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Explaining the accrual anomaly : evidence from size and market conditions

Pan, Shanshan; Xu, Zhaohui - In: Quarterly journal of finance & accounting : QJFA 57 (2019) 1/2, pp. 69-106

Persistent link: https://www.econbiz.de/10012040827

Fair value disclosure, liquidity risk and stock returns

Roggi, Oliviero; Giannozzi, Alessandro - In: Journal of banking & finance 58 (2015), pp. 327-342

Persistent link: https://www.econbiz.de/10011544014

The liquidity crisis, investor sentiment, and REIT returns and volatility

Huerta, Daniel; Egly, Peter V.; Escobari, Diego - 2015 - Version: November 2015

The real estate investment trust (REIT) industry experienced a liquidity crisis resulting from reduced access to credit commitments as banks were restoring their balance sheets during the 2007-2009 financial crisis. Employing generalized autoregressive conditional heteroscedasticity (GARCH)...

Persistent link: https://www.econbiz.de/10011402963

Liquidity risk and stock performance during the financial crisis

Đặng Tùng Lâm; Thi Minh Hue Nguyen - In: Research in international business and finance 52 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012548353

Distressed stocks in distressed times

Eisdorfer, Assaf; Misirli, Efdal Ulas - In: Management science : journal of the Institute for … 66 (2020) 6, pp. 2452-2473

Persistent link: https://www.econbiz.de/10012254402

Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020

Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39

The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...

Persistent link: https://www.econbiz.de/10013545890

Stock market liquidity during periods of distress and its implications : evidence from international financial markets

Enow, Samuel Tabot - In: International journal of economics and financial issues … 13 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014227896

Could the simultaneous persistence of greater cash holdings and interest-bearing debts affect stock price crash risk?

Xu, Pan; He, Jun; Wang, Daojuan; Johan, Sofia Atiqah; … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3226-3262

Persistent link: https://www.econbiz.de/10014635314

Long memory volatility in the stock market returns : evidence from the crisis in Hong Kong

Selmi, Nadhem; Hachicha, Nejib; Ajmi, Ahdi Noomen - In: The empirical economics letters : a monthly … 10 (2011) 3, pp. 269-280

Persistent link: https://www.econbiz.de/10009507371

The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence

Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595

Persistent link: https://www.econbiz.de/10009750329

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