Liquidity shocks and the negative premium of liquidity volatility around the world
Year of publication: |
2023
|
---|---|
Authors: | Feng, Frank Y. ; Kang, Wenjin ; Zhang, Huiping |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 139.2023, p. 1-20
|
Subject: | International equity market | Liquidity decrease | Liquidity volatility | Return predictability | Stock return | Liquidität | Liquidity | Volatilität | Volatility | Kapitaleinkommen | Capital income | Welt | World | Marktliquidität | Market liquidity | Schätzung | Estimation | Betriebliche Liquidität | Corporate liquidity | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schock | Shock |
-
Liquidity and the cross-section of international stock returns
Cakici, Nusret, (2021)
-
Enow, Samuel Tabot, (2022)
-
Market volatility, liquidity shocks, and stock returns : worldwide evidence
Ma, Rui, (2018)
- More ...
-
Limit order book and commonality in liquidity
Kang, Wenjin, (2013)
-
Stock liquidity and the cost of equity capital in global markets
Amihud, Yakov, (2015)
-
Measuring liquidity in emerging markets
Kang, Wenjin, (2014)
- More ...