health. In this paper, we propose a new directed network construct—the liquidity network—to capture the urgency to trade by …Network analysis has become a key framework in financial economics in understanding how interconnectedness among market … connecting the initiating party in a trade to the passive party. Alongside the conventional trading network connecting sellers to …

This paper examines whether foreign investor heterogeneity plays a role in stock liquidity on a sample of 27,976 firms … positively, associated with various measures of stock liquidity. Furthermore, during the 2008 market downturn, liquidity also … theoretical predictions, our results also show that foreign investors influence stock liquidity through both trading activity and …

This paper investigates the relationship between level of foreign ownership in a firm and the liquidity of the firm …, liquidity and other firm attributes in the Vietnamese context. Our data set ranges from 2006 to 2012 covering most of non … results from our analysis indicate that increased foreign investment in firms does not associated with higher liquidity. The …

market, or 41% of the total market capitalization. Over the same period, liquidity on the Jakarta Stock Exchange improved … Granger causality between foreign institutional ownership and liquidity, while controlling for persistence in foreign … ownership and liquidity measures. We find that foreign holdings have a negative impact on future liquidity: a 10% increase in …

affects IPO liquidity. We find that foreign IPOs enjoy higher liquidity than IPOs in their home countries, but do not fully … gain the same liquidity benefits as for IPOs of domestic US issuers. In contrast to prior evidence for mature cross …-listed firms, we show that liquidity differentials between foreign and domestic IPOs in the US are determined by information …