Overcrowding Versus Liquidity in the Euro Sovereign Bond Markets

Coppola, Andrea; Girardi, Alessandro; Piga, Gustavo

doi:10.2139/ssrn.2008166

Cited by 2 publications

(2 citation statements)

References 19 publications

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“…Our findings provide insight on market liquidity and provide an interesting compliment to previous work that has largely focused on the relation between price formation, market liquidity, and trading book imbalances (Menkveld et al, 2004;Caporale et al, 2012), the price discovery process on MTS (Dunne et al, 2007;Caporale and Girardi, 2013), the relation between cost of funds and liquidity (Biais et al, 2004), the overcrowding of liquidity (Coppola et al, 2013), and the impact of informational content of trading activity on bond prices (Alfonso Dufour, 2012). It also lends a different perspective to other studies that operate more from a macro perspective, focusing, for example, on the relation between credit risk and liquidity (Beber et al, 2009;Pelizzon et al, 2016), or volatility and liquidity (Favero et al, 2010) for determining bond yields.…”

Section: Introductionsupporting

confidence: 82%

Expected issuance fees and market liquidity

Buis

Pieterse-Bloem

Verschoor

et al. 2020

Journal of Financial Markets

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Section: Introductionsupporting

confidence: 82%

Expected issuance fees and market liquidity

Buis

Pieterse-Bloem

Verschoor

et al. 2020

Journal of Financial Markets

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show abstract

Section: Introductionsupporting

confidence: 82%

Expected Issuance Fees and Market Liquidity

Buis¹,

Pieterse-Bloem

Verschoor

et al. 2017

SSRN Journal

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General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. • Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal ? Take down policy If you believe that this document breaches copyright please contact us providing details, and we will remove access to the work immediately and investigate your claim.

show abstract

Overcrowding Versus Liquidity in the Euro Sovereign Bond Markets

Cited by 2 publications

References 19 publications

Expected issuance fees and market liquidity

Expected issuance fees and market liquidity

Expected Issuance Fees and Market Liquidity

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