Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

By P. Singhvi. 2014

141 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/2178f7c3591e3b475b9d043d947ef6c6f6e6be4c

Citations in the corpus

• Noise as Information for Illiquidity: Noise as Information for Illiquidity (2013, unknown): “It explores the empirical implications of the theoretical theme on the “limits of arbitrage,” which emphasizes the link between shortage of capital, market liquidity and price deviations (see, for example, Merton (1987), Shleifer and Vishny (1997), Kyle and Xiong (2001), and Gromb and Vayanos (2002)”