Injecting liquidity into liquidity research

Karen Benson; Robert Faff; Tom Smith

doi:10.1016/j.pacfin.2015.10.001

Injecting liquidity into liquidity research

Karen Benson
, Robert Faff^*
, Tom Smith

^*Corresponding author for this work

Research output: Contribution to journal › Review article › Research › peer-review

12 Citations (Scopus)

117 Downloads (Pure)

Abstract

In this paper, we aim to make more "liquid" our general understanding of liquidity research in finance. Our review of the relevant literature shows that it covers an extensive territory. Indeed, not only is liquidity important to the very existence and viability of markets, but it is also critical to the pricing of assets, the macro economy, funds management and corporate finance.

Original language	English
Pages (from-to)	533-540
Number of pages	8
Journal	Pacific Basin Finance Journal
Volume	35
Issue number	Part B
DOIs	https://doi.org/10.1016/j.pacfin.2015.10.001
Publication status	Published - 1 Nov 2015
Externally published	Yes

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10.1016/j.pacfin.2015.10.001

Injecting liquidity into liquidity researchAccepted author manuscript, 413 KBLicence: CC BY-NC-ND

Cite this

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AB - In this paper, we aim to make more "liquid" our general understanding of liquidity research in finance. Our review of the relevant literature shows that it covers an extensive territory. Indeed, not only is liquidity important to the very existence and viability of markets, but it is also critical to the pricing of assets, the macro economy, funds management and corporate finance.

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U2 - 10.1016/j.pacfin.2015.10.001

DO - 10.1016/j.pacfin.2015.10.001

M3 - Review article

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SN - 0927-538X

VL - 35

SP - 533

EP - 540

JO - Pacific Basin Finance Journal

JF - Pacific Basin Finance Journal

IS - Part B

ER -

Injecting liquidity into liquidity research

Abstract

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