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On the Stock Market Liquidity and the Business Cycle : A Multi Country Approach

Galariotis, Emilios C. - 2016

We provide original results on national and global stock market liquidity and its interaction with macroeconomic variables for six of the G7 economies, namely: Canada, France, Germany, Italy, Japan and UK, building on the methodology and on the USA evidence by Naes et al (2011). Using a number...

Persistent link: https://www.econbiz.de/10013000920

Systematic liquidity and excess returns: evidence from the London Stock Exchange

Galariotis, Emilios C.; Giouvris, Evangelos - In: Review of Accounting and Finance 8 (2009) August, pp. 279-307

Purpose – The purpose of this paper is to test whether the 2007 identification of commonality in liquidity by Galariotis and Giouvris for the UK is robust to different methodological approaches; to find whether commonality is priced; and to identify how changes in trading regimes, hence liquidity...

Persistent link: https://www.econbiz.de/10004987738

Systematic liquidity and excess returns: evidence from the London Stock Exchange

Galariotis, Emilios C.; Giouvris, Evangelos - In: Review of Accounting and Finance 8 (2009) 3, pp. 279-307

Persistent link: https://www.econbiz.de/10014989584

On the stock market liquidity and the business cycle : a multi country approach

Galariotis, Emilios; Giouvris, Evangelos - In: International review of financial analysis 38 (2015), pp. 44-69

Persistent link: https://www.econbiz.de/10011337633

Liquidity volatility and spillover effects : evidence from the UK-USA and East Asian countries

Lim, Sung; Giouvris, Evangelos - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 48-71

Persistent link: https://www.econbiz.de/10011344290

Illiquidity, monetary conditions, and the financial crisis in the United Kingdom

Said, Husaini; Giouvris, Evangelos - In: Handbook of investors' behavior during financial crises, (pp. 277-302). 2017

Persistent link: https://www.econbiz.de/10011743092

On the pricing of commonality across various liquidity proxies in the London stock exchange and the crisis

Lim, SungKyu; Giouvris, Evangelos - In: Handbook of investors' behavior during financial crises, (pp. 447-470). 2017

Persistent link: https://www.econbiz.de/10011743118

Oil, the Baltic Dry index, market (il)liquidity and business cycles : evidence from net oil-exporting/oil-importing countries

Said, Husaini; Giouvris, Evangelos - In: Financial markets and portfolio management 33 (2019) 4, pp. 349-416

Persistent link: https://www.econbiz.de/10012427801

Dutch mortgages : impact of the crisis on probability of default

Kroot, Jan; Giouvris, Evangelos - In: Finance research letters 18 (2016), pp. 205-217

Persistent link: https://www.econbiz.de/10011657020

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