The impact of arbitrage on market liquidity-Reference-Cited by-同舟云学术

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The impact of arbitrage on market liquidity

Published:2021-10 Issue:1 Volume:142 Page:195-213
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Rösch Dominik

Funder

National Science Foundation Directorate for Computer and Information Science and Engineering

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference58 articles.

1. Dealership market: market-making with inventory;Amihud;J. Financ. Econ.,1980

2. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econ.,1986

3. Nonstandard-settlement transactions;Angel;Financ. Manag.,1998

4. Instrumental variables and the search for identification: from supply and demand to natural experiments;Angrist;J. Econ. Perspect.,2001

5. Multimarket trading and liquidity: theory and evidence;Baruch;J. Financ.,2007

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1. Influence and predictive power of sentiment: Evidence from the lithium market;Finance Research Letters;2024-10

2. Investigation of market impacts of arbitrage trading between an ETF and its underlying assets using an agent-based simulation;Finance Research Letters;2024-09

3. Gamma positioning and market quality;Journal of Economic Dynamics and Control;2024-07

4. Market liquidity, credit maturity structure and asset mismatch in manufacturing firms;Finance Research Letters;2024-05

5. The Impact of Arbitrage Between Stock Markets With and Without Maker–Taker Fees Using an Agent-Based Simulation;New Generation Computing;2024-02-10

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