Market Liquidity after the Financial Crisis - FEDERAL RESERVE BANK of NEW YORK

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Market Liquidity after the Financial Crisis

Tobias Adrian, Michael Fleming, Or Shachar, and Erik Vogt
Staff Reports, Number 796, October 2016

Author Disclosure Statement

Tobias Adrian

The author declares that he has no relevant or material financial interests that relate to the research described in this paper. Use of BrokerTec data and Trade Reporting and Compliance Engine data was subject to review by EBS BrokerTec and the Financial Industry Regulatory Authority, respectively, prior to publication.

Michael Fleming

The author declares that (s)he has no relevant or material financial interests that relate to the research described in this paper. Use of BrokerTec data and Trade Reporting and Compliance Engine data was subject to review by EBS BrokerTec and the Financial Industry Regulatory Authority, respectively, prior to publication.

Or Shachar

The author declares that she has no relevant or material financial interests that relate to the research described in this paper. Use of BrokerTec data and Trade Reporting and Compliance Engine data was subject to review by EBS BrokerTec and the Financial Industry Regulatory Authority, respectively, prior to publication.

Erik Vogt

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