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Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues. (2015). Papanagiotou, Evangelia ; Monokroussos, George ; Langedijk, Sven.
In: MPRA Paper.
RePEc:pra:mprapa:61865.

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Cited: 2

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Cites: 19

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Benchmarking liquidity proxies: The case of EU sovereign bonds. (2018). Monokroussos, George ; Langedijk, Sven ; Papanagiotou, Evangelia .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:56:y:2018:i:c:p:321-329.

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  2. Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015. (2016). Váradi, Kata ; Havran, Dániel ; Csóka, Péter.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1627.

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References

References cited by this document

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  4. Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows. (2017). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten.
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  7. The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis. (2016). Dionne, Georges ; Zhou, Xiaozhou .
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  8. Bond Liquidity at the Oslo Stock Exchange. (2016). Ødegaard, Bernt.
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  9. The importance of stock liquidity on option pricing. (2016). Feng, Shih-Ping ; Wang, Yaw-Huei ; Hung, Mao-Wei.
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  11. Net Contribution, Liquidity, and Optimal Pension Management. (2016). Choi, Changhui ; Roh, Sang-Youn ; Kim, Changki ; Jang, Bong-Gyu.
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  12. Benchmarking Liquidity Proxies: Accounting for Dynamics and Frequency Issues. (2015). Papanagiotou, Evangelia ; Monokroussos, George ; Langedijk, Sven.
    In: MPRA Paper.
    RePEc:pra:mprapa:61865.

    Full description at Econpapers || Download paper

  13. Financial Market Liquidity: Who Is Acting Strategically?. (2015). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten.
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