Christoph G. Rösch

Technische Universität München (TUM)

Arcisstrasse 21

Munich, 80333

Germany

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality

Number of pages: 36 Posted: 03 Jan 2012 Last Revised: 11 Sep 2012
Christoph G. Rösch and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 608 (28,295)

Abstract:

financial crisis, market decline, liquidity costs, asset liquidity, market liquidity, price impact, weighted spread, Xetra liquidity measure (XLM), liquidity commonality, flight-to-quality, flight-to-liquidity, rating, credit risk, crisis

2.

Ownership Concentration, Blockholder Types and Stock Market Liquidity

Number of pages: 41 Posted: 14 Feb 2011
Christoph G. Rösch and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 331 (63,019)

Abstract:

Liquidity Costs, Asset Liquidity, Market Liquidity, Price Impact, Weighted Spread, Xetra Liquidity Measure (XLM), Ownership Concentration, Blockholders, Insider Ownership, Information Asymmetry

3.

Market Liquidity: Does Insider Trading Matter?

Number of pages: 50 Posted: 15 Jul 2011 Last Revised: 15 Jan 2012
Christoph G. Rösch and Christoph Kaserer
Technische Universität München (TUM) and Technische Universität München (TUM)
Downloads 137 (134,169)

Abstract:

Liquidity costs, asset liquidity, market liquidity, price impact, weighted spread, Xetra liquidity measure (XLM), insider trading, information asymmetry