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Market liquidity plays a vital role in the field of market micro-structure, because it is the vigor of the financial market. This paper uses a variable called convexity to measure the potential liquidity provided by order-book. Based on the high-frequency data of each stock included in the SSE (Shanghai Stock Exchange) 50 Index for the year 2011, we report several statistical properties of convexity and analyze the a…
Copper price is widely used as a proxy for industrial activity, manufacturing demand, and global growth expectations.
China credit impulse measures the change in new credit growth relative to GDP and is widely used as a leading indicator for Chinese demand and global cyclical momentum.
China Property Cycle — Developer stress and land sales impacting global commodities and EM growth.
Evergrande’s 2021 missed payments opened a still-running Chinese property and LGFV credit squeeze — a developer-leverage and pre-sale trust crisis under a political deleveraging campaign.
China credit impulse measures the change in new credit growth relative to GDP and is widely used as a leading indicator for Chinese demand and global cyclical momentum.
China Property Cycle — Developer stress and land sales impacting global commodities and EM growth.
Evergrande’s 2021 missed payments opened a still-running Chinese property and LGFV credit squeeze — a developer-leverage and pre-sale trust crisis under a political deleveraging campaign.