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In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows … measures of liquidity and publish them in the regular reports. But as in literature, there is still no consensus as what … liquidity really means and how it should be measured, or reported, understood or predicted, as the consistent summary of what …
Persistent link: https://www.econbiz.de/10009471789
stock market liquidity to influence the business cycle in developing Baltic states. Stock market fluctuations and business … cycles are represented by dynamic factors at the quaterly frequency. The result show, that stock market liquidity proxies … such purposes it would be interesting to do more extensive comparisons of the predictive power of different liquidity …
Persistent link: https://www.econbiz.de/10009478388
The first public share issue in the PRC took place in 1994. By the early 21st century, in the space of less than two decades, the Chinese stock market has become the largest one in Asia, with the exception of Japan. Along with this rapid enlargement of the market, the Chinese stock trading...
Persistent link: https://www.econbiz.de/10009471788
The purpose of this thesis is to investigate the relationship between the annualised volatility and correlation of G7 ten-year bond returns for the period July 1992 to June 1998 and the effects that such a relationship has on portfolio diversification. The stock market crash of 1987 and the...
Persistent link: https://www.econbiz.de/10009481952
Neoclassical analysis of the labor market and its institutions. A systematic development of the theory of labor supply …
Persistent link: https://www.econbiz.de/10009432547
Newswire messages make up a major part of the public information set available to investors. The last decades have seen drastic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market...
Persistent link: https://www.econbiz.de/10009434499
. This work presents one of the first studies of algorithmic trading and its impact on information and liquidity in equity …
Persistent link: https://www.econbiz.de/10009434601
The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently,...
Persistent link: https://www.econbiz.de/10009434669
300 Australian listed firms. Agency theory is utilised as the underlying theoretical framework. The extent of financial … are slightly more popular ratios (still below 10%) with virtually no communication of the Liquidity and Cash Flow sub …
Persistent link: https://www.econbiz.de/10009434870
This paper investigates the effect of the introduction of exchange-traded funds (ETFs) on the liquidity of individual …
Persistent link: https://www.econbiz.de/10009439204