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Common determinants of bond and stock market liquidity : the impact of financial crises, monetary policy, and mutual fund flows
Chordia, Tarun (contributor); Sarkar, Asani (contributor);  … - 2001 - [Elektronische Ressource]
. Overall, this study deepens our understanding of the dynamics of liquidity in financial markets and suggests how asset …
Persistent link: https://www.econbiz.de/10001629622
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Fifteen minutes of fame? : the market impact of internet stock picks
Antunovich, Peter (contributor); Sarkar, Asani (contributor) - 2003 - [Elektronische Ressource]
. The stock picks show substantial short- and long-run price and liquidity gains, although no new information is revealed …
Persistent link: https://www.econbiz.de/10001751980
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An empirical analysis of stock and bond market liquidity
Chordia, Tarun (contributor); Sarkar, Asani (contributor);  … - 2003 - [Elektronische Ressource]
. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid …
Persistent link: https://www.econbiz.de/10001752003
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Time-varying consumption correlation and the dynamics of the equity premium : evidence from the G-7 countries
Sarkar, Asani (contributor); Zhang, Lingjia (contributor) - 2004 - [Elektronische Ressource]
growth for equity return dynamics in G-7 countries. Using a VAR-GARCH (1,1) model, we find that the correlation increases …
Persistent link: https://www.econbiz.de/10002101478