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How are discretionary accruals priced? : evidence from the Canadian stock market

Kolsi, Mohamed Chakib; Attayah, Osama F. - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 283-302

Persistent link: https://www.econbiz.de/10011847020

Phantom Liquidity and High Frequency Quoting

Blocher, Jesse - 2019

This paper examines every NASDAQ ITCH feed message for the S&P 500 stocks for 2012 and identifies clusters of extremely high and extremely low limit order cancellation activity. We find results consistent with the ideas that cancel clusters are the result of high frequency traders jockeying for...

Persistent link: https://www.econbiz.de/10012903353

Liquidity and the cross-section of international stock returns

Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012820574

Liquidity commonality beyond best prices : Indian evidence

Tripathi, Abhinava; Vipul; Dixit, Alok - In: The journal of asset management 21 (2020) 4, pp. 355-373

Persistent link: https://www.econbiz.de/10012292805

Price dynamics and market liquidity : an intraday event study on Euronext

Mazza, Paolo - In: The quarterly review of economics and finance : journal … 56 (2015), pp. 139-153

Persistent link: https://www.econbiz.de/10011574367

Herd behavior and equity market liquidity : evidence from major markets

Galariotis, Emilios C.; Krokida, Styliani-Iris; Spyrou, … - In: International review of financial analysis 48 (2016), pp. 140-149

Persistent link: https://www.econbiz.de/10011624436

Bid- and ask-side liquidity in the NYSE limit order book

Cenesizoglu, Tolga; Grass, Gunnar - In: Journal of financial markets 38 (2018), pp. 14-38

Persistent link: https://www.econbiz.de/10012001137

Impact of Coronavirus on liquidity in financial markets

Gofran, Ruhana Zareen; Gregoriou, Andros; Haar, Lawrence - In: Journal of international financial markets, … 78 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013357292

The COVID-19 pandemic and stock liquidity : evidence from S&P 500

Chebbi, Kaouther; Ammer, Mohammed Abdullah; Hameed, Affan - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 134-142

Persistent link: https://www.econbiz.de/10012656271

How does short selling affect liquidity in financial markets?

Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250

Persistent link: https://www.econbiz.de/10012003551

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