1. Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

   Full description at Econpapers || Download paper

2. Trading ahead of treasury auctions. (2024). Sigaux, Jean-David.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002236.

   Full description at Econpapers || Download paper

3. Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China. (2024). Mao, Rui ; Zhang, Jinhua ; Xu, Yimin ; Du, Anna Min ; Goodell, John W.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006112.

   Full description at Econpapers || Download paper

4. An unbounded intensity model for point processes. (2024). Christensen, Kim ; Kolokolov, Aleksey.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001854.

   Full description at Econpapers || Download paper

5. Ambiguous price formation. (2023). He, Xue-Zhong ; Aliyev, Nihad.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:106:y:2023:i:c:s0304406823000356.

   Full description at Econpapers || Download paper

6. Jumps in stock prices: New insights from old data. (2022). Paye, Bradley S ; Medeiros, Marcelo C ; Johnson, James A.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000039.

   Full description at Econpapers || Download paper

7. Trading costs of private debt. (2022). Mahlmann, Thomas ; Kessler, Andreas.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000264.

   Full description at Econpapers || Download paper

8. The drift burst hypothesis. (2022). Reno, Roberto ; Oomen, Roel ; Christensen, Kim.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:227:y:2022:i:2:p:461-497.

   Full description at Econpapers || Download paper

9. Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482.

   Full description at Econpapers || Download paper

10. Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006.

    Full description at Econpapers || Download paper

11. VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945.

    Full description at Econpapers || Download paper

12. High-frequency trading during flash crashes: Walk of fame or hall of shame?. (2020). Reno, Roberto ; Pelizzon, Loriana ; Kolokolov, Aleksey ; Christensen, Kim ; Bellia, Mario.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:270.

    Full description at Econpapers || Download paper

13. Quantify the quantitative easing: Impact on bonds and corporate debt issuance. (2020). Todorov, Karamfil.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:135:y:2020:i:2:p:340-358.

    Full description at Econpapers || Download paper

14. Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

    Full description at Econpapers || Download paper

15. Who Provides Liquidity, and When?. (2019). Ye, Mao ; Wang, Xin ; Li, Sida.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25972.

    Full description at Econpapers || Download paper

16. Product Market Threats and Stock Crash Risk. (2019). Zhan, Xintong ; Li, SI.
    In: Management Science.
    RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4011-4031.

    Full description at Econpapers || Download paper

17. Quantify the quantitative easing: impact on bonds and corporate debt issuance. (2019). Todorov, Karamfil.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:101665.

    Full description at Econpapers || Download paper

18. Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

    Full description at Econpapers || Download paper

19. Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa.
    In: Discussion Papers.
    RePEc:bir:birmec:19-07.

    Full description at Econpapers || Download paper

20. Valuing Thinly Traded Assets. (2018). Longstaff, Francis A.
    In: Management Science.
    RePEc:inm:ormnsc:v:64:y:2018:i:8:p:3868-3878.

    Full description at Econpapers || Download paper

21. National elections and tail risk: International evidence. (2018). Li, Qingyuan ; Xu, LI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:113-128.

    Full description at Econpapers || Download paper

22. Mini-Flash Crashes, Model Risk, and Optimal Execution. (2018). Bayraktar, Erhan ; Munk, Alexander .
    In: Papers.
    RePEc:arx:papers:1705.09827.

    Full description at Econpapers || Download paper

23. The drift burst hypothesis. (2018). Reno, Roberto ; Oomen, Roel ; Christensen, Kim.
    In: CREATES Research Papers.
    RePEc:aah:create:2018-21.

    Full description at Econpapers || Download paper

24. The Market Performance of Socially Responsible Investment during Periods of the Economic Cycle – Illustrated Using the Case of FTSE. (2017). Wu, Junjie ; Gioulmpaxiotis, Georgios ; Dean, Aftab ; Lodorfos, George.
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:38:y:2017:i:2:p:238-251.

    Full description at Econpapers || Download paper

25. Asset Mispricing. (2017). Longstaff, Francis ; Lewis, Kurt ; Petrasek, Lubomir .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23231.

    Full description at Econpapers || Download paper

26. Traders’ behavioral coupling and market phase transition. (2017). Ma, Rong ; Li, Honggang ; Zhang, Yin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:486:y:2017:i:c:p:618-627.

    Full description at Econpapers || Download paper

27. Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors. (2017). Ben-Rephael, Azi .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:31:y:2017:i:c:p:30-44.

    Full description at Econpapers || Download paper

28. Market selection. (2017). Kogan, Leonid ; Wang, Jiang ; Westerfield, Mark M ; Ross, Stephen A.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:168:y:2017:i:c:p:209-236.

    Full description at Econpapers || Download paper

29. Lockstep in liquidity: Common dealers and co-movement in bond liquidity. (2017). Gissler, Stefan.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:33:y:2017:i:c:p:1-21.

    Full description at Econpapers || Download paper

30. High frequency trading and fragility. (2017). Vives, Xavier ; Cespa, Giovanni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172020.

    Full description at Econpapers || Download paper

31. High Frequency Trading and Fragility. (2017). Vives, Xavier ; Cespa, Giovanni.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-1161.

    Full description at Econpapers || Download paper

32. When noise trading fades, volatility rises. (2016). Li, Jinliang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0508-2.

    Full description at Econpapers || Download paper

33. Market Transparency and Fragility. (2016). Vives, Xavier ; Cespa, Giovanni.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6279.

    Full description at Econpapers || Download paper

34. Time-Varying Crash Risk: The Role of Stock Market Liquidity. (2016). Feunou, Bruno ; Christoffersen, Peter ; Jeon, Yoontae ; ORNTHANALAI, CHAYAWAT .
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-35.

    Full description at Econpapers || Download paper

35. The Drift Burst Hypothesis. (2016). Christensen, Kim ; Reno, Roberto ; Oomen, Roel.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-28.

    Full description at Econpapers || Download paper

36. Equilibrium theory of stock market crashes. (2015). Isaenko, Sergei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:60:y:2015:i:c:p:73-94.

    Full description at Econpapers || Download paper

37. Fire Sales and Information Advantage: When Informed Investor Helps. (2015). Zhang, Lei ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10536.

    Full description at Econpapers || Download paper

38. Dynamical system theory of periodically collapsing bubbles. (2015). Yukalov, V I ; Sornette, D ; Yukalova, E P.
    In: Papers.
    RePEc:arx:papers:1507.05311.

    Full description at Econpapers || Download paper

39. Valuing Thinly-Traded Assets. (2014). Longstaff, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20589.

    Full description at Econpapers || Download paper

40. Stock returns on option expiration dates: Price impact of liquidity trading. (2014). Chiang, Chin-Han .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:28:y:2014:i:c:p:273-290.

    Full description at Econpapers || Download paper

41. Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market. (2014). Xiang, JU ; Zhu, Xiaoneng .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:25:y:2014:i:c:p:134-148.

    Full description at Econpapers || Download paper

42. Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis. (2013). Anand, Amber ; Irvine, Paul ; Venkataraman, Kumar ; Puckett, Andy .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:3:p:773-797.

    Full description at Econpapers || Download paper

43. Market Liquidity—Theory and Empirical Evidence *. (2013). Vayanos, Dimitri ; Wang, Jiang.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-b-1289-1361.

    Full description at Econpapers || Download paper

44. Market liquidity and institutional trading during the 2007–8 financial crisis. (2013). Poon, Ser-Huang ; Stathopoulos, Konstantinos ; Rockinger, Michael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:86-97.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

46. Speed of convergence to market efficiency: The role of ECNs. (2012). Chung, Dennis Y. ; Hrazdil, Karel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:5:p:702-720.

    Full description at Econpapers || Download paper

47. Liquidity in Frictional Asset Markets. (2011). Weill, Pierreolivier ; Rocheteau, Guillaume.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:s2:p:261-282.

    Full description at Econpapers || Download paper

48. Liquidity in frictional asset markets. (2011). Weill, Pierre-Olivier ; Rocheteau, Guillaume.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1105.

    Full description at Econpapers || Download paper

49. Liquidity Black Hole and Optimal Behavioral. (2011). Gabrieli, Tommaso ; Marcato, Gianluca ; Tira, Giovanni .
    In: ERES.
    RePEc:arz:wpaper:eres2011_116.

    Full description at Econpapers || Download paper

50. Market liquidity, asset prices, and welfare. (2010). Huang, Jennifer ; Wang, Jiang.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:95:y:2010:i:1:p:107-127.

    Full description at Econpapers || Download paper

51. Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Wang, Steven Shuye ; Li, Wei.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:4:p:448-474.

    Full description at Econpapers || Download paper

52. Financial Crises: Theory and Evidence. (2009). Carletti, Elena ; Babus, Ana ; Allen, Franklin.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:1:y:2009:p:97-116.

    Full description at Econpapers || Download paper

This document has not been processed yet.

You may help us by submiting the list of references

      This document has not co-citation data yet.

Report date: 2025-02-25 06:56:07 || Missing content? Let us know