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There are 47305 results for: content related to: Liquidity and the Law of One Price: The Case of the Futures-Cash Basis

  1. Impact of Liquidity on the Futures-Cash Basis: Evidence from the Indian Market

    Journal of Futures Markets

    Volume 33, Issue 3, March 2013, Pages: 266–298, Palani-Rajan Kadapakkam and Umesh Kumar

    Version of Record online : 29 FEB 2012, DOI: 10.1002/fut.21540

  2. Stock Market Declines and Liquidity

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 257–293, ALLAUDEEN HAMEED, WENJIN KANG and S. VISWANATHAN

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01529.x

  3. Liquidity Commonality in Individuals’ Order Flows: New Evidence from the Taiwanese Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 4, August 2016, Pages: 606–645, Wen-liang Gideon Hsieh and Yuan-yi Lin

    Version of Record online : 12 SEP 2016, DOI: 10.1111/ajfs.12141

  4. STOCK LIQUIDITY AND CORPORATE BOND YIELD SPREADS: THEORY AND EVIDENCE

    Journal of Financial Research

    Volume 38, Issue 1, Spring 2015, Pages: 59–91, Henry H. Huang, Hung-Yi Huang and Jeffrey J. Oxman

    Version of Record online : 23 MAR 2015, DOI: 10.1111/jfir.12052

  5. Liquidity, Return and Order-Flow Linkages Between REITs and the Stock Market

    Real Estate Economics

    Volume 35, Issue 3, Fall 2007, Pages: 383–408, Avanidhar Subrahmanyam

    Version of Record online : 16 AUG 2007, DOI: 10.1111/j.1540-6229.2007.00194.x

  6. Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 295–331, CAROLE COMERTON-FORDE, TERRENCE HENDERSHOTT, CHARLES M. JONES, PAMELA C. MOULTON and MARK S. SEASHOLES

    Version of Record online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01530.x

  7. Liquidity and Autocorrelations in Individual Stock Returns

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2365–2394, DORON AVRAMOV, TARUN CHORDIA and AMIT GOYAL

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01060.x

  8. Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1805–1841, LORIANO MANCINI, ANGELO RANALDO and JAN WRAMPELMEYER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12053

  9. Types of liquidity and limits to arbitrage—the case of credit default swaps

    Journal of Futures Markets

    Volume 32, Issue 4, April 2012, Pages: 301–329, Karan Bhanot and Liang Guo

    Version of Record online : 11 MAR 2011, DOI: 10.1002/fut.20518

  10. Market Efficiency and the Post-Earnings Announcement Drift

    Contemporary Accounting Research

    Volume 28, Issue 3, Fall 2011 (September), Pages: 926–956, Dennis Y. Chung and Karel Hrazdil

    Version of Record online : 1 APR 2011, DOI: 10.1111/j.1911-3846.2011.01078.x

  11. What Explains the Bid-Ask Spread Decline after Nasdaq Reforms?

    Financial Markets, Institutions & Instruments

    Volume 12, Issue 5, December 2003, Pages: 347–376, By Yan He and Chunchi Wu

    Version of Record online : 6 NOV 2003, DOI: 10.1046/j.0963-8008.2003.00002.x

  12. AN ANALYSIS OF THE EFFECTIVENESS OF FHLBB LIQUIDITY POLICY, 1971–1975

    The Journal of Finance

    Volume 32, Issue 5, December 1977, Pages: 1617–1637, Maurice Weinrobe

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1977.tb03358.x

  13. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1329–1368, ANTHONY W. LYNCH and SINAN TAN

    Version of Record online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01662.x

  14. Global Financial Safety Nets: Where Do We Go from Here?

    International Finance

    Volume 15, Issue 1, Spring 2012, Pages: 37–68, Eduardo Fernández-Arias and Eduardo Levy-Yeyati

    Version of Record online : 22 APR 2012, DOI: 10.1111/j.1468-2362.2012.01295.x

  15. The Value of Control and the Costs of Illiquidity

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1405–1455, RUI ALBUQUERQUE and ENRIQUE SCHROTH

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12207

  16. Private Equity Performance and Liquidity Risk

    The Journal of Finance

    Volume 67, Issue 6, December 2012, Pages: 2341–2373, FRANCESCO FRANZONI, ERIC NOWAK and LUDOVIC PHALIPPOU

    Version of Record online : 19 NOV 2012, DOI: 10.1111/j.1540-6261.2012.01788.x

  17. Aggregate Risk and the Choice between Cash and Lines of Credit

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 2059–2116, VIRAL V. ACHARYA, HEITOR ALMEIDA and MURILLO CAMPELLO

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12056

  18. Hidden Liquidity: Some New Light on Dark Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2227–2274, ROBERT BLOOMFIELD, MAUREEN O'HARA and GIDEON SAAR

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12301

  19. The Beauty Contest and Short-Term Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2099–2154, GIOVANNI CESPA and XAVIER VIVES

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12279

  20. Does Stock Liquidity Enhance or Impede Firm Innovation?

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2085–2125, VIVIAN W. FANG, XUAN TIAN and SHERI TICE

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12187