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The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods. (2024). Tiwari, Aviral ; Lakshmi, Vdmv ; Sisodia, Garima ; Joseph, Anto.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3007-3022.

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  33. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

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  34. The reward for trading illiquid maturities in credit default swap markets. (2015). Serrano, Pedro ; Rubio, Gonzalo ; Arakelyan, Armen .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:39:y:2015:i:c:p:376-389.

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  35. On the compensation for illiquidity in sovereign credit markets. (2015). Lafuente, Juan Angel ; Serrano, Pedro.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:30:y:2015:i:c:p:83-100.

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  36. Limits to arbitrage and the term structure of bond illiquidity premiums. (2015). Schuster, Philipp ; Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:57:y:2015:i:c:p:143-159.

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  37. Liquidity, credit quality, and the relation between volatility and trading activity: Evidence from the corporate bond market. (2015). Wang, Junbo ; Wu, Chunchi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:183-203.

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  38. Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Bessler, Wolfgang ; Nohel, Tom ; Kurmann, Philipp .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

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  39. Liquidity shocks and stock bubbles. (2015). Nneji, Ogonna.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:35:y:2015:i:c:p:132-146.

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  40. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Gehde-Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r2.

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  41. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Bethke, Sebastian ; Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r.

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  42. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; Rindler, Philipp B..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:04.

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  43. Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2014-15.

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  44. The determinants of credit spreads changes in global shipping bonds. (2014). Tsouknidis, Dimitris ; Kavussanos, Manolis.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:70:y:2014:i:c:p:55-75.

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  45. Corporate bond returns and the financial crisis. (2014). Hughes, John S. ; Aboody, David ; Ozel, Bugra N..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:42-53.

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  46. Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Bessler, Wolfgang ; Kurmann, Philipp .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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  47. Stock liquidity and the Taylor rule. (2014). Jiang, Lei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:202-214.

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  48. On the compensation for illiquidity in sovereign credit markets. (2014). Lafuente, Juan Angel ; Serrano, Pedro ; Groba, Jonatan.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb142911.

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  49. What drives corporate default risk premia? Evidence from the CDS market. (2013). Serrano, Pedro ; Groba, Jonatan ; Diaz, Antonio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:529-563.

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  50. Return dispersion, stock market liquidity and aggregate economic activity. (2013). Floros, Christos ; Degiannakis, Stavros ; Angelidis, Timotheos ; Andrikopoulos, Andreas.
    In: Working Papers.
    RePEc:bog:wpaper:166.

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