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Hidden liquidity: Determinants and impact

Cebiroğlu, Gökhan; Horst, Ulrich - 2012

We cross-sectionally analyze the presence of aggregated hidden depth and trade volume in the S&P 500 and identify its key determinants. We find that the spread is the main predictor for a stock's hidden dimension, both in terms of traded and posted liquidity. Our findings moreover suggest that...

Persistent link: https://www.econbiz.de/10010281537

Accruals quality, managers' incentives and stock market reaction : evidence from Europe

Cerqueira, Antonio; Pereira, Claudia - In: Applied economics 49 (2017) 16, pp. 1606-1626

Persistent link: https://www.econbiz.de/10011813656

The asymmetric relationship between executive earnings management and compensation : a panel threshold regression approach

Li, Leon; Holmes, Mark J.; Lee, Bong-soo - In: Applied economics 48 (2016) 55/57, pp. 5525-5545

Persistent link: https://www.econbiz.de/10011742078

Fuzzy multi-criteria decision-making for evaluating mutual fund strategies

Wang, Shin-yun; Lee, Cheng F. - In: Applied economics 43 (2011) 22/24, pp. 3405-3414

Persistent link: https://www.econbiz.de/10009357365

Optimal mean-variance portfolio selection using Cauchy-Schwarz maximization

Chen, Hsin-hung; Tsai, Hsien-tang; Lin, Dennis K. J. - In: Applied economics 43 (2011) 19/21, pp. 2795-2801

Persistent link: https://www.econbiz.de/10009379590

The optimal value-at-risk hedging strategy under bivariate regime switching ARCH framework

Chang, Kuang-liang - In: Applied economics 43 (2011) 19/21, pp. 2627-2640

Persistent link: https://www.econbiz.de/10009379651

Consumption, money and excess returns

Schmeling, Maik - In: Applied economics 43 (2011) 19/21, pp. 2559-2563

Persistent link: https://www.econbiz.de/10009379690

On causality in the size-efficiency relationship : the effect of investor cash flows on the mutual fund industry

Matallín-Sáez, Juan Carlos - In: Applied economics 43 (2011) 25/27, pp. 4069-4079

Persistent link: https://www.econbiz.de/10009380455

Household search choice : theory and evidence

Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 43 (2011) 25/27, pp. 3835-3847

Persistent link: https://www.econbiz.de/10009380610

Does past performance affect mutual fund tracking error in Taiwan?

Wang, Ching-Ping; Huang, Hung-Hsi; Chen, Cheng-Yu - In: Applied economics 47 (2015) 49/51, pp. 5476-5490

Persistent link: https://www.econbiz.de/10011341768