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HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW‐FREQUENCY STOCK LIQUIDITY

Le, Huong; Gregoriou, Andros - In: Journal of Economic Surveys 34 (2020) 5, pp. 1170-1186

Persistent link: https://www.econbiz.de/10012282890

Liquidity and asset pricing : evidence from a new free-float-adjusted price impact ratio

Le, Huong; Gregoriou, Andros - In: Journal of Economic Studies 49 (2021) 4, pp. 751-771

Purpose: This paper aims to empirically examine the relationship between stock liquidity and asset pricing, using a new price impact ratio adjusted for free float as the approximation of liquidity. The free-float-adjusted ratio is free from size bias and encapsulates the impact of trading...

Persistent link: https://www.econbiz.de/10012640193

Prospect theory and stock returns : a seven factor pricing model

Gregoriou, Andros; Healy, Jerome V.; Le, Huong - In: Journal of business research : JBR 101 (2019), pp. 315-322

Persistent link: https://www.econbiz.de/10012103277

Liquidity and asset pricing : evidence from a new free-float-adjusted price impact ratio

Le, Huong; Gregoriou, Andros - In: Journal of economic studies 49 (2022) 4, pp. 751-771

Persistent link: https://www.econbiz.de/10013352796

Economic policy uncertainty and cross-border mergers and acquisitions

Gregoriou, Andros; Nguyen Binh Duy; Nguyen Tung Duy; … - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013252618