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5
votes
1answer
415 views

Market making in thinly traded assets

Could anyone suggest some literature or have any practical advice for marking a market in thinly traded assets with the following characteristics: 0-10 trades per day. Open limit-order book with 0-5 ...
3
votes
0answers
41 views

Is there evidence that illiquid stocks, held less by institutions, have more price momentum?

(One of) the standard explanation people gave for momentum is under-reaction of stockholders to firm-specific news. If this is true, then it seems that these stocks should have more momentum, and ...
0
votes
0answers
80 views

Liquidity Coverage Ratio: Proposed changes by US Fed, OCC and FDIC

With its latest report on the impact of the Liquidity Coverage Ratio the EBA has stated: "Incentives for regulatory arbitrage could be minimised if central bank operations were treated ...