Liquidity Demand is an economic construct that denotes the extent to which market participants require the ability to buy or sell financial assets rapidly without causing a significant change in the asset's price, distinguishing it from related market activity measures by focusing specifically on the need for immediacy and price stability in execution.
292
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315
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2017–2026
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292
Private and Public Supply of Liquidity
Bengt Holmström, Jean Tirole · Journal of Political Economy · 1998 · 1.9K citations
Business, Finance, Public Finance +14
Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · Journal of Financial Economics · 2000 · 1.7K citations
Liquidity and Market Structure
Sanford J. Grossman, Merton H. Miller · The Journal of Finance · 1988 · 1.6K citations
Do liquidity measures measure liquidity?☆
Ruslan Goyenko, Craig W. Holden, Charles Trzcinka · Journal of Financial Economics · 2009 · 1.4K citations
Common factors in prices, order flows, and liquidity
Joel Hasbrouck · Journal of Financial Economics · 2001 · 1.1K citations
1–5 of 292
Authors
474
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1–5 of 474
Institutions
315
National Bureau of Economic Research
Cambridge, United States
15 h-index
26 publications
1.6K citations
Centre for Economic Policy Research
London, United Kingdom
11 h-index
16 publications
899 citations
Massachusetts Institute of Technology
Cambridge, United States
11 h-index
14 publications
4.4K citations
London School of Economics and Political Science
London, United Kingdom
10 h-index
12 publications
844 citations
New York University
New York, United States
9 h-index
9 publications
2.4K citations
University of Illinois Urbana-Champaign
Urbana, United States
9 h-index
10 publications
587 citations
University of California, Berkeley
Berkeley, United States
9 h-index
10 publications
1K citations
Stanford University
Stanford, United States
8 h-index
13 publications
456 citations
1–8 of 315
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- SSRN Electronic Journal
Repository · 68 publications · 3.6K citations
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- The Journal of Finance
18 publications · 3.8K citations
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- Journal of Financial Economics
12 publications · 6.9K citations
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- Journal of Banking & Finance
10 publications · 583 citations
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- RePEc: Research Papers in Economics
Repository · 8 publications · 141 citations
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