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Stock market illiquidity's predictive role over economic growth : the Australian evidence
Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011300963
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Does stock liquidity explain the premium for stock price momentum?
Novák, Jiri - In: Finance a úvěr 64 (2014) 1, pp. 79-95
Persistent link: https://www.econbiz.de/10010245254
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Do companies with effective internal controls over financial reporting benefit from Sarbanes-Oxley Sections 302 and 404?
Gupta, Parveen P.; Sami, Heibatollah; Zhou, Haiyan - In: Journal of accounting, auditing & finance 33 (2018) 2, pp. 200-227
Persistent link: https://www.econbiz.de/10011859191
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Determinants of market liquidity : evidence from the Jordanian stock market
Tayeh, Mohammad - In: International journal of economics and finance 8 (2016) 10, pp. 48-59
Persistent link: https://www.econbiz.de/10011580669
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Daily stock trading by investor type and information asymmetry : evidence from the Korean market
Kim, Donghyun; Chung, Chune Young; Kim, Kyung Soon; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 1, pp. 13-28
Persistent link: https://www.econbiz.de/10012210428
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Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin; Whitby, Ryan - In: Market microstructure and liquidity 5 (2019) 1/4, pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
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An event time study of the price reaction to large retail trades
Frino, Alex; Jarnecic, Elvis; Lepone, Andrew - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 617-632
Persistent link: https://www.econbiz.de/10003852644
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Tick size change and liquidity provision for Japanese stock trading near [Yen] 1000
Cai, Jun; Hamao, Yasushi; Ho, Richard Yan-ki - In: Japan and the world economy : international journal of … 20 (2008) 1, pp. 19-39
Persistent link: https://www.econbiz.de/10003685856
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The role of trading intensity estimating the implicit bid-ask spread and determining transitory effects
Ben Sita, Bernard; Westerholm, P. Joakim - In: International review of financial analysis 20 (2011) 5, pp. 306-310
Persistent link: https://www.econbiz.de/10009492103
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How safe was the "safe haven"? : financial market liquidity during the 1998 turbulences
Upper, Christian - 2000
The turbulences in the international financial markets during the summer and autumn of 1998 put the price formation and liquidity provision mechanism in many markets under severe strain. As part of the large-scale portfolio rebalancing that took place, investors shifted a large part of their...
Persistent link: https://www.econbiz.de/10011418740