Search Results - subject_exact:"Marktliquidität"

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

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

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

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

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

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

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

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

The effect of regulatory requirements on market liquidity : ESG promotion as a special case

Hevér, Judit; Csóka, Péter - In: International review of economics & finance : IREF 100 (2025), pp. 1-15

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015455810

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

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

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

Benign granularity in asset markets

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

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

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

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

Liquidity drivers in illiquid markets : evidence from simulation environments with heterogeneous agents

Fluri, Lars; Yilmaz, Ahmet Ege; Bieri, Denis; … - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-24

This study investigates the liquidity dynamics in non-traditional financial markets by simulating trading environments for fractional ownership of illiquid alternative investments, grounded in empirical tick data from a Swiss FinTech platform covering December 2022 to June 2024. The research...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457802

Effects of liquidity on TE and performance of Japanese ETFs

Naka, Atsuyuki; Tian, Jiayuan; Shin, Seungho - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-32

This study identifies a nonlinear relationship among liquidity, tracking error, and risk-adjusted performance in JETFs. Collecting daily data for 1077 JETFs from January 2008 to April 2022, we find a concave association, whereby both highly liquid and highly illiquid JETFs exhibit lower...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015462901

Repurchases for price impact : evidence from fragile stocks

Massa, Massimo; Schumacher, David; Wang, Yan - In: Journal of financial and quantitative analysis : JFQA 60 (2025) 5, pp. 2334-2366

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015451402

Fragmentation in European equity markets since 2019

Danieli, Lorenzo; Fruzza, Raoul; Le Moign, Caroline - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015455059

Assessing market liquidity amidst crisis : evidence from indian stock market

Sidharth.J - 2025

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

Bank competition and resilience to liquidity shocks

Liu, Zehao; Yin, Xueyu; Tu, Haiyang; Zhang, Chengsi - In: International review of economics & finance : IREF 102 (2025), pp. 1-22

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015466513

The silent disco : speculation in bearish commodity markets and the role of liquidity

Ganepola, Chanaka N.; Ordu-Akkaya, Beyza Mina - In: The journal of futures markets 45 (2025) 9, pp. 1100-1133

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015464879

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

The speed premium: high-frequency trading and the cost of capital

Aquilina, Matteo; Ibikunle, Gbenga; Rzayev, Khaladdin; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015476820

Central bank interventions and asset market liquidity

Geromichalos, Athanasios; Jung, Kuk Mo; Kospentaris, Ioannis - 2025 - First version: August 2025

Central banks around the world routinely engage in asset purchases in secondary markets as part of implementing monetary policy or enhancing market liquidity, but the effects of such interventions are not yet fully understood. We develop a multi-asset general equilibrium model in which the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015482582

The impact of market mood on a dynamic model of insider trading

Wang, Ruohan; Wang, Jing; Yang, Zhi - In: Games 16 (2025) 4, pp. 1-16

According to the research, the proportions of various types of investors may or may not change in response to different trading strategies or complex trading environments. This paper investigates a single-period trading model for multiple risk-averse and risk-neutral insider traders. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015475351

Price-mediated contagion with endogenous market liquidity

Cao, Zhiyu; Feinstein, Zachary - In: Mathematics and financial economics 19 (2025) 1, pp. 101-118

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015526388

Inventory, market making, and liquidity in OTC markets

Cohen, Assa; Kargar, Mahyar; Lester, Benjamin; Weill, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015340198

The value of ETF liquidity

Khomyn, Marta; Talis Putniņš; Zoican, Marius - In: The review of financial studies 37 (2024) 10, pp. 3092-3148

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359471

The market liquidity of interest rate swaps

Boudiaf, Ismael Alexander; Frieden, Immo; Scheicher, Martin - In: The journal of financial market infrastructures 11 (2024) 3, pp. 41-63

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015441867

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

The market liquidity of interest rate swaps

Boudiaf, Ismael Alexander (contributor); … - European Central Bank - 2024

This paper studies market liquidity in interest rate swaps (IRS) before and during the global tightening of monetary policy. IRS constitute the single largest derivatives segment globally. Banks and Pension Funds extensively rely on IRS to hedge interest rate risk. Hence, providing an...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015320846

A dealer's funding liquidity risk and its money market trades in the 2007/08 crisis

Fecht, Falko; Reitz, Stefan; Weber, Patrick - In: Journal of financial stability 75 (2024), pp. 1-15

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015177157

Stock market liquidity during crisis periods : Australian evidence

Smales, Lee A. - In: Accounting and finance 64 (2024) 2, pp. 1849-1878

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015164468

Corporate bond price reversals

Ivashchenko, Alexey - In: Journal of financial markets 68 (2024), pp. 1-20

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014491075

Sukuk liquidity and creditworthiness during COVID-19

Gubareva, Mariya; Sokolova, Tatiana V.; Umar, Zaghum; … - In: The quarterly review of economics and finance 94 (2024), pp. 88-92

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014494657

New insights into liquidity resiliency

O'Sullivan, Conall; Papavassiliou, Vassilios G.; … - In: Journal of international financial markets, … 90 (2024), pp. 1-33

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014494689

Three liquid assets

Amendola, Nicola; Carbonari, Lorenzo; Ferraris, Leo - In: Macroeconomic dynamics 28 (2024) 3, pp. 675-698

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014519890

Funding liquidity creation by banks

Thakor, Anjan V.; Yu, Edison - In: Journal of financial stability 73 (2024), pp. 1-11

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083433

The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity

Dinh Trung Nguyen; Pham, Thu Phuong; Ngoc Anh Tran; … - In: Journal of financial stability 74 (2024), pp. 1-14

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083929

Predicting corporate bond illiquidity via machine learning

Cabrol, Axel; Drobetz, Wolfgang; Otto, Tizian; Puhan, … - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 103-127

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015050475

Liquidity risk and expected returns in China's stock market : a multidimensional liquidity approach

Dong, Liang; Yu, Bo; Qin, Zhenjiang; Lam, Keith - In: Research in international business and finance 69 (2024), pp. 1-26

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015052394

The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery

Patel, Harihar; Guidi, Francesco - In: Research in international business and finance 70 (2024) 1, pp. 1-23

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053314