Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
135 | Abraham Othman, Tuomas Sandholm, David M. Pennock, Daniel M. Reeves |
A practical liquidity-sensitive automated market maker. |
EC |
2010 |
DBLP DOI BibTeX RDF |
automated market making, pricing rules, prediction markets, market design, liquidity, market scoring rules |
116 | Wim Laurier, Geert Poels |
Simulating Liquidity in Value and Supply Chains. |
CIAO! / EOMAS |
2009 |
DBLP DOI BibTeX RDF |
Resource-Event-Agent Ontology, Simulation, Petri-net, Business Process Management, Workflow Model, Liquidity, Business Performance |
98 | Michael Chlistalla, Marco Lutat |
The Impact of New Execution Venues on European Equity Markets' Liquidity - The Case of Chi-X. |
AMCIS/SIGeBIZ |
2009 |
DBLP DOI BibTeX RDF |
Fragmentation, Electronic Market, Trading, Exchanges, Liquidity |
98 | Sven S. Groth |
Algorithmic Trading Engines and Liquidity Contribution: The Blurring of "Traditional" Definitions. |
I3E |
2009 |
DBLP DOI BibTeX RDF |
Liquidity provision, limit order book, option analogy, algorithmic trading |
72 | Christopher Thorpe, David C. Parkes |
Cryptographic Combinatorial Securities Exchanges. |
Financial Cryptography |
2009 |
DBLP DOI BibTeX RDF |
|
70 | Qizhi He |
The Influences of Liquidity Surplus on the Price of Fuel Oil Future in China. |
JCAI |
2009 |
DBLP DOI BibTeX RDF |
the level of liquidity, surplus of liquidity, future market, cointegration test, error correction model |
54 | Stefan Luckner, Christof Weinhardt |
Arbitrage Opportunities and Market-Making Traders in Prediction Markets. |
CEC/EEE |
2008 |
DBLP DOI BibTeX RDF |
|
44 | Koichi Matsumoto |
Optimal portfolio of low liquid assets with a log-utility function. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
log-utility function, Portfolio optimization, liquidity |
37 | Agostino Capponi, Ruizhe Jia, Brian Zhu |
The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
37 | Yeonwoo Jeong, Chanyoung Jeoung, Hosan Jeong, Sangyoon Han, Juntae Kim |
Efficient Liquidity Providing via Margin Liquidity. |
ICBC |
2023 |
DBLP DOI BibTeX RDF |
|
37 | Srisht Fateh Singh, Panagiotis Michalopoulos, Andreas G. Veneris |
DEEPER: Enhancing Liquidity in Concentrated Liquidity AMM DEX via Sharing. |
ICBC |
2023 |
DBLP DOI BibTeX RDF |
|
37 | Marco Macchiavelli, Xing (Alex) Zhou |
Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective. |
Manag. Sci. |
2022 |
DBLP DOI BibTeX RDF |
|
37 | Yeonwoo Jeong, Chanyoung Jeoung, Hosan Jeong, Sangyoon Han, Juntae Kim |
Efficient Liquidity Providing via Margin Liquidity. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
37 | Barbara Bedowska-Sójka, Krzysztof Echaust |
Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity? |
Entropy |
2020 |
DBLP DOI BibTeX RDF |
|
37 | Konstantinos Konstantaras, Vasilios Sogiakas |
Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs. |
Ann. Oper. Res. |
2019 |
DBLP DOI BibTeX RDF |
|
37 | Masashi Nakajima |
Liquidity Saving Mechanisms in Payment Systems and Settlement Liquidity. |
Int. J. Innov. Digit. Econ. |
2016 |
DBLP DOI BibTeX RDF |
|
37 | Ming Huang |
Liquidity shocks and equilibrium liquidity premia. |
J. Econ. Theory |
2003 |
DBLP DOI BibTeX RDF |
|
36 | Jens Strackeljan, Roland Jonscher, Sigurd Prieur, David Vogel, Thomas Deselaers, Daniel Keysers, Arne Mauser, Ilja Bezrukov, Andre Hegerath |
GfKl Data Mining Competition 2005: Predicting Liquidity Crises of Companies. |
GfKl |
2005 |
DBLP DOI BibTeX RDF |
|
36 | Sheng-Tun Li, Li-Yen Shue, Weissor Shiue |
The Development of a Short-Term Liquidity Decision Model via Protocol Analysis and Probabilistic Neural Networks. |
HICSS |
2000 |
DBLP DOI BibTeX RDF |
|
36 | Marek Hlavácek, Josef Cada, Frantisek Hakl |
The Application of Structured Feedforward Neural Networks to the Modelling of the Daily Series of Currency in Circulation. |
ICNC (1) |
2005 |
DBLP DOI BibTeX RDF |
|
36 | Kyriaki Kosmidou, Constantin Zopounidis |
An optimization scenario methodology for bank asset liability management. |
Oper. Res. |
2002 |
DBLP DOI BibTeX RDF |
Asset and liability management, optimization, banking, goal programming |
26 | Suhua Liu |
Electronic Trading (ET): new method in financial markets. |
ICEC |
2005 |
DBLP DOI BibTeX RDF |
market functioning, market liquidity, electronic trading |
26 | John O. Ledyard, John C. Lin |
Baby bond connect: software for combined value trading. |
EC |
2003 |
DBLP DOI BibTeX RDF |
combinatoric market, combined value market, experimental finance, portfolio trading, mechanism design, experimental economics, liquidity, financial markets |
18 | Shouyu Yao, Ahmet Sensoy, Duc Khuong Nguyen, Tong Li |
Investor attention and cryptocurrency market liquidity: a double-edged sword. |
Ann. Oper. Res. |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Waël Louhichi, Nadia Saghi, Zainab Srour, Jean-Laurent Viviani |
The effect of liquidity creation on systemic risk: evidence from European banking sector. |
Ann. Oper. Res. |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Béchir Ben Lahouel, Lotfi Taleb, Younes Ben Zaied, Shunsuke Managi |
Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS-DEA approach. |
Ann. Oper. Res. |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Jueshuai Wang |
Spillover effects of liquidity management in major economies and China's digital economy-driven countermeasures. |
Kybernetes |
2024 |
DBLP DOI BibTeX RDF |
|
18 | K. V. Sumi |
Neural network-based liquidity risk prediction in Indian private banks. |
Intell. Syst. Appl. |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Julian Ma, Davide Crapis |
The Cost of Permissionless Liquidity Provision in Automated Market Makers. |
CoRR |
2024 |
DBLP DOI BibTeX RDF |
|
18 | David Huber 0005, Arran Schlosberg |
SACRÉ BLEU: Self-Assessed Creator Royalties Énforced by Balancing Liquidity Estimation & Utility (A formal definition and analysis of Ethereum Request for Comment ERC-7526). |
CoRR |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Xinyue Chen, Peimin Chen, Yong He, Xiaoyang Wang |
The optimal investment problem with inflation and liquidity risk. |
J. Comput. Appl. Math. |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Xintong Wang, Ruoqi Han, Min Zheng |
Competitive strategy and stock market liquidity: a natural language processing approach. |
Inf. Technol. Manag. |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden |
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. |
ITCS |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Rahul Sharma, Bhakti Agarwal, Saumya Singh, Aman Pushp, Shailesh Rastogi, Prashant Barge |
Impact of Ownership Concentration on the Liquidity of the Banks in India. |
IMCOM |
2024 |
DBLP DOI BibTeX RDF |
|
18 | Ping He, Zehao Liu, Chengbo Xie |
A fiscal theory of money and bank liquidity provision. |
J. Econ. Theory |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Guillaume Rocheteau, Lu Wang |
Endogenous liquidity and volatility. |
J. Econ. Theory |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Richard T. Thakor |
Liquidity Windfalls and Reallocation: Evidence from Farming and Fracking. |
Manag. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Zhixiong Zeng, Yi Jin |
Managing Liquidity. |
Manag. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Vincent Maurin, David T. Robinson, Per Strömberg |
A Theory of Liquidity in Private Equity. |
Manag. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Puneet Pasricha, Xin-Jiang He |
Exchange options with stochastic liquidity risk. |
Expert Syst. Appl. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune |
Liquidity-constrained index tracking optimization models. |
Ann. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Misbah Javid, Khurram Ejaz Chandia, Qamar Uz Zaman, Waheed Akhter |
Examining the effect of liquidity creation on banking profitability and stability: moderating role of political instability. |
Kybernetes |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Sizheng Fan, Tian Min, Xiao Wu, Wei Cai 0002 |
Towards understanding governance tokens in liquidity mining: a case study of decentralized exchanges. |
World Wide Web (WWW) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Akanksha Rajpal, Sumit Kaur Bhatia, Vijay Kumar |
Effects of Incorporating Double Time Delays in an Investment Savings-Liquidity Preference Money Supply (IS-LM) Model. |
Int. J. Bifurc. Chaos |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Guiyuan Ma, Chi Chung Siu, Sheung Chi Phillip Yam, Zeyu Zhou |
Dynamic trading with Markov liquidity switching. |
Autom. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Bo Li, Ranran Zhang, Yichen Sun |
Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity. |
Autom. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jun Deng, Hua Zong, Yun Wang |
Static replication of impermanent loss for concentrated liquidity provision in decentralised markets. |
Oper. Res. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Yogev Bar-On, Yishay Mansour |
Uniswap Liquidity Provision: An Online Learning Approach. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jianfei Zhang, Mathieu Rosenbaum |
Towards systematic intraday news screening: a liquidity-focused approach. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden |
A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Adithya Bhaskara, Rafael M. Frongillo, Maneesha Papireddygari |
A General Theory of Liquidity Provisioning for Automated Market Makers. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jason Milionis, Xin Wan, Austin Adams |
FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Haochen Zhang, Xi Chen, Lin F. Yang |
Adaptive Liquidity Provision in Uniswap V3 with Deep Reinforcement Learning. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Johannes Muhle-Karbe, Xiaofei Shi, Chen Yang |
An Equilibrium Model for the Cross Section of Liquidity Premia. |
Math. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Martin Herdegen, Johannes Muhle-Karbe, Florian Stebegg |
Liquidity Provision with Adverse Selection and Inventory Costs. |
Math. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jinhui Han, Xiaolong Li, Guiyuan Ma, Adrian Patrick Kennedy |
Strategic trading with information acquisition and long-memory stochastic liquidity. |
Eur. J. Oper. Res. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Xihan Xiong, Zhipeng Wang, William J. Knottenbelt, Michael Huth 0001 |
Demystifying Just-in-Time (JIT) Liquidity Attacks on Uniswap V3. |
IACR Cryptol. ePrint Arch. |
2023 |
DBLP BibTeX RDF |
|
18 | Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis, Katharina Oberpriller |
Liquidity Based Modeling of Asset Price Bubbles via Random Matching. |
SIAM J. Financial Math. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Jen-Sheng Tsai, Yau-Hwang Kuo, Wanjiun Liao |
Data Liquidity Optimization for Digital Twin Empowered Internet of Things: A Federated Learning Approach. |
IEEE Internet Things Mag. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Cosimo Laneve |
Liquidity analysis in resource-aware programming. |
J. Log. Algebraic Methods Program. |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Yogev Bar-On, Yishay Mansour |
Uniswap Liquidity Provision: An Online Learning Approach. |
FC Workshops |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Mahsa Bastankhah, Krishnendu Chatterjee, Mohammad Ali Maddah-Ali, Stefan Schmid 0001, Jakub Svoboda, Michelle Yeo |
R2: Boosting Liquidity in Payment Channel Networks with Online Admission Control. |
FC (1) |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Makoto Takemiya |
ALT: Aggregate Liquidity Technology. |
ICBC |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Adrian Jobst, Daniel Atzberger, Robert Henker, Jan Ole Vollmer, Willy Scheibel, Jürgen Döllner |
Examining Liquidity of Exchanges and Assets and the Impact of External Events in Centralized Crypto Markets: A 2022 Study. |
ICBC |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Kristian Kostal, Muhammad Nasim Bahar, Richard Gazdík, Michal Ries |
Advancing Decentralized Finance: A Comprehensive Pool-Based Liquidity Protocol. |
BCCA |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Alireza Arjmand, Majid Khabbazian |
Liquidity Management Attacks on Lending Markets. |
AFT |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Zhou Fan, Francisco J. Marmolejo Cossío, Daniel J. Moroz, Michael Neuder, Rithvik Rao, David C. Parkes |
Strategic Liquidity Provision in Uniswap V3. |
AFT |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Shuyang Tang, Sherman S. M. Chow |
Towards Decentralized Adaptive Control of Cryptocurrency Liquidity via Auction. |
ICDCS |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Ruihua Ruan |
Liquidity takers behavior representation through a contrastive learning approach. |
ICAIF |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Lingxiao Zhao, Maria Polukarov, Carmine Ventre |
Liquidity and Solvency Risks in Financial Networks. |
ICAIF |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Xihan Xiong, Zhipeng Wang, William J. Knottenbelt, Michael Huth 0001 |
Demystifying Just-in-Time (JIT) Liquidity Attacks on Uniswap V3. |
BRAINS |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Neha Bansal, Sakshi Bansal, Pankaj Kumar Gupta |
Exploring Commonality in Liquidity and Volatility Risk Pricing in Indian Stock Markets. |
ICoMS |
2023 |
DBLP DOI BibTeX RDF |
|
18 | Zhao Li, Kebin Ma |
Contagious Bank Runs and Committed Liquidity Support. |
Manag. Sci. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Buhui Qiu, Gary Gang Tian, Haijian Zeng |
How Does Deleveraging Affect Funding Market Liquidity? |
Manag. Sci. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Hamid Hosseini Nesaz, Milad Jasemi |
Development of a new asset liability Management model with liquidity and inflation risks based on the Lower Partial Moment. |
Expert Syst. Appl. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He |
A closed-form pricing formula for European options with market liquidity risk. |
Expert Syst. Appl. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Sonia Arsi, Khaled Guesmi, Elie Bouri |
Herding Behavior and Liquidity in the Cryptocurrency Market. |
Asia Pac. J. Oper. Res. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Seungki Min, Costis Maglaras, Ciamac C. Moallemi |
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution. |
Oper. Res. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Hamza Mourad, Said Fahim, Adriana Burlea-Schiopoiu, Mohamed Lahby, Abdelbaki Attioui |
Modeling and Mathematical Analysis of Liquidity Risk Contagion in the Banking System. |
J. Appl. Math. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Surbhi Gupta 0004, Anjali Naithani, Varsha Gautam |
The impact of the recession on the liquidity and activity ratios of top power transmission company: case of power grid corporation of India Ltd. |
Int. J. Syst. Assur. Eng. Manag. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Shota Nagumo, Shingo Ichiki, Takashi Shimada |
Analytical and simulational approaches to the relation between the stock market liquidity and the traders' utility. |
Artif. Life Robotics |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Xiaotong Sun |
Liquidity Risks in Lending Protocols (LPs): Evidence from Aave Protocol. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Akhilesh Adam Khakhar, Xi Chen |
Delta Hedging Liquidity Positions on Automated Market Makers. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Chenrui Zhang, Xinyi Wu, Hailu Deng, Huiwei Zhang |
A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Zhou Fan, Francisco J. Marmolejo Cossío, Ben Altschuler, He Sun, Xintong Wang, David C. Parkes |
Differential Liquidity Provision in Uniswap v3 and Implications for Contract Design. |
CoRR |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Massimo Bartoletti, Stefano Lande, Maurizio Murgia 0001, Roberto Zunino |
Verifying liquidity of recursive Bitcoin contracts. |
Log. Methods Comput. Sci. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Mohammad Reza Mozaffari, S. Ostovan, Peter Fernandes Wanke, Yong Tan |
Evaluation of Multi-stage Fuzzy Networks in DEA and DEA-R Based on Liquidity Ratios with Undesirable Outputs. |
Int. J. Fuzzy Syst. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Qing Zhu, Shuyu Bai, Jia Wang |
Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China. |
Complex. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Zijian Wu, Baochen Yang, Yunpeng Su |
Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk. |
Complex. |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Sophie Cockcroft, Ka Ching Chan, Duy Thien An Nguyen, William Wong, Sylvia Gottschalk, Jason Lejcak, Jens Gulden |
Using Cognitive Work Analysis for Information System Design - a Dashboard for Visualising Liquidity. |
ACIS |
2022 |
DBLP BibTeX RDF |
|
18 | Saleh Hashemseresht, Mohsen Pourpouneh |
Concentrated Liquidity Analysis in Uniswap V3. |
DeFi@CCS |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Juan Carlos Quiroz-Flores, Yasmin Sanchez-Jimenez, Catherine Meza-La Rosa |
Commercial Management Model based on the DFSS and BPM Methodology to Increase Liquidity in SMEs in the Retail Commercial Sector. |
ICIBE |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Siran Liu, Lan Wang |
A Research on liquidity risk management under the framework of COSO-ERM. |
ICMLC |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Panos T, Oxzoro, Jesper T. Kristensen, Oxbrainjar |
The Composable Finance Mosaic Bridge and Liquidity Forecasting. |
ASSE |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Yinuo Zhao, Yuxin Kang, Kun Guo |
Chinese New Media Stocks Liquidity Risk And Spillover Effect. |
ITQM |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer |
Risks and Returns of Uniswap V3 Liquidity Providers. |
AFT |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Gabriele Piccoli, Joaquin Rodriguez, Ida Asadi Someh, Barbara H. Wixom |
Data Liquidity: Conceptualization, Measurement and Determinants. |
ICIS |
2022 |
DBLP BibTeX RDF |
|
18 | Juwen Yang, Yongzhong Yang |
Research on the impact of securities liquidity on momentum investment strategy returns. |
ICEB |
2022 |
DBLP BibTeX RDF |
|
18 | Silvia Crafa, Cosimo Laneve |
Liquidity Analysis in Resource-Aware Programming. |
FACS |
2022 |
DBLP DOI BibTeX RDF |
|
18 | Shahla Atapoor, Nigel P. Smart, Younes Talibi Alaoui |
Private Liquidity Matching Using MPC. |
CT-RSA |
2022 |
DBLP DOI BibTeX RDF |
|