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De-Leverage and illiquidity contagion · Study

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ArticleDe-Leverage and illiquidity contagion

Conghui Hu2019

OA

Articlegreen2019

De-Leverage and illiquidity contagion

Conghui Hu · Yu‐Jane Liu · Ning Zhu

15 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

1985Continuous Auctions and Insider Trading 2008Market Liquidity and Funding Liquidity 2009Deciphering the Liquidity and Credit Crunch 2007–2008 1988A Theory of Intraday Patterns: Volume and Price Variability 2001The distribution of realized stock return volatility 1986Stock return variances 2000Commonality in liquidity 2005Asset Fire Sales (and Purchases) in Equity Markets

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Year2019

Typearticle

Published2019-02-19

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations15

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2019.02.011

openalex_workW3125228952

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