The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy
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- Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2019. "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," Journal of Financial Economics, Elsevier, vol. 134(2), pages 318-332.
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More about this item
Keywords
Uncertainty; liquidity; financial crisis; natural experiment;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2018-06-11 (Market Microstructure)
- NEP-URE-2018-06-11 (Urban and Real Estate Economics)
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