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Does stock liquidity explain the premium for stock price momentum?

Novák, Jiri - In: Finance a úvěr 64 (2014) 1, pp. 79-95

Persistent link: https://www.econbiz.de/10010245254

Thai financial markets and political change

Sutsarun Lumjiak; Sirimon Treepongkaruna; Wee, Marvin; … - In: Journal of financial management, markets and institutions 2 (2014) 1, pp. 5-26

Persistent link: https://www.econbiz.de/10011949641

Is liquidity priced in the corporate bond market? : A new approach

Fiori, Filippo S. - 2002

Persistent link: https://www.econbiz.de/10003779956

Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume

Li, Jinliang; Wu, Chunchi - In: The journal of business : B 79 (2006) 5, pp. 2697-2739

Persistent link: https://www.econbiz.de/10003406554

An analysis of prices, volumes, and bid-ask spreads surrounding the announcement of tender offers

Huang, Han-Ching; Tung, Pei-shan - In: Investment management and financial innovations 9 (2012) 2, pp. 15-22

Persistent link: https://www.econbiz.de/10009579432

The intraday behaviour of bid-ask spreads, trading volume and return volatility : evidence from DAX30

Hussain, Syed Mujahid - In: International journal of economics and finance 3 (2011) 1, pp. 23-34

Persistent link: https://www.econbiz.de/10009314040

The intraday pattern of trading activity, return volatility and liquidity : evidence from the emerging Tunisian stock exchange

Tissaoui, Kais - In: International journal of economics and finance 4 (2012) 5, pp. 156-176

Persistent link: https://www.econbiz.de/10009616229

Short-term and long-term impact of option listing on underlying securities : Hong Kong evidence

Kim, Sangphill; Rui, Oliver Meng - In: Advances in Pacific Basin financial markets 6 (2000), pp. 239-254

Persistent link: https://www.econbiz.de/10001487790

Daily Return Volatility, Bid-Ask Spreads, and Information Flow : Analyzing the Information Content of Volume

Li, Jinliang - 2013

This paper examines the relationship among daily information flow, return volatility, and bid-ask spreads based on the framework of the mixture of distribution hypothesis (MDH). The MDH model is modified to permit separate effects of informed and liquidity trading volume on return volatility....

Persistent link: https://www.econbiz.de/10013072269

Liquidity and price pressure in the corporate bond market : Evidence from mega-bonds

Helwege, Jean; Wang, Liying - In: Journal of financial intermediation 48 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012801545

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