market liquidity
FX market liquidity, funding constraints and capital
... for liquidity, we extend our analysis to the investigation of the impact of capital flows between the US and foreign countries on the FX market ...of liquidity demand comprises different ...FX ...
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Dynamic Sources of Sovereign Bond Market Liquidity
... in market-wide liquidity of sovereign bonds as a novelty in the sovereign fixed income ...financial market variables play a substantial role in the movements of aggregate liquidity throughout ...
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DETERMINANTS OF ACCESS TO INTERBANK MARKET LIQUIDITY IN KENYA
... Kim (2014) observed that the size of a commercial banking institution influenced its capacity to attract and access money from the interbank market in Germany. According to Kim (2014), bank size created an ...
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Financial Restatements, Information Asymmetry, and Market Liquidity
... of liquidity, inference of liquidity using either spread or depth in isolation might lead to ill-guided interpretation of market ...of market liquidity with only quoted spread or ...
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Regulatory changes and market liquidity in Chinese stock markets
... As market liquidity could be affected by political as well as macroeconomic circumstances, we have to control for macroeconomic ...stock market returns – but sudden unexpected shocks might have an ...
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Measuring market liquidity: an introductory survey
... Asset liquidity in modern financial markets is a key but elusive ...A market is often said to be liquid when the prevailing structure of transactions provides a prompt and secure link between the demand and ...
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Global Market Liquidity and Corporate Investments
... Stock market liquidity is defined as the easiness to buy and sell a certain stock without a loss in ...stock liquidity partially explains equity stock returns (Amihud, 2002; Chordia et ...models ...
103
Market liquidity risk: elusive no more : defining and quantifying market liquidity risk
... Funding liquidity risk is not the sole risk associated with ...funding liquidity from market ...funding liquidity risk has received the major attention from researchers and especially ...
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Order-to-trade ratios and market liquidity
... one market that scrapped its OTR only three months after voluntarily introducing ...market liquidity. For example, the MEIP potentially discourages market participants from posting multiple ...
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Market Liquidity Behaviour in Futures Markets: Empirical Evidence
... In this study, we examine the relations between the three keys variables of liquidity such as trading volume, bid-ask spread, and intraday price volatility. Hausman’s (1978) tests of specification confirmed that ...
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Order-to-trade ratios and market liquidity
... Permanent repository link: http://openaccess.city.ac.uk/7754/ Link to published version: http://dx.doi.org/10.1016/j.jbankfin.2014.10.005 Copyright and reuse: City Research Online aims t[r] ...
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Stock Market Liquidity And Dividend Policy In Korean Corporations
... The liquidity hypothesis predicts a negative relationship between stock liquidity and dividend payout propensity, ...the liquidity demand of ...the liquidity hypothesis applies to the sample ...
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FX market liquidity, funding constraints and capital
... Permanent repository link: http://openaccess.city.ac.uk/14625/ Link to published version: http://dx.doi.org/10.1016/j.jimonfin.2014.11.002 Copyright and reuse: City Research Online aims [r] ...
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Essays on market liquidity
... dispersed liquidity and then execute large block ...for liquidity between dark pools of liquidity and regular (dealer-oriented) ...of liquidity, orders may not be executed, which makes an ...
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Essays on Stock Market Liquidity and Liquidity Risk Premium
... the liquidity risk puzzle. For instance, our previous analysis of market conditions suggests that investors are not strongly averse to liquidity risk during extreme down ...affects liquidity ...
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Liquidity in the NBP forward market
... of liquidity, ...of liquidity in energy economics remains a challenge, mainly due to the multiple dimensions ...involved. Liquidity comprises important transactional properties of a market ...
7
Non-Linear Time Series Modelling with Applications to Equity and Fixed Income Markets
... and market liquidity. I find that a TVAR model of market liquidity and volatility is strongly statistically preferred over the linear alternative based on Hansen (1996) and Hansen (1997) ...
131
Global liquidity risk in the foreign exchange market
... for liquidity) are not related to information ...the market maker’s constraints on her inventory positions in‡uence the level of liquidity of the ...Furthermore, liquidity will depend upon the ...
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Stock Liquidity, Feedback Prices, And Asset Liquidity: Evidence From The Tunisian Stock Market
... less market liquidity than other emerging ...this market is the least developed market in comparison to the markets of the Middle East and the North African (MENA) ...Tunisian market is ...
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How does liquidity in the financial market affect the real estate market yields?
... financial market liquidity on yields are examined across six major office markets in ...normal liquidity on yields, and both the money gap and the excess liquidity models show the effects of ...
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