WebApr 13, 2024 · This study examines whether the composition of market participants contributes to shaping market liquidity around central bank announcements. By analyzing transaction-level data from a stock index futures market, we find that the roles of foreign and domestic institutional investors in taking or providing liquidity, respectively, are switched … WebFuthead's mission is to provide the best community to talk about FIFA and Football. To achieve this goal, we ask that all users participate in such a way that promotes a safe and positive experience for our global audience. To protect the integrity of our community, as the provider of the service, we at Futhead reserve the right to suspend any ...
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Who pays the liquidity cost? Central bank announcements and …
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