Tag liquidity [34 articles] Export

Recent papers classified by the tag liquidity.

	The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis [My Copy] Social Science Research Network Working Paper Series (13 October 2009) by Heiko Hesse, Nathaniel Frank posted to sector risk policy monetary models management loans liquidity financial economic crisis credit central banks banking bank by jforest443 on 2009-10-30 22:06:02 as
	Determinants of Corporate Bond Trading: A Comprehensive Analysis [My Copy] Social Science Research Network Working Paper Series (19 July 2007) by Edith S. Hotchkiss, Gergana Jostova posted to trading naic liquidity institutional corporate bonds by jforest443 on 2009-10-30 21:28:43 as
	Market microstructure: A survey [My Copy] Journal of Financial Markets, Vol. 3, No. 3. (August 2000), pp. 205-258. by A. Madhavan posted to transparency market_participants market_microstructure market liquidity by eGiere on 2009-09-03 09:17:23 as along with 1 person RobHayward
	The non-random walk of stock prices: the long-term correlation between signs and sizes [My Copy] The European Physical Journal B - Condensed Matter and Complex Systems, Vol. 64, No. 3. (1 August 2008), pp. 607-614. by G. La Spada, J. Farmer, F. Lillo posted to volatility nice liquidity farmer correlation clustered_volatility by gi0rgi0ne on 2009-07-30 19:02:03 as along with 3 people and 1 group A_Olympia Gralha tjpp logics of knowledge
	Complex Behavior of Stock Markets: Processes of Synchronization and Desynchronization during Crises [My Copy] ArXiv Condensed Matter e-prints (March 2004) by T. Araújo, Lou\c F. Cã posted to activities behavioral-dynamics clustering coherence collective-dynamics correlations crises decoherence economic-dynamics economic-structures economies extremal-economics industries interconnectivity liquidity markets network-dynamics neurodynamics sectors social-dynamics uncertainty by Scis0000002 on 2009-07-09 15:46:23 as along with 1 person scis0000001
	Liquidity and Market Structure [My Copy] The Journal of Finance, Vol. 43, No. 3. (1988), pp. 617-633. by Sanford J. Grossman, Merton H. Miller posted to liquidity market-maker market-structure by ltzehua on 2009-02-26 06:35:02 as along with 1 person betting
	Merger Announcements and Trading [My Copy] The Journal of Financial Research, Vol. 25, No. 2. (2002), pp. 263-278. by Asli N. Ascioglu, Thomas H. Mcinish, Robert A. Wood posted to informed-trading liquidity merger-an stock-return trading-activity trading-volume by ltzehua on 2009-01-19 09:11:10 as
	Share repurchase regulations: Do firms play by the rules? [My Copy] International Review of Law and Economics (27 December 2008) by E. Ginglinger, J. Hamon posted to france insider-trading liquidity regulation repurchases by ltzehua on 2009-01-16 17:06:20 as
	Disclosure requirements and stock exchange listing choice in an international context [My Copy] Journal of Accounting and Economics, Vol. 26, No. 1-3. (January 1999), pp. 237-269. by S. Huddart posted to cross-list cross-listing disclosure insider-trading liquidity multi-countries regulation by ltzehua on 2009-01-16 16:32:11 as
	Talking up liquidity: insider trading and investor relations [My Copy] Journal of Financial Intermediation, Vol. 14, No. 1. (January 2005), pp. 1-31. by H. Hong, M. Huang posted to insider-trading investor-relation liquidity by ltzehua on 2009-01-15 18:51:55 as
	Beyond Sharpe ratio: Optimal asset allocation using different performance ratios [My Copy] Journal of Banking & Finance, Vol. 32, No. 10. (October 2008), pp. 2057-2063. by S. Farinelli, M. Ferreira, D. Rossello, M. Thoeny, L. Tibiletti posted to capm liquidity tails var by RobHayward on 2009-01-04 06:04:25 as
	Liquidity Production in 21st Century Banking [My Copy] National Bureau of Economic Research Working Paper Series (February 2008), 13798. by Philip Strahan posted to liquidity by eunji7811 on 2008-12-17 06:08:35 as
	Insider Trading, Liquidity, and the Role of the Monopolist Specialist [My Copy] The Journal of Business, Vol. 62, No. 2. (1989), pp. 211-235. by Lawrence R. Glosten posted to equilibrium insider insider-trading investments liquidity market markets mathematical models monopolies profits research securities specialists stock trading by yanshanxiao on 2008-09-23 11:07:17 as
	Liquidity of the CBOE Equity Options [My Copy] The Journal of Finance, Vol. 45, No. 4. (1990), pp. 1157-1179. by Anand M. Vijh posted to analysis asked bid comparative economic liquidity markets models options price prices regression spread stock studies theory by yanshanxiao on 2008-09-23 09:37:58 as
	Insider Trading: Should It Be Prohibited? [My Copy] The Journal of Political Economy, Vol. 100, No. 4. (1992), pp. 859-887. by Hayne E. Leland posted to insider-trading liquidity stock-price by ltzehua on 2008-09-18 09:20:14 as along with 1 person wliu4500
	Market liquidity and volume around earnings announcements [My Copy] Journal of Accounting and Economics, Vol. 17, No. 1-2. (January 1994), pp. 41-67. by Oliver Kim, Robert E. Verrecchia posted to bid-ask-spread earnings-announcement information-asymmetry liquidity trading-volume by ltzehua on 2008-09-14 11:41:07 as
	Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading [My Copy] The Journal of Finance, Vol. 51, No. 2. (1996), pp. 579-611. by Marco Pagano, Ailsa Roell posted to auction-market dealer-market liquidity market-microstructure market-transparency by ltzehua on 2008-09-14 11:22:33 as along with 2 people and 1 group jchau gillesdaniel EntrepreneurialRisks
	The effects of insider trading on liquidity [My Copy] Pacific-Basin Finance Journal, Vol. 14, No. 5. (November 2006), pp. 467-483. by Louis Cheng, Michael Firth, T. Y. Leung, Oliver Rui posted to bid-ask-spread insider-trading liquidity market-depth by ltzehua on 2008-09-12 10:40:38 as
	Corporate policies restricting trading by insiders [My Copy] Journal of Financial Economics, Vol. 57, No. 2. (August 2000), pp. 191-220. by J. Bettis posted to bid-ask-spread corporate-policy insider-trading liquidity regulation by ltzehua on 2008-09-12 10:33:52 as along with 1 person mapkelly
	The impact of illegal insider trading in dealer and specialist markets: evidence from a natural experiment [My Copy] Journal of Financial Economics, Vol. 71, No. 3. (March 2004), pp. 461-488. by Raymond P. Fishe, Michel A. Robe posted to amex dealer-market insider-trading liquidity market-depth nasdaq nyse specialist-market by ltzehua on 2008-09-07 09:26:31 as along with 1 person florali
	Order imbalance, liquidity, and market returns [My Copy] Journal of Financial Economics, Vol. 65, No. 1. (July 2002), pp. 111-130. by Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam posted to liquidity order-imbalance trading-activity trading-volume by ltzehua on 2008-09-03 09:14:51 as
	Market reaction to temporary liquidity crises and the permanent market impact [My Copy] ArXiv Physics e-prints (3 Aug 2006) by Adam Ponzi, Fabrizio Lillo, Rosario N. Mantegna posted to impact liquidity market microstructure price by akiSquared on 2008-07-05 15:29:56 as along with 2 people mdengler Scis0000002
	Pricing Options in an Extended Black Scholes Economy with Illiquidity: Theory and Empirical Evidence [My Copy] Review of Financial Studies, Vol. 19, No. 2. (2006), pp. 493-529. by Cetin, U., Jarrow, et al. R., Protter, P., Warachka, M. posted to black liquidity pricing risk scholes by akiSquared on 2008-07-05 15:22:15 as
	Consumption and Liquidity Constraints: An Empirical Investigation [My Copy] The Journal of Political Economy, Vol. 97, No. 2. (1989), pp. 305-346. by Stephen P. Zeldes posted to constraints liquidity by Scis0000002 on 2008-02-23 15:26:09 as along with 1 person toomash
	Income and Wealth Heterogeneity in the Macroeconomy [My Copy] The Journal of Political Economy, Vol. 106, No. 5. (1998), pp. 867-896. by Per Krusell, Anthony A. Smith posted to distributions heterogeneity income liquidity wealth by Scis0000002 on 2008-02-23 15:20:34 as along with 4 people toomash mankart kenjimyzk pblanchenay
	A Risk-Neutral Parametric Liquidity Model for Derivatives [My Copy] by David Bakstein, Sam Howison posted to derivatives liquidity risk-neutral by Scis0000002 on 2007-12-19 14:50:16 as along with 1 person scis0000001
	Market impact costs of institutional equity trades [My Copy] Journal of International Money and Finance, Vol. 26, No. 6. (October 2007), pp. 974-1000. by Jacob A. Bikker, Laura Spierdijk, Pieter J. van der Sluis posted to finance liquidity trading by RobHayward on 2007-07-26 05:56:12 as
	Presidential Address: Liquidity and Price Discovery [My Copy] by Maureen O'Hara posted to discovery finance liquidity price by rlai on 2007-05-29 17:29:36 as along with 1 group MITCCI
	Who is Credit Constrained in the U. S. Economy? [My Copy] The Quarterly Journal of Economics, Vol. 105, No. 1. (1990), pp. 219-234. by Tullio Jappelli posted to liquidity 411-2 by toomash on 2007-01-04 22:40:46 as
	Saving and Liquidity Constraints [My Copy] Econometrica, Vol. 59, No. 5. (1991), pp. 1221-1248. by Angus Deaton posted to 411-2 liquidity by toomash on 2007-01-04 22:40:40 as
	Bank Runs, Deposit Insurance, and Liquidity [My Copy] The Journal of Political Economy, Vol. 91, No. 3. (1983), pp. 401-419. by Douglas W. Diamond, Philip H. Dybvig posted to 411-1 bankrun game_theory liquidity tartumicro by toomash on 2006-02-26 10:20:10 as along with 3 people amsantos jomichell olessya
	It's Baaack: Japan's Slump and the Return of the Liquidity Trap [My Copy] by Paul R. Krugman, Kathryn M. Dominquez, Kenneth Rogoff posted to liquidity trap by marianok on 2006-02-22 03:25:21 as
	The risk-free rate in heterogeneous-agent incomplete-insurance economies [My Copy] Journal of Economic Dynamics and Control, Vol. 17, No. 5-6. ( 1993), pp. 953-969. by Mark Huggett posted to 411-2 aarineq liquidity by toomash on 2005-04-27 23:46:49 as along with 1 person mankart
	Uninsured Idiosyncratic Risk and Aggregate Saving [My Copy] The Quarterly Journal of Economics, Vol. 109, No. 3. (1994), pp. 659-684. by S. Rao Aiyagari posted to 411-2 aarineq liquidity by toomash on 2005-04-27 23:18:49 as along with 1 person jorgen

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411-2	6
trading-volume	6
monetary	5
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Tag liquidity [34 articles] Export

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