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Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
In: NBER Working Papers.
RePEc:nbr:nberwo:18251.

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  1. The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier.
    In: Economic Modelling.
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  2. Noise as a liquidity measure: Evidence from the JGB market. (2021). Hattori, Takahiro.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000226.

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  3. Trading Costs and Informational Efficiency. (2021). Parlatore, Cecilia ; Davila, Eduardo.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

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  4. What drives the liquidity premium in the Chinese stock market?. (2020). Zhang, Zhaoyong ; Ho, Kin-Yip.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302918.

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  5. Regulation and Market Liquidity. (2019). Trebbi, Francesco ; Xiao, Kairong.
    In: Management Science.
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  6. Effects of capital controls on foreign exchange liquidity. (2019). Cantu Garcia, Carlos.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:93:y:2019:i:c:p:201-222.

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  7. Drivers of market liquidity - Regulation, monetary policy or new players?. (2018). van Lelyveld, Iman ; Brouwer, Eward ; Bonner, Clemens.
    In: Working Papers.
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  8. Stock Market Liquidity: Financially Constrained Firms and Share Repurchase. (2017). Nguyen, Hazel Thu-Hien.
    In: Accounting and Finance Research.
    RePEc:jfr:afr111:v:6:y:2017:i:4:p:130.

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  9. Impact of the transition to continous trading on emerging financial markets liquidity : Case study of the West Africa Regional Exchange Market (BRVM). (2016). OUATTARA, Aboudou.
    In: MPRA Paper.
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  10. Systemwide Commonalities in Market Liquidity. (2016). Flood, Mark ; Piontek, Thomas ; Liechty, John C.
    In: Working Papers.
    RePEc:ofr:wpaper:15-11.

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  11. The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market. (2016). CAPELLE-BLANCARD, Gunther.
    In: Finance Research Letters.
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  12. The impact of the French securities transaction tax on market liquidity and volatility. (2016). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: International Review of Financial Analysis.
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  13. Imperfect knowledge, liquidity and bubbles. (2016). Branch, William.
    In: Journal of Economic Dynamics and Control.
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  14. Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. (2016). Vasios, Michalis ; Payne, Richard ; Benos, Evangelos.
    In: Bank of England working papers.
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  15. Can large long-term investors capture illiquidity premiums. (2015). Driessen, J. J. A. G., ; de Jong, F. C. J. M., .
    In: Other publications TiSEM.
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  16. Real Options and Merchant Operations of Energy and Other Commodities. (2014). Secomandi, Nicola ; Seppi, Duane J..
    In: Foundations and Trends(R) in Technology, Information and Operations Management.
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  17. The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility. (2014). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: Working Papers.
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  18. The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility. (2014). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: Discussion papers.
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  19. The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility. (2014). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-27.

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  20. The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility. (2013). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13085.

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  21. The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility. (2013). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: Post-Print.
    RePEc:hal:journl:halshs-00940251.

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  22. The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility. (2013). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00940251.

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  23. The pricing effects of ambiguous private information. (2012). Condie, Scott ; Ganguli, Jayant.
    In: Economics Discussion Papers.
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  24. The pricing effects of ambiguous private information. (2012). Condie, Scott.
    In: Economics Discussion Papers.
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  25. DYNAMIC RETURN-ORDER IMBALANCE RELATIONSHIP RESPONSE TO LEVERAGED BUYOUT ANNOUNCEMENTS. (2014). Su, Yong-Chern ; Chang, Yao-Hsuan ; Huang, Han-Ching.
    In: Global Journal of Business Research.
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  26. Two-period model of insider trading with correlated signals. (2014). Daher, Wassim ; Saleeby, Elias G..
    In: Journal of Mathematical Economics.
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  27. Informational Price Cascades and Non-aggregation of Asymmetric Information in Experimental Asset Markets. (2013). Shachat, Jason ; Srinivasan, Anand.
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  28. Hidden and Displayed Liquidity in Securities Markets with Informed Liquidity Providers. (2013). Boulatov, Alexei ; George, Thomas J..
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:26:y:2013:i:8:p:2096-2137.

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  29. Those Who Know Most: Insider Trading in 18th c. Amsterdam. (2013). Koudijs, Peter.
    In: NBER Working Papers.
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  30. Pessimistic optimal choice for risk-averse agents. (2013). Vitale, Paolo ; Author-Name, Paolo Vitale .
    In: Working Papers CASMEF.
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  31. Market Liquidity€”Theory and Empirical Evidence *. (2013). Wang, Jiang ; Vayanos, Dimitri.
    In: Handbook of the Economics of Finance.
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  32. Market Liquidity -- Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang.
    In: NBER Working Papers.
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  33. Risk-averse insider trading in multi-asset sequential auction markets. (2012). Vitale, Paolo.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:3:p:673-675.

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  34. Informational Price Cascades and Non-aggregation of Asymmetric Information in Experimental Asset Markets. (2011). Shachat, Jason ; Srinivasan, Anand.
    In: Working Papers.
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  35. Market microstructure: A review from down under. (2011). berkman, henk ; Comertonforde, Carole.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:51:y:2011:i:1:p:50-78.

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  36. Risk aversion, order strategy and price formation. (2010). Wang, Ming-Chang ; Zu, Lon-Ping ; Kuo, Chau-Jung .
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:5:p:627-640.

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  37. More insiders, more insider trading: Evidence from private-equity buyouts. (2010). Acharya, Viral ; Johnson, Timothy C..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:500-523.

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  38. Insider Trading in the Market with Rational Expected Price. (2010). Gong, Fuzhou ; Zhou, Deqing.
    In: Papers.
    RePEc:arx:papers:1012.2160.

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  39. Risk-Neutral Monopolists are Variance-Averse. (2009). Kirstein, Roland.
    In: FEMM Working Papers.
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  40. Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information. (2009). Choi, Sungsub ; Noh, Chanwoo .
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:351-365.

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  41. Risk aversion, mandatory disclosure and the concealment of information. (2008). Huang, Hui.
    In: Economics Letters.
    RePEc:eee:ecolet:v:99:y:2008:i:1:p:2-9.

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  42. Do Local or Foreign traders know more in an emerging market? A possible solution of the puzzle.. (2007). Agudelo, Diego.
    In: Documentos de Trabajo de Valor Público.
    RePEc:col:000122:011117.

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  43. Risk aversion, public disclosure, and long-lived information. (2004). Zhang, Wei David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:85:y:2004:i:3:p:327-334.

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  44. FUTURES MARKET DEPTH: REVEALED VS. PERCEIVED PRICE ORDER IMBALANCES. (2003). Pennings, Joost ; Garcia, Philip ; Pennings, Joost M. E., ; Marsh, Julia W..
    In: 2003 Conference, April 21-22, 2003, St. Louis, Missouri.
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  45. Insider trading and risk aversion. (2002). Baruch, Shmuel.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:4:p:451-464.

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  46. Strategic Behavior and Price Discovery.. (2001). Vives, Xavier ; MEDRANO, LUIS.
    In: RAND Journal of Economics.
    RePEc:rje:randje:v:32:y:2001:i:2:p:221-48.

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  47. Strategic trading in a dynamic noisy market. (2001). Vayanos, Dimitri.
    In: LSE Research Online Documents on Economics.
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  48. Noise and competition in strategic oligopoly. (2000). Dridi, Ramdan ; Germain, Laurent.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:6862.

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  49. Noise and Competition in Strategic Oligopoly. (2000). Dridi, Ramdan ; Germain, Laurent.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:395.

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  50. Long-lived information and intraday patterns. (1998). Back, Kerry ; Pedersen, Hal.
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    RePEc:eee:finmar:v:1:y:1998:i:3-4:p:385-402.

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