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Liquidity and default in an exchange economy
Martínez S., Juan Francisco; Tsomocos, Dimitrios P. - In: Journal of financial stability 35 (2018), pp. 192-214
Persistent link: https://www.econbiz.de/10012156867
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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 … premiums are associated with higher risk. The study then employs Auto-regressive distributed lag and Error Correction Modeling … to establish the long/short-run impact of financial distress and liquidity crisis on these premiums during recessionary …
Persistent link: https://www.econbiz.de/10013545890
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The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity
Nguyen Dinh Trung; Pham, Thu Phuong; Ngoc Anh Tran; … - In: Journal of financial stability 74 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015083929
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How much can illiquidity affect corporate debt yield spread?
Abudy, Menachem; Raviv, Alon - In: Journal of financial stability 25 (2016), pp. 58-69
Persistent link: https://www.econbiz.de/10011704784
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Do financial distress and liquidity crises affect value and size premiums?
Elgammal, Mohammed Mohammed; Bas, Tugba; Gough, Orla; … - In: Applied economics 48 (2016) 37/39, pp. 3734-3751
Persistent link: https://www.econbiz.de/10011621164
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The COVID-19 impact on corporate leverage and financial fragility
Haque, Sharjil Muktafi; Varghese, Richard - 2021
increased moderately. This de-leveraging effect is stronger for firms exposed to significant rollover risk, while firms whose …
Persistent link: https://www.econbiz.de/10012796218
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How does stock liquidity affect corporate cash holdings in Japan? : a pre-registered report
Fujitani, Ryosuke; Iwata, Kiyonori; Yasuda, Yukihiro - In: Pacific-Basin finance journal 83 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014491186
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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
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Brexit : (not) another Lehman moment for banks?
Schiereck, Dirk; Kiesel, Florian; Kolaric, Sascha - In: Finance research letters 19 (2016), pp. 291-297
Persistent link: https://www.econbiz.de/10011657723
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Stock liquidity and stock price crash risk : evidence from Vietnam
Ngoc Bao Dinh; Hy Nguyen Song Tran - In: Cogent business & management 10 (2023) 3, pp. 1-14
This research examines whether stock liquidity affects the crash risk of stock price for companies listed on the … crash risk. Our findings are consistent with governance theory, which considers stock liquidity as a governance mechanism to … paper is one of the initial studies to provide evidence regarding the impact of stock liquidity on stock price crash risk in …
Persistent link: https://www.econbiz.de/10014505847