The impact of funding liquidity on market quality
Author:
Funder
Ministry of Science and Technology of Taiwan
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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1. Funding liquidity shocks and market liquidity providers;Finance Research Letters;2022-06
2. Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity;Journal of Futures Markets;2021-10
3. Economic policy uncertainty and illiquidity return premium;The North American Journal of Economics and Finance;2021-01
4. Stock price synchronicity and liquidity: Retail investors’ risk preference under funding liquidity shocks;SSRN Electronic Journal;2021
5. Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market;The North American Journal of Economics and Finance;2020-11
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