Similar Search Results - EconBiz

Stock splits, liquidity, and trading activity

Hansson, Mats - 1999

Persistent link: https://www.econbiz.de/10001543695

Stock split rule changes and stock liquidity : evidence from Bursa Malaysia

Tabibian, S. Amir; Zhang, Zhaoyong; Abdollah Ah Mand - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-16

We test the impact of stock split rule changes on liquidity behavior in Bursa Malaysia during 2004-2020. Using event study methodology, this study examines stock liquidity on and around stock split days through three subperiods of study, including the first (2004-2006), second (2007-2009), and...

Persistent link: https://www.econbiz.de/10012628112

The effects of stock splits on the bid-ask spread of syndicated loans

Francis, Bill B.; Hasan, Iftekhar; Zhou, Mingming - In: International journal of banking, accounting and finance 5 (2013/14) 1/2, pp. 159-187

Persistent link: https://www.econbiz.de/10010359088

Essays on empirical market microstructure

Moberg, Jan-Magnus - 2008

Persistent link: https://www.econbiz.de/10003796409

Modelling financial transaction price movements : a dynamic integer count data model

Liesenfeld, Roman; Nolte, Ingmar; Pohlmeier, Winfried - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 795-825

Persistent link: https://www.econbiz.de/10003233759

Tests and properties of variance rations in microstructure studies

Ronen, Tavy - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 183-204

Persistent link: https://www.econbiz.de/10001224466

Symposium on market microstructure : focus on Nasdaq

Schwert, George William (contributor) - In: Journal of financial economics 45 (1997) 1

Persistent link: https://www.econbiz.de/10001224765

Do institutions receive comparable execution in the NYSE and Nasdaq markets?

LaPlante, Michele - In: Journal of financial economics 45 (1997) 1, pp. 97-134

Persistent link: https://www.econbiz.de/10001336286

The dynamics of price discovery in the two-tier Brussels stock exchange

Thi Ngoc Tuan Bui; Sercu, Piet - 2008

Persistent link: https://www.econbiz.de/10009126905

Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance

Kyle, Albert S.; Obižaeva, Anna - 2020

Persistent link: https://www.econbiz.de/10012494216

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