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Resiliency and Stock Returns
Hua, Jian - 2020
We present resiliency as a measure of liquidity, and assess its relationship to expected returns. We establish a … liquidity-related measures and control variables. The results are significant for both value-weighted and equal-weighted returns …
Persistent link: https://www.econbiz.de/10012851808
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Sustainability, resilience, and returns during COVID-19 : empirical evidence from US and Indian stock markets
Yadav, Neetu; Bhama, Vandana - In: Journal of emerging market finance 22 (2023) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10014292133
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Order imbalance, liquidity, and market returns
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008
Persistent link: https://www.econbiz.de/10003650440
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Liquidity and autocorrelations in individual stock returns
Avramov, Doron; Chordia, Tarun; Goyal, Amit - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2365-2394
Persistent link: https://www.econbiz.de/10003378711
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Illiquidity and stock returns : cross-section and time-series effects
Amihud, Yakov - In: Journal of financial markets 5 (2002) 1, pp. 31-56
Persistent link: https://www.econbiz.de/10001657094
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Trading activity and expected stock returns
Chordia, Tarun; Subrahmanyam, Avanidhar; Anshuman, V. Ravi - In: Journal of financial economics 59 (2001) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10001540927
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Common factors in prices, order flows, and liquidity
Hasbrouck, Joel; Seppi, Duane J. - In: Journal of financial economics 59 (2001) 3, pp. 383-411
Persistent link: https://www.econbiz.de/10001545069
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The role of accounting information in security exchange delisting
Chen, Kevin C. W.; Schoderbek, Michael P. - In: Journal of accounting and public policy 18 (1999) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10001365416
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Common factors in prices, order flows and liquidity
Hasbrouck, Joel; Seppi, Duane J. - 1999
Persistent link: https://www.econbiz.de/10001378828
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Report on market size and investment performance of defaulted bonds & bank loans : 1987 - 2000
Altman, Edward I.; Cyrus, Keith - 2001
Persistent link: https://www.econbiz.de/10001562728