Patterns in cross market liquidity
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dungey, Mardi & Hvozdyk, Lyudmyla, 2012.
"Cojumping: Evidence from the US Treasury bond and futures markets,"
Journal of Banking & Finance,
Elsevier, vol. 36(5), pages 1563-1575.
- Mardi Dungey & Lyudmyla Hvozdyk, 2010. "Cojumping: Evidence from the US Treasury Bond and Futures Markets," NCER Working Paper Series 56, National Centre for Econometric Research, revised 20 Jul 2010.
- Dimitri Vayanos & Jiang Wang, 2012. "Market Liquidity - Theory and Empirical Evidence," FMG Discussion Papers dp709, Financial Markets Group.
- repec:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0609-6 is not listed on IDEAS
- repec:eee:finlet:v:21:y:2017:i:c:p:272-276 is not listed on IDEAS
- Dungey, Mardi & Hvozdyk, Lyudmyla, 2010. "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers 10450, University of Tasmania, Tasmanian School of Business and Economics, revised 14 Jul 2010.
- repec:wsi:rpbfmp:v:20:y:2017:i:02:n:s0219091517500084 is not listed on IDEAS
- Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidityâ€”Theory and Empirical Evidence ," Handbook of the Economics of Finance, Elsevier.
- Easley, David & O'Hara, Maureen, 2010. "Liquidity and valuation in an uncertain world," Journal of Financial Economics, Elsevier, vol. 97(1), pages 1-11, July.
- Sensoy, Ahmet, 2016. "Commonality in liquidity: Effects of monetary policy and macroeconomic announcements," Finance Research Letters, Elsevier, vol. 16(C), pages 125-131.
- Bond, Shaun A. & Chang, Qingqing, 2012. "Liquidity dynamics across public and private markets," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1890-1910.
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