Liquidity risk

Field
Subfield
Domain
OpenAlex	C189259953

Smeal faculty

• Giang Nguyen - score 2.0
• Jingzhi Huang - score 1.3
• Mihail Velikov - score 0.7
• Charles Cao - score 0.6

Papers

• Can hedge funds time market liquidity? (2013) - cites 315
• The information content of Basel III liquidity risk measures (2014) - cites 183
• Liquidity Risk and Asset Pricing (2019) - cites 53
• Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market (2019) - cites 53
• Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models (2012) - cites 47
• Liquidity and volatility in the U.S. Treasury market (2020) - cites 36
• Liquidity and volatility in the U.S. treasury market (2018) - cites 2