Systematic liquidity and the funding liquidity hypothesis

B-Tier
Journal: Journal of Banking & Finance
Year: 2014
Volume: 45
Issue: C
Pages: 304-320

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In order to reconcile weak evidence of supply-side determinants of commonality in liquidity in previous studies, we examine commonality in liquidity in China over the period 1995–2012. Consistent with supply-side explanations, we find that market declines and market volatility increase liquidity commonality. To identify the direct relationship between the supply-side determinants and commonality in liquidity, we provide two specific tests and show that an increase in market participants has a negative effect on liquidity commonality, while the split-share-structure reform in 2005–2007 that results in a large increase in shares supply has a positive impact on liquidity commonality. Finally, we find that commonality in liquidity also has a real impact on the economy.

Technical Details

RePEc Handle
repec:eee:jbfina:v:45:y:2014:i:c:p:304-320
Journal Field
Finance
Author Count
3
Added to Database
2026-01-29