[HTML][HTML] Dual-market quantitative trading: The dynamics of liquidity and turnover in financial markets
Q Zhu, C Han, Y Li - Data Science and Management, 2024 - Elsevier
Financial market liquidity is a popular research topic. Investor-driven research uses the
turnover rate to measure liquidity and generally finds that the higher the stock turnover rate …
turnover rate to measure liquidity and generally finds that the higher the stock turnover rate …
[PDF][PDF] Impact of liquidity regulation on monetary policy in construction projects
SMA Abdelsalam - International Journal of Scientific and Management …, 2023 - ijsmr.in
The research objective is to test the relationship between the liquidity regulation and
monetary policy in construction projects. This research used a qualitative method. In this …
monetary policy in construction projects. This research used a qualitative method. In this …
Liquidity hoarding and bank profitability: The role of economic policy uncertainty
J Niu - Finance Research Letters, 2024 - Elsevier
We examine the relation between liquidity hoarding and bank profitability in the context of
economic policy uncertainty (EPU). Using data on bank liquidity hoarding from Berger et …
economic policy uncertainty (EPU). Using data on bank liquidity hoarding from Berger et …
Canadian Bank Capital and Liquidity Creation
M Garg, L Kryzanowski, J Zhang - Asia‐Pacific Journal of …, 2024 - Wiley Online Library
We find a significantly positive relationship between the Tier 1 capital ratio and on‐balance‐
sheet liquidity creation for Canadian Big Six banks, implying that large banks in Canada can …
sheet liquidity creation for Canadian Big Six banks, implying that large banks in Canada can …
Why Are Bank Holdings of Liquid Assets So High?
Aggregate bank liquid asset holdings (reserves and liquid securities) increased from 13% to
33% of assets from before the Global Financial Crisis (GFC) to 2020. If banks allocate their …
33% of assets from before the Global Financial Crisis (GFC) to 2020. If banks allocate their …
Essays in entrepreneurial finance and venture capital
X Li - 2024 - open.library.ubc.ca
This thesis consists of three essays studying the impacts of financial investors on
entrepreneurial activities. The first essay shows that information frictions in valuation can …
entrepreneurial activities. The first essay shows that information frictions in valuation can …
Optimizing Bank Stability Through MSME Loan Securitization: A Predictive and Prescriptive Analytics Approach
KM BaLashwar, YK Al-Hamar… - African Finance …, 2024 - journals.co.za
This study aims to enhance bank stability in the context of MSME loan securitization through
the application of advanced decision analytics. Utilizing predictive modelling techniques …
the application of advanced decision analytics. Utilizing predictive modelling techniques …
Liquidity regulation and bank risk taking on the horizon
We examine how banks' liquidity requirements affect their incentives to take risk with their
remaining illiquid assets. Our model predicts that banks with more stable liabilities are more …
remaining illiquid assets. Our model predicts that banks with more stable liabilities are more …
Changes in liquidity regulation and bank credit growth
VH Osei, A Tarazi - 2024 - hal.science
We exploit the rule announced in 2015 to harmonize the treatment of reserves for the
Liquidity Coverage Ratio (LCR) in Europe as an identification strategy to examine the impact …
Liquidity Coverage Ratio (LCR) in Europe as an identification strategy to examine the impact …
What Drives Bank Credit Lines? Wholesale Funding and Bank Liquidity Creation
M Desai - Wholesale Funding and Bank Liquidity Creation …, 2024 - papers.ssrn.com
Liquidity creation is one of the primary functions of banks, and bank credit lines are the
single largest source of it. Existing theories of banks' supply of credit lines have highlighted …
single largest source of it. Existing theories of banks' supply of credit lines have highlighted …