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The effects of non-trading on the illiquidity ratio
Chelley-Steeleya, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 34 (2015), pp. 204-228
Persistent link: https://www.econbiz.de/10011557118
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Information uncertainty and the pricing of liquidity
Kang, Wenjin; Li, Nan; Zhang, Huiping - In: Journal of empirical finance 54 (2019), pp. 77-96
Persistent link: https://www.econbiz.de/10012174817
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The dispersion effect in international stock returns
Leippold, Markus; Lohre, Harald - In: Journal of empirical finance 29 (2014), pp. 331-342
Persistent link: https://www.econbiz.de/10011300459
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Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
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Drug approval decisions : a note on stock liquidity effects
Himmelmann, Achim Friedrich; Schiereck, Dirk - In: Journal of empirical finance 19 (2012) 5, pp. 640-652
Persistent link: https://www.econbiz.de/10009700615
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Illiquidity shocks and the comovement between stocks : new evidence using smooth transition
Chelley-Steeley, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 23 (2013), pp. 1-15
Persistent link: https://www.econbiz.de/10010221801
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Innovate or die : corporate innovation and bankruptcy forecasts
Bai, Qing; Tian, Shaonan - In: Journal of empirical finance 59 (2020), pp. 88-108
Persistent link: https://www.econbiz.de/10012437937
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Allocation of attention and the delayed reaction of stock returns to liquidity shock : global evidence
Lee, Kuan-hui; Wang, Shu Feng - In: Journal of empirical finance 72 (2023), pp. 421-444
Persistent link: https://www.econbiz.de/10014476873
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Time-varying Z-score measures for bank insolvency risk : best practice
Bouvatier, Vincent; Lepetit, Lætitia; Rehault, … - In: Journal of empirical finance 73 (2023), pp. 170-179
Persistent link: https://www.econbiz.de/10014477006
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When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of empirical finance 18 (2011) 2, pp. 321-340
Persistent link: https://www.econbiz.de/10009301114