Publication

2001-08-15 - The Research Foundation of AIMR (CFA Institute)

Language

English

Word Count

11,500 words, Guess

Page Count

46 pages

Physical Format

Paperback

Identifiers

and 1 more

Classifications

  • LCCHG4661 .C593 2001

Description

A study or common determinants of daily bid-ask spreads and trading volume for the bond and stock markets over the 1991-98 period, finding that spread changes in one market are affected by lagged spread and volume changes in both markets. Further, spread and volume changes are predictable to a considerable degree using lagged market returns, lagged interest rates, lagged spreads, and lagged volume. During periods of financial crisis, stock and bond spreads and volume are more volatile and become more highly correlated; moreover, at these times, money supply positively affects financial market liquidity, albeit with a lag of two weeks. During normal times, increases in mutual fund flows enhance stock market liquidity and trading volume, but during financial crises, U.S. government bond funds see higher inflows, resulting in increased bond market liquidity. This study addresses the dynamics of liquidity in financial markets and suggests how asset allocation strategies might be designed to reduce trading costs.

Subjects

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