Relevant bibliographies by topics / Liquidity

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Liquidity'

Author: Grafiati
Published: 4 June 2021
Last updated: 25 July 2025

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Journal articles on the topic "Liquidity"

1

Rozhkov, Y. V. "THE USE OF LIQUIDING AS A BANK MANAGEMENT CATEGORY." Vestnik of Khabarovsk State University of Economics and Law, no. 3 (January 20, 2021): 61–64. http://dx.doi.org/10.38161/2618-9526-2020-3-12.

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The article describes the theoretical problems related to the use of «bank liquidity» category. «Function» category is revealed in relation to the liquidity of credit institutions. It is proposed to introduce «liquiding» category into scientific and practical circulation as a quintessence that combines the concepts of «liquidity», «liquidity management», «liquidity risk management»
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Corcuera, José Manuel, Florence Guillaume, Dilip B. Madan, and Wim Schoutens. "Implied liquidity: towards stochastic liquidity modelling and liquidity trading." International Journal of Portfolio Analysis and Management 1, no. 1 (2012): 80. http://dx.doi.org/10.1504/ijpam.2012.046910.

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Buchner, Axel. "Equilibrium liquidity premia of private equity funds." Journal of Risk Finance 17, no. 1 (2016): 110–28. http://dx.doi.org/10.1108/jrf-07-2015-0068.

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Purpose – The purpose of this paper is to propose a novel theory of the equilibrium liquidity premia of private equity funds and explore its asset-pricing implications. Design/methodology/approach – The theory assumes that investors are exposed to the risk of facing surprise liquidity shocks, which upon arrival force them to liquidate their positions on the secondary private equity markets at some stochastic discount to the fund’s current net asset value. Assuming a competitive market where fund managers capture all rents from managing the funds and investors just break even on their positions
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Benson, Karen, Robert Faff, and Tom Smith. "Injecting liquidity into liquidity research." Pacific-Basin Finance Journal 35 (November 2015): 533–40. http://dx.doi.org/10.1016/j.pacfin.2015.10.001.

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Gopalan, Radhakrishnan, Ohad Kadan, and Mikhail Pevzner. "Asset Liquidity and Stock Liquidity." Journal of Financial and Quantitative Analysis 47, no. 2 (2012): 333–64. http://dx.doi.org/10.1017/s0022109012000130.

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AbstractWe study the relation between asset liquidity and stock liquidity. Our model shows that the relation may be either positive or negative depending on parameter values. Asset liquidity improves stock liquidity more for firms that are less likely to reinvest their liquid assets (i.e., firms with less growth opportunities and financially constrained firms). Empirically, we find a positive and economically large relation between asset liquidity and stock liquidity. Consistent with our model, the relation is more positive for firms that are less likely to reinvest their liquid assets. Our re
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Brunnermeier, Markus K., and Lasse Heje Pedersen. "Market Liquidity and Funding Liquidity." Review of Financial Studies 22, no. 6 (2008): 2201–38. http://dx.doi.org/10.1093/rfs/hhn098.

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JOHNSON, T. "Volume, liquidity, and liquidity risk☆." Journal of Financial Economics 87, no. 2 (2008): 388–417. http://dx.doi.org/10.1016/j.jfineco.2007.03.006.

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Goyenko, Ruslan Y., Craig W. Holden, and Charles A. Trzcinka. "Do liquidity measures measure liquidity?☆." Journal of Financial Economics 92, no. 2 (2009): 153–81. http://dx.doi.org/10.1016/j.jfineco.2008.06.002.

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Wang, Youyu. "Study on the effectiveness of fluidity clause in the era of Civil Code." BCP Business & Management 49 (August 16, 2023): 189–203. http://dx.doi.org/10.54691/bcpbm.v49i.5425.

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In the background of the concept of substantive guarantee introducing in the Civil Code, invalidating the effectiveness of liquidity pledge clauses rigidly in the sales guarantee is no longer appropriate. Although there is a new development in the Civil Code for liquidity pledge clauses, which tends to moderate the legitimacy of liquidity pledge clauses, it does not specify the effectiveness of the clause, and there is a certain legislative gap. With the loss of the necessity of the legislative purpose of the foundation of liquidity pledge clauses and the decline of the comparative law, the an
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Çifçi, Gönül. "Pricing To Market Liquidity: A Test On The Borsa Istanbul." Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD) 17, no. 32 (2025): 16–38. https://doi.org/10.20990/kilisiibfakademik.1625423.

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Purpose: This study searches if market liquidity impacts the stock market prices and forecasts excess returns for Borsa Istanbul. Design/Methodology: The six factors’ effects over the market are tested. The factors are market return factor, size factor, default premium, term premium, market liquidity, and marketto-book values.The data set covers 130 monthly data of the fifty-seven stocks of BIST100 index. The research period is delimitated from January of 2011 to October of 2021. Findings: The market liquidity is significant for the returns over the research period. The market was sensitive to
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Dissertations / Theses on the topic "Liquidity"

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Bawazir, Hana Saeed. "Liquidity, liquidity risk and liquidity regulation in banking." Thesis, University of Southampton, 2018. https://eprints.soton.ac.uk/421043/.

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This thesis focuses on the importance of bank liquidity in the overall banking system during various liquidity shocks. To this end, three different empirical research are conducted in this thesis. We start with an investigation of the impact of bank market power on liquidity creation during the global financial crisis (GFC) in European banking. Second, we extend our analysis and examine how the liquidity ratio requirements under Basel III affects their risk and return. Following this, we consider the banking system in the Gulf Cooperation Council (GCC) and investigate whether the effect of the
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Nowak, Arkadiusz. "Liquidity levels, liquidity risk, and market fragmentation." Access to citation, abstract and download form provided by ProQuest Information and Learning Company; downloadable PDF file, 89 p, 2008. http://proquest.umi.com/pqdweb?did=1601516561&sid=2&Fmt=2&clientId=8331&RQT=309&VName=PQD.

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Von, Trotta-Treyden Michael, and Rickard Strand. "Momentum & Liquidity : Do Liquidity Strategies Add Return?" Thesis, Stockholm University, School of Business, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6043.

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<p>Momentum can be explained as a passive strategy which is rebalanced continually over time. It can be divided into a long position in observed “winners”, and a short position in observed “losers”. This study tries to find out if some kind of liquidity strategy can increase any abnormal return generated by a conventional momentum strategy. Our data is based on monthly returns from all listed companies at Stockholm Stock Exchange between January 1997 and June 2005. We have, in addition to a plain momentum strategy, composed four different liquidity strategies, based on four different observing
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Salé, Laurent. "Liquidity in the banking sector." Thesis, Paris 1, 2016. http://www.theses.fr/2016PA01E002/document.

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Comme un déterminant de la survie d'une banque durant la crise financière de 2007/2008, la liquidité dans le secteur bancaire a depuis récemment représenté un défi pour les communautés financières et universitaires. Les trois articles présentés dans cette thèse portent sur les deux principales facettes de la liquidité dans le secteur bancaire: la détention d'actifs liquides (à savoir, la trésorerie et les ressources assimilées) et le processus de création de la liquidité dans les banques utilisé pour financer des prêts. Comme on le verra dans les articles, ces deux aspects de la liquidité peuv
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Tian, Shu. "Essays on Stock Market Liquidity and Liquidity Risk Premium." ScholarWorks@UNO, 2010. http://scholarworks.uno.edu/td/1153.

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This dissertation addresses issues concerning liquidity and its volatility. It consists of two essays. The first essay, "Liquidity, Macro Factors and the U.S. Equity Flows to Emerging Markets", examines the role of liquidity on equity flows from the U.S. to fifteen emerging markets around the world. Since liquidity has many dimensions, an emphasis is placed on utilizing various measures of liquidity. Moreover, both static and dynamic analyses, as well as short and long-horizon regressions, are performed to investigate the research questions. The results suggest that a liquid market attra
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Bhyat, Aneez. "An examination of liquidity risk and liquidity risk measures." Master's thesis, University of Cape Town, 2010. http://hdl.handle.net/11427/10113.

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Includes bibliographical references (leaves 199-205).<br>Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect. This is principally due to a lack of consensus regarding its definition and measurement. Current liquidity risk measures differ fairly widely in both respects. This thesis attempts at addressing this by consolidating and examining the principle liquidity risk measures used in financial literature.
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Holovka, Martin. "New challenges in managing Liquidity risk - Liquidity Black Holes." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-76182.

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Following the financial turmoil in 2007/2008 liquidity black holes (LBH) has become arising topic often discussed among academics as well as portfolio managers all around the world. More recent view on liquidity risk covers those liquidity black holes which occur when the liquidity completely dries up in a particular market and the market becomes one-sided. There are basically 2 channels through which liquidity can be affected - Demand and Supply. In first case, the portfolios of investors lose the value and consequently the investors lose confidence in financial system. In the second case, ba
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Azzouzi, Idrissi Youssef. "La liquidité bancaire : risques, thésaurisation et dimension systémique." Thesis, Grenoble, 2014. http://www.theses.fr/2014GRENG010.

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Cette thèse s'inscrit dans le contexte d'après crises des subprimes et des dettes souveraines européennes. Il s'agit de périodes durant lesquelles les banques, en particulier dans la zone Euro et aux Etats-Unis, ont fait face à un assèchement de liquidité sans précédent ayant paralysé le système bancaire et conduit à la faillite de banques dont certaines solvables. La thèse cherche à répondre à la problématique suivante : Quelles sont les raisons du dysfonctionnement de deux canaux importants d'approvisionnement en liquidité par les banques, à savoir, le marché des actifs et surtout le marché
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Killeen, William P. "Essays on liquidity." Thesis, Queen's University Belfast, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.269060.

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Junaid, Ahmad. "Liquidity spirals, commonality, corporate governance and crisis : a case of an emerging market." Thesis, Aix-Marseille, 2014. http://www.theses.fr/2014AIXM1038.

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Dans cette étude, nous essayons de combler le fossé entre deux courants de la littérature. Tout d'abord, nous menons une enquête approfondie sur les relations entre la liquidité et la baisse du marché dans un pays émergent (Brésil). Dans notre recherche, nous suivons la méthodologie utilisée par Hameed et al (2010) et Adrian et al (2011). Dans la première partie de l'étude, en utilisant la variable d'estimation de la mesure de liquidité proposée par Corwin et Schultz (2012), nous effectuons une analyse des séries temporelles pour estimer l'effet des rendements sur le marché des rentabilités in
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Books on the topic "Liquidity"

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Hahn, F. H. Liquidity. University of Cambridge Department of Applied Economics, 1988.

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Schwartz, Robert A., John Aidan Byrne, and Eileen Stempel, eds. Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8.

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Brunnermeier, Markus Konrad. Market liquidity and funding liquidity. National Bureau of Economic Research, 2007.

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Banks, Erik. Liquidity Risk. Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118.

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Mohamad, Dost. International liquidity. Oriental University Press, 1987.

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Soprano, Aldo. Liquidity Management. John Wiley & Sons, Ltd, 2015. http://dx.doi.org/10.1002/9781119087946.

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Banks, Erik. Liquidity Risk. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137374400.

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Farhi, Emmanuel. Bubbly liquidity. National Bureau of Economic Research, 2011.

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van der Merwe, Andria. Market Liquidity Risk. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137389237.

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Venkat, Shyam, and Stephen Baird. Liquidity Risk Management. John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118898130.

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Book chapters on the topic "Liquidity"

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Schwartz, Robert A., Justin Schack, R. Cromwell Coulson, David Firmin, Jim Ross, and David Weisberger. "What Can Be Done to Drive Mid- and Small-Cap Liquidity?" In Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_4.

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Schwartz, Robert A., Bruce Weber, Bryan Christian, Bill Harts, Tim Mahoney, and Henri Waelbroeck. "How Technology Is Transforming Liquidity Provision." In Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_2.

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Schwartz, Robert A., Ian Domowitz, Robert Barnes, et al. "New Approaches for Creating Liquidity." In Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_5.

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Schwartz, Robert A., Larry Tabb, and Michael S. Piwowar. "Fireside Chat: Michael S. Piwowar, Commissioner, Securities and Exchange Commission." In Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_6.

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Schwartz, Robert A., and Rainer Riess. "Liquidity: A Fluid Concept from a European View." In Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_3.

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Schwartz, Robert A., Larry Tabb, Ayan Bhattacharya, William Looney, Jeff McCarthy, and Phil Mackintosh. "Indexing, ETFs and Robos: Are Stocks an Endangered Species?" In Liquidity. Springer International Publishing, 2023. http://dx.doi.org/10.1007/978-3-031-36914-8_1.

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Cramp, A. B. "Liquidity." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 1987. http://dx.doi.org/10.1057/978-1-349-95121-5_1057-1.

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Cramp, A. B. "Liquidity." In Money. Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-19804-7_21.

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Cramp, A. B. "Liquidity." In The New Palgrave Dictionary of Economics. Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_1057.

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Banks, Erik. "Liquidity Risk Defined." In Liquidity Risk. Palgrave Macmillan UK, 2005. http://dx.doi.org/10.1057/9780230508118_1.

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Conference papers on the topic "Liquidity"

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Kroo, Dmitry, Vladimir Gorgadze, George Ovchinnikov, and Artem Barger. "Optimal Portfolios Of Liquidity Positions." In 2024 6th International Conference on Blockchain Computing and Applications (BCCA). IEEE, 2024. https://doi.org/10.1109/bcca62388.2024.10844460.

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Ladóczki, Bence. "Mean-reverting Prices and Losses in Liquidity Pools." In 2024 6th International Conference on Blockchain Computing and Applications (BCCA). IEEE, 2024. https://doi.org/10.1109/bcca62388.2024.10844419.

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Jeong, Yeonwoo, Chanyoung Jeoung, Hosan Jeong, SangYoon Han, and Juntae Kim. "Efficient Liquidity Providing via Margin Liquidity." In 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC). IEEE, 2023. http://dx.doi.org/10.1109/icbc56567.2023.10174867.

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Tang, Weizhao, Rachid El-Azouzi, Cheng Han Lee, Ethan Chan, and Giulia Fanti. "Game Theoretic Liquidity Provisioning in Concentrated Liquidity Market Makers." In SIGMETRICS '25: ACM SIGMETRICS International Conference on Measurement and Modeling of Computer Systems. ACM, 2025. https://doi.org/10.1145/3726854.3727289.

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Singh, Srisht Fateh, Panagiotis Michalopoulos, and Andreas Veneris. "DEEPER: Enhancing Liquidity in Concentrated Liquidity AMM DEX via Sharing." In 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC). IEEE, 2023. http://dx.doi.org/10.1109/icbc56567.2023.10174969.

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Chen, Panjia. "Structural Study of Liquidity: Relative Liquidity Excess with Chinese Characteristics." In 8th International Conference on Management and Computer Science (ICMCS 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/icmcs-18.2018.115.

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Dandekar, Pranav, Ashish Goel, Ramesh Govindan, and Ian Post. "Liquidity in credit networks." In the 12th ACM conference. ACM Press, 2011. http://dx.doi.org/10.1145/1993574.1993597.

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Dandekar, Pranav, Ashish Goel, Ramesh Govindan, and Ian Post. "Liquidity in credit networks." In the 2010 Workshop. ACM Press, 2010. http://dx.doi.org/10.1145/1879082.1879084.

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Jinyu, Liu. "Momentum effect and liquidity." In 2018 Chinese Control And Decision Conference (CCDC). IEEE, 2018. http://dx.doi.org/10.1109/ccdc.2018.8407674.

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Takemiya, Makoto. "ALT: Aggregate Liquidity Technology." In 2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC). IEEE, 2023. http://dx.doi.org/10.1109/icbc56567.2023.10174911.

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Reports on the topic "Liquidity"

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Brunnermeier, Markus, and Lasse Heje Pedersen. Market Liquidity and Funding Liquidity. National Bureau of Economic Research, 2007. http://dx.doi.org/10.3386/w12939.

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Diamond, Douglas, and Anil Kashyap. Liquidity Requirements, Liquidity Choice and Financial Stability. National Bureau of Economic Research, 2016. http://dx.doi.org/10.3386/w22053.

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Almeida, Heitor, Murillo Campello, and Dirk Hackbarth. Liquidity Mergers. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16724.

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Farhi, Emmanuel, and Jean Tirole. Bubbly Liquidity. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16750.

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Nagel, Stefan. Evaporating Liquidity. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w17653.

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Wen, Yi. Liquidity and Welfare. Federal Reserve Bank of St. Louis, 2012. http://dx.doi.org/10.20955/wp.2012.037.

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Martin, Fernando M., Shengxing Zhang, and David Andolfatto. Rehypothecation and Liquidity. Federal Reserve Bank of St. Louis, 2015. http://dx.doi.org/10.20955/wp.2015.003.

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Giovannini, Alberto. Uncertainty and Liquidity. National Bureau of Economic Research, 1987. http://dx.doi.org/10.3386/w2296.

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Fujiwara, Ippei, Tomoyuki Nakajima, Nao Sudo, and Yuki Teranishi. Global Liquidity Trap. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16867.

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Evans, William, and Timothy Moore. Liquidity, Activity, Mortality. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15310.

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