Economics, Econometrics and Finance
5 years ago

German Stock Market Liquidity Surges, But Crisis Brings Volatility Spike

Schmalenbach Business Review
Liquidity in the German Stock Market
Thomas Johann, Stefan Scharnowski, Erik Theissen, Christian Westheide, Lukas Zimmermann

Paper Summary

The article analyzes liquidity in the German stock market using a new dataset. Liquidity has generally increased over time, but decreases during crises with higher volatility. Commonality in liquidity is highest during financial crises, and there is significant similarity between liquidity in the US and German markets.

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