Injecting liquidity into liquidity research

Karen Benson; Robert W. Faff; Thomas Smith

doi:10.1016/j.pacfin.2015.10.001

Injecting liquidity into liquidity research

Karen Benson, Robert W. Faff, Thomas Smith

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

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 - Nov 2015
Externally published	Yes

Keywords

Empirical finance
Liquidity

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10.1016/j.pacfin.2015.10.001

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title = "Injecting liquidity into liquidity research",

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.",

keywords = "Empirical finance, Liquidity",

author = "Karen Benson and Faff, \{Robert W.\} and Thomas Smith",

year = "2015",

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language = "English",

volume = "35",

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AU - Benson, Karen

AU - Faff, Robert W.

AU - Smith, Thomas

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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.

KW - Empirical finance

KW - Liquidity

UR - https://www.scopus.com/pages/publications/84947705374

U2 - 10.1016/j.pacfin.2015.10.001

DO - 10.1016/j.pacfin.2015.10.001

M3 - Article

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

Keywords

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