effect of changes in tax laws on stock liquidity : evidence from the Tax Cuts and Jobs Act

Fatemi, Darius; Kim, Jang-chul; Mazumder, Sharif; Su, Qing - In: The journal of corporate accounting & finance 36 (2025) 2, pp. 183-194

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371387

Examining the impact of trading volume on liquidity and prices in China's soybean complex

Xu, Yuanyuan; Li, Jian; Wang, Linjie; Etienne, Xiaoli Liao - In: Agribusiness : an international journal 41 (2025) 2, pp. 342-362

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373857

A composite indicator of sovereign bond market liquidity in the euro area

Poli, Riccardo; Taboga, Marco - In: International finance : the only journal bridging the … 28 (2025) 1, pp. 23-36

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375051

Securities financing and asset markets : new evidence

Breach, Tomas; King, Thomas B. - In: Review of finance : journal of the European Finance … 29 (2025) 1, pp. 33-73

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357633

Government loan guarantees, market liquidity, and lending standards

Ahnert, Toni; Kuncl, Martin - 2022

We study third-party loan guarantees in a model in which lenders can screen, learn loan quality over time and can sell loans before maturity when in need of liquidity. Loan guarantees improve market liquidity and reduce lending standards, with a positive overall welfare effect. Guarantees...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013342211

Can EU bonds serve as euro- denominated safe assets?

Bletzinger, Tilman; Greif, William; Schwaab, Bernd - 2022

A safe asset is of high credit quality, retains its value in bad times, and is traded in liquid markets. We show that bonds issued by the European Union (EU) are widely considered to be of high credit quality, and that their yield spread over German Bunds remained contained during the 2020...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013342231

Price and liquidity discovery in European sovereign bonds and futures

Jappelli, Ruggero; Lucke, Konrad; Pelizzon, Loriana - 2022

This work uses financial markets connected by arbitrage relations to investigate the dynamics of price and liquidity discovery, which refer to the cross-instrument forecasting power for prices and liquidity, respectively. Specifically, we seek to understand the linkage between the cheapest to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013194146

Canada: Government Bond Purchase Program

Runkel, Corey N. - In: The journal of financial crises 4 (2022) 2, pp. 1504-1518

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448793

Israel: Corporate Bond Purchase Program

Leonard, Natalie - In: The journal of financial crises 4 (2022) 2, pp. 1601-1617

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448826

Sweden: corporate bond purchases

Mott, Carey K. - In: The journal of financial crises 4 (2022) 2, pp. 1690-1719

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448971

Thailand: Bond Stabilization Fund

Runkel, Corey N. - In: The journal of financial crises 4 (2022) 2, pp. 1720-1731

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448973

United Kingdom: Asset Purchase Facility

Kulam, Adam - In: The journal of financial crises 4 (2022) 2, pp. 1732-1774

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448975

United States: Money Market Mutual Fund Liquidity Facility

Mott, Carey K.; Dreyer, Mallory - In: The journal of financial crises 4 (2022) 2, pp. 1845-1879

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448982

United States: Primary Dealer Credit Facility

Mott, Carey K. - In: The journal of financial crises 4 (2022) 2, pp. 1933-1962

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448988

Liquidity derivatives

Bagnara, Matteo; Jappelli, Ruggero - 2022

It is well established that investors price market liquidity risk. Yet, there exists no financial claim contingent on liquidity. We propose a contract to hedge uncertainty over future transaction costs, detailing potential buyers and sellers. Introducing liquidity derivatives in Brunnermeier and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013365214