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Liquidity and asset prices : an empirical investigation of the nordic stock markets

Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705

Persistent link: https://www.econbiz.de/10011408519

Debt, equity and the equity price puzzle

Finocchiaro, Daria; Mendicino, Caterina - 2015

We show that in a model with equity and debt financing, the specfication of the borrowing constraint is crucial to generate empirically plausible responses of macro variables and asset prices to financial shocks. The interaction between financial frictions and labor demand, as in Jermann and...

Persistent link: https://www.econbiz.de/10011410405

Commonality in liquidity : lessons from an emerging stock market

Tissaoui, Kais; Ftiti, Zied; Aloui, Chaker - In: The journal of applied business research 31 (2015) 5, pp. 1927-1951

Persistent link: https://www.econbiz.de/10011412496

A liquidity program to stabilize equity markets

Alan, Nazli Sila; Mask, John S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 113-125

Persistent link: https://www.econbiz.de/10011294188

Liquidity and market crashes

Huang, Jennifer; Wang, Jiang - 2008

"In this paper, we develop an equilibrium model for stock market liquidity and its impact on asset prices when constant … prevents them from synchronizing their trades and hence gives rise to endogenous order imbalances and the need for liquidity …. Moreover, the endogenous liquidity need, when it occurs, is characterized by excessive selling of significant magnitudes. Such …