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SSRNDerivatives & Volatility

Liquidity Provision in a One-Sided Market: The Role of Dealer-Hedge Fund Relations

The research indicates that dealers' prime brokerage relationships with certain hedge funds enhance their liquidity provision in a one-sided market, as observed during the March 2020 liquidity crisis.

Featured in No. 29 on 13 Dec 2023 · 1 day after release · 0 citations today

Released
12 Dec 2023
First featured
No. 29 · 13 Dec 2023
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4662272

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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