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Studying liquidity premium pricing, size, value and risk of market in Tehran stock exchange
Asl, Hassan Ghalibaf; Karimi, Mehdi; Eghbali, Elham - In: International journal of economics and finance 4 (2012) 9, pp. 164-174
Persistent link: https://www.econbiz.de/10009624511
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
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Equity premium in Finland and long-term performance of the Finnish equity and money markets
Nyberg, Peter; Vaihekoski, Mika - In: Cliometrica : journal of historical economics and … 8 (2014) 2, pp. 241-269
Persistent link: https://www.econbiz.de/10010350398
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Did the economic and financial crises affect stock market sensitivity to macroeconomic risk factors? : evidence from Nigeria and South Africa
Ikoku, Alvan E.; Okany, Chukwunonso T. - In: International journal of business 19 (2014) 3, pp. 275-290
Persistent link: https://www.econbiz.de/10010402086
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Long-run stock returns : evidence from Belgium 1838 - 2010
Annaert, Jan; Buelens, Frans; Deloof, Marc - In: Cliometrica : journal of historical economics and … 9 (2015) 1, pp. 77-95
Persistent link: https://www.econbiz.de/10010503418
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Liquidity premia during the industrial breakthrough : evidence from the Stockholm stock exchange ; 1901 - 1919
Gernandt, Otto; Palm, Thomas; Waldenström, Daniel - In: European review of economic history 16 (2012) 3, pp. 247-269
Persistent link: https://www.econbiz.de/10009612357
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State-Dependent Stock Liquidity Premium : The Case of the Warsaw Stock Exchange
Stereńczak, Szymon - 2019
The effect of stock liquidity on stock returns is well documented on the developed capital markets, while similar studies on emerging markets are still scarce and their results ambiguous. This paper aims to answer the question whether there exists stock liquidity premium on the Polish capital...
Persistent link: https://www.econbiz.de/10012891008
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Disentangling liquidity and information asymmetry effect
Goel, Anshi; Tripathi, Vanita - In: International journal of financial services management … 11 (2021) 2, pp. 163-182
Persistent link: https://www.econbiz.de/10012940019
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State-dependent stock liquidity premium : the case of the Warsaw stock exchange
Stereńczak, Szymon - In: International Journal of Financial Studies : open … 8 (2020) 1/13, pp. 1-24
The effect of stock liquidity on stock returns is well documented in the developed capital markets, while similar studies on emerging markets are still scarce and their results ambiguous. This paper aims to analyze the state-dependent variance of liquidity premium in the Polish stock market. The...
Persistent link: https://www.econbiz.de/10012238765
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The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange
Al Refai, Hisham M.; Hassan, Gazi M. - In: Journal of emerging market finance 17 (2018), pp. 239-258
Persistent link: https://www.econbiz.de/10011925531