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The influence of asset and profitability toward share value : mediation effect of liquid asset
Sitorus, Tigor; Denny - In: Copernican Journal of Finance & Accounting : CJF&A 6 (2017) 4, pp. 85-103
Persistent link: https://www.econbiz.de/10012215792
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Day long effect of liquidity on stock return : an empirical investigation in a day of political and economic importance in India
Tripathy, Trilochan; Ahluwalia, Eshan - In: International journal of economics and finance 7 (2015) 10, pp. 204-214
Persistent link: https://www.econbiz.de/10011376119
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Seasoned equity offerings : stock market liquidity and the rights offer paradox
Ginglinger, Edith; Matsoukis, Laure; Riva, Fabrice - In: Journal of business finance & accounting : JBFA 40 (2013) 1/2, pp. 215-238
Persistent link: https://www.econbiz.de/10009729488
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Equity returns of distressed equity issuers
Park, James L. - In: Finance research letters 14 (2015), pp. 93-103
Persistent link: https://www.econbiz.de/10011552645
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Dividend, liquidity and firm valuation : evidence from China AB share markets
Li, Mao Liang; Chui, Chin Man; Li, Chang Qing - In: Applied financial economics 24 (2014) 7/9, pp. 587-603
Persistent link: https://www.econbiz.de/10010402685
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Stock Liquidity and SMEs’ Likelihood of Bankruptcy : Evidence from the US Market
El Kalak, Izidin - 2018
We study the association between the stock liquidity of SMEs in the US and their likelihood of bankruptcy, using a … substantial heterogeneity across industries regarding the predictive power of the liquidity measure on the likelihood of … performance tests conclude that adding a liquidity measure variable to the Campbell et al. (2008) model improves its predictive …
Persistent link: https://www.econbiz.de/10012930056
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The effect of financial distress probability, firm size and liquidity on stock return of energy users companies in Indonesia
Fachrudin, Khaira Amalia; Ihsan, M. Fikri - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 296-300
Persistent link: https://www.econbiz.de/10012622454
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Do stock splits matter for returns, volatility, and liquidity? : new evidence from Borsa Istanbul
Gumus, Nihat; Gumus, Ayse Caglayan - 2021
Persistent link: https://www.econbiz.de/10012619888
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Stock illiquidity and firm characteristics
Gakhar, Divya Verma; Kundlia, Shweta - In: Market microstructure and liquidity 4 (2018) 3/4, pp. 1-30
Persistent link: https://www.econbiz.de/10012227894
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Size effect in market-wide liquidity commonality : evidence from the Indian stock market
Cheriyan, Namitha K.; Lazar, Daniel - In: Organizations and markets in emerging economies 10 (2019) 2, pp. 335-355
Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in … evidence regarding the inventory risks and asymmetric information in uencing individual securities’ liquidity. Thus, this study … aims at documenting the liquidity commonality and measuring its extent in the Indian stock market. Employing fourteen …
Persistent link: https://www.econbiz.de/10012193362