On the instability of private intertemporal liquidity provision

Economics Letters ◽

10.1016/j.econlet.2021.110117 ◽

2021 ◽

pp. 110117

Author(s):

Diemo Dietrich ◽

Thomas Gehrig

Keyword(s):

Liquidity Provision

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Iceberg Orders and the Compensation for Liquidity Provision

SSRN Electronic Journal ◽

10.2139/ssrn.1102085 ◽

2008 ◽

Author(s):

Stefan Frey ◽

Patrik Vilhelm Sandas

Keyword(s):

Liquidity Provision

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Liquidity Provision and Informed Trading in the Credit Derivatives Market

SSRN Electronic Journal ◽

10.2139/ssrn.1530088 ◽

2010 ◽

Author(s):

Tejas Gala ◽

Jiaping Qiu ◽

Fan Yu

Keyword(s):

Credit Derivatives ◽

Informed Trading ◽

Liquidity Provision

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Liquidity Provision by International Institutional Investors: Evidence from Brazilian Privatization

SSRN Electronic Journal ◽

10.2139/ssrn.1568259 ◽

2010 ◽

Author(s):

Sith Chaisurote

Keyword(s):

Institutional Investors ◽

Liquidity Provision

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Technical Trading and Strategic Liquidity Provision

SSRN Electronic Journal ◽

10.2139/ssrn.2022650 ◽

2012 ◽

Author(s):

Chun Xia ◽

Ming Guo

Keyword(s):

Technical Trading ◽

Liquidity Provision

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Liquidity Provision, Credit Risk and the Bond Spread: New Evidence from the Subprime Mortgage Market

SSRN Electronic Journal ◽

10.2139/ssrn.2682628 ◽

2015 ◽

Author(s):

Xudong An ◽

Timothy J. Riddiough

Keyword(s):

Credit Risk ◽

Mortgage Market ◽

Subprime Mortgage ◽

Liquidity Provision ◽

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Customer Liquidity Provision in Corporate Bond Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2848344 ◽

2016 ◽

Author(s):

Jaewon Choi ◽

Yesol Huh

Keyword(s):

Corporate Bond ◽

Bond Markets ◽

Liquidity Provision

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(The Effectiveness of Liquidity Provision During Debt Crises: Evidence from Korean Firm-Level Data)

SSRN Electronic Journal ◽

10.2139/ssrn.3016159 ◽

2016 ◽

Author(s):

Hyunjoon Lim ◽

Frederick Dongchuhl Oh

Keyword(s):

Liquidity Provision ◽

Firm Level Data ◽

Debt Crises ◽

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Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?

Finance Research Letters ◽

10.1016/j.frl.2021.102308 ◽

2021 ◽

pp. 102308

Author(s):

Masahiro Yamada

Keyword(s):

Price Shocks ◽

Tick Size ◽

Liquidity Provision ◽

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Liquidity provision and stock return predictability

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2013.12.021 ◽

2014 ◽

Vol 45 ◽

pp. 140-151 ◽

Author(s):

Terrence Hendershott ◽

Mark S. Seasholes

Keyword(s):

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

Liquidity Provision

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Hedge Funds, Volatility, and Liquidity Provision in Energy Futures Markets

The Journal of Alternative Investments ◽

10.3905/jai.2007.682734 ◽

2007 ◽

Vol 9 (4) ◽

pp. 10-38 ◽

Author(s):

Michael S. Haigh ◽

Jana Hranaiova ◽

James A. Overdahl

Keyword(s):

Hedge Funds ◽

Futures Markets ◽

Energy Futures ◽

Liquidity Provision ◽

Energy Futures Markets

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