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Evaluating the Liquidity of Stocks using Transaction Data
Ivanchuk, Nataliya - 2004
In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows beyond the walls of the academia, as the security exchanges recognize the importance of the concept and plan to adopt unique measures of liquidity and publish them in the...
Persistent link: https://www.econbiz.de/10009471789
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A comparison of quotations, trading costs, and volatility for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik; Kauffman, Herbert M. - 1996
Persistent link: https://www.econbiz.de/10000952878
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Price momentum and idiosyncratic volatility
Arena, Matteo P.; Haggard, K. Stephen; Yan, Xuemin Sterling - In: The financial review : the official publication of the … 43 (2008) 2, pp. 159-190
Persistent link: https://www.econbiz.de/10003755350
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Overnight information and stochastic volatility : a study of European and US stock exchanges
Tsiakas, Ilias - In: Journal of banking & finance 32 (2008) 2, pp. 251-268
Persistent link: https://www.econbiz.de/10003647204
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Does market structure matter? : trading costs and return volatility around exchange listings
Bessembinder, Hendrik; Rath, Subhrendu - In: Stock market liquidity : implications for market …, (pp. 149-171). 2008
Persistent link: https://www.econbiz.de/10003650512
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Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders
Allen, David E.; Cheng, Alexander Shu-sing; … - In: Stock market liquidity : implications for market …, (pp. 227-245). 2008
Persistent link: https://www.econbiz.de/10003650538
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The relevance of quantifiable audit qualifications in the valuation of IPOs
Ghicas, Dimitrios C.; Papadaki, Afroditi; Siougle, Georgia - In: Review of accounting studies 13 (2008) 4, pp. 512-550
Persistent link: https://www.econbiz.de/10003767705
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Non-linear dynamics in financial asset returns : the predictive power of the CBOE volatility index
Bekiros, Stelios D.; Georgoutsos, Demetris A. - In: The European journal of finance 14 (2008) 5/6, pp. 397-408
Persistent link: https://www.econbiz.de/10003771721
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The Federal Reserve and the bull markets : from Benjamin Strong to Alan Greenspan
Spencer, Roger W.; Huston, John H. - 2006
Persistent link: https://www.econbiz.de/10003321134
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Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española
Chuliá, Helena (contributor); Torró, Hipòlit (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328898