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Gamma positioning and market quality
by
Buis, Boyd
,
Pieterse-Bloem, Mary
,
Verschoor, Willem F.C.
,
Zwinkels, Remco C.J.
Published in
Journal of economic dynamics & control
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Expected issuance fees and market liquidity
by
Buis, Boyd
,
Pieterse-Bloem, Mary
,
Verschoor, Willem F.C.
,
Zwinkels, Remco C.J.
Published in
Journal of financial markets (Amsterdam, Netherlands)
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A practical approach to constructing price-based funding liquidity factors
by
Bouwman, Kees
,
Buis, Boyd
,
Pieterse-Bloem, Mary
,
Tham, Wing Wah
Published in
International review of economics & finance
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