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Garabedian, Garo; Inghelbrecht, Koen - 2020

Persistent link: https://www.econbiz.de/10012793065

Which liquidity proxy measures liquidity best in emerging markets?

Ahn, Hee-joon; Chai, Joseph C. H.; Yang, Cheol-Won - In: Economies : open access journal 6 (2018) 4/67, pp. 1-29

This study empirically investigates the low-frequency liquidity proxies that best measure liquidity in emerging markets … comparing various low-frequency liquidity proxies with high-frequency spread measures and price impact measures. We find that …

Persistent link: https://www.econbiz.de/10011956319

Inter-linkages between liquidity and stock returns : an empirical investigation through panel cointegration

Saeed, Sadia; Hassan, Arshad - In: Pakistan journal of commerce and social sciences 12 (2018) 2, pp. 617-637

This study examines long term and short term inter-linkage between liquidity dimensions and equity returns in oil and … gas sector of an emerging stock market for the time period 2009-2015.Conventional liquidity ratio and Amihud ratio are … liquidity. The depth of market is measured through volume and turnover rate. Pedroni cointegration, Granger causality and vector …

Persistent link: https://www.econbiz.de/10011934263

Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of may 2005

Acharya, Viral V.; Schaefer, Stephen M.; Zhang, Yilie - In: The quarterly journal of finance 5 (2015) 2, pp. 1-51

Persistent link: https://www.econbiz.de/10011301003

Liquidity shocks and stock bubbles

Nneji, Ogonna - In: Journal of international financial markets, … 35 (2015), pp. 132-146

Persistent link: https://www.econbiz.de/10011474769

Liquidity risk and stock performance during the financial crisis

Đặng Tùng Lâm; Thi Minh Hue Nguyen - In: Research in international business and finance 52 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012548353

Illiquidity Premium, Transaction Costs, and Risks of Illiquid Assets

Meng, Ben - 2015

Liquidity has long been a great interest to investment professionals as well as academic researchers. The estimation of …

Persistent link: https://www.econbiz.de/10013026578

Transaction costs, liquidity risk, and the CCAPM

Liu, Weimin; Luo, Di; Zhao, Huainan - In: Journal of banking & finance 63 (2016), pp. 126-145

Persistent link: https://www.econbiz.de/10011634184

Is liquidity risk priced in partially segmented markets?

Chaieb, Ines; Errunza, Vihang R.; Langlois, Hugues - 2018

Persistent link: https://www.econbiz.de/10011876101

Liquidity level or liquidity risk? : a fresh look with new measures

Al-Haji, Ahmad - In: Spanish journal of finance & accounting : the official … 50 (2021) 4, pp. 395-408

Persistent link: https://www.econbiz.de/10012649516