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High frequency return and risk patterns in US sector ETFs during COVID-19

Gurrib, Ikhlaas; Kamalov, Firuz; Elshareif, Elgilani Eltahir - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 5, pp. 441-456

Persistent link: https://www.econbiz.de/10013450588

Stock liquidity and default risk

Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502

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Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam

Hai Hong Trinh; Nguyen Phuc Canh; Wei, Hao; Wongchoti, … - In: Pacific-Basin finance journal 69 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013369865

Does high-frequency trading increase systemic risk?

Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011722257

Measuring liquidity risk in an emerging market : liquidity adjusted value at risk approach for high frequency data

Emna, Rouetbi; Chokri, Mamoghli - In: International journal of economics and financial issues … 4 (2014) 1, pp. 40-53

Persistent link: https://www.econbiz.de/10010519731

Uncertainty, market structure, and liquidity

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial economics 113 (2014) 3, pp. 476-499

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Risk perceptions and international stock market liquidity

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: Journal of international financial markets, … 62 (2019), pp. 94-116

Persistent link: https://www.econbiz.de/10012262442

Liquidity, implied volatility and tail risk: a comparison of liquidity measures

Ramos, Henrique Pinto; Righi, Marcelo Brutti - In: International review of financial analysis 69 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012316872

Liquidity and realized covariance forecasting : a hybrid method with model uncertainty

Qiao, Gaoxiu; Cao, Yangli; Ma, Feng; Li, Weiping - In: Empirical economics : a quarterly journal of the … 64 (2023) 1, pp. 437-463

Persistent link: https://www.econbiz.de/10014226295

Anchoring Heuristics, Attention to Risks, and Market Liquidity : A Regression Discontinuity Design

Cao, Xiaping; Lin, Wenlian; Li, Yong - Hong Kong Institute for Monetary and Financial Research - 2023

Kong, Shenzhen) and Yong Li (University of International Business and Economics).Market liquidity evaporation is often … and stop to provide liquidity of such stocks. Our findings reveal the relationship between attention, panic and market … liquidity spirals …

Persistent link: https://www.econbiz.de/10014350171

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