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Information costs and liquidity effects from changes in the FTSE 100 List

Gregoriou, Andros; Ioannidis, Christos - In: The European journal of finance 12 (2006) 4, pp. 347-360

Persistent link: https://www.econbiz.de/10003338142

Market quality of dealer versus hybrid markets for illiquid securities : new evidence from the FTSE AIM Index

Gregoriou, Andros - In: The European journal of finance 21 (2015) 4/6, pp. 466-485

Persistent link: https://www.econbiz.de/10010528959

Liquidity effects due to information costs from changes in the FTSE 100 list

Gregoriou, A. (contributor); Ioannidis, Christos (contributor) - 2003

Persistent link: https://www.econbiz.de/10001877213

Liquidity and Market Efficiency in the World’s Largest Carbon Market

Ibikunle, Gbenga - 2016

We examine the world's largest carbon exchange, ICE's ECX, by applying Chordia et al.'s (2008) conception of short-horizon return predictability as an inverse indicator of market efficiency. We find a strong relationship between liquidity and market efficiency such that when spreads narrow,...

Persistent link: https://www.econbiz.de/10013008319

Stock liquidity and return distribution : evidence from the London Stock Exchange

Wang, Andong; Hudson, Robert; Rhodes, Mark J.; Zhang, Sijia - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012804976

The impact of order flow on event study returns : new evidence from zero-leverage firms

Zhang, Sijia; Gregoriou, Andros - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 627-634

Persistent link: https://www.econbiz.de/10012655584

Cryptocurrencies in portfolios : return-liquidity trade-off around China forbidding initial coin offerings

Zhang, Sijia; Gregoriou, Andros - In: Applied economics letters 28 (2021) 12, pp. 1036-1040

Persistent link: https://www.econbiz.de/10012589737

How do markets value stock liquidity? : comparative evidence from the UK, the US, Germany and China

Liu, Guy Shaojia; Gregoriou, Andros; Bo, Yibo - In: Economics letters 186 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012503635

Post earnings announcement drift, liquidity and zero leverage firms : evidence from the UK stock market

Zhang, Sijia; Gregoriou, Andros - In: Journal of business research : JBR 116 (2020), pp. 13-26

Persistent link: https://www.econbiz.de/10012257531

Liquidity and market efficiency in the world's largest carbon market

Ibikunle, Gbenga; Gregoriou, Andros; Hoepner, Andreas G. F. - In: The British accounting review : the journal of the … 48 (2016) 4, pp. 431-447

Persistent link: https://www.econbiz.de/10011630307