of this comparison depend on the liquidity of equities involved. …

returns, total capital, several measures of liquidity, and the premium or discount relative to net present value around the … stock splits is to make the shares more attractive to individual investors – despite possible deterioration of liquidity as …

I study the liquidity of global stock exchanges and how it determines cross sectional returns on stock portfolios of … the exchanges. I measure liquidity by turnover ratio computed as value of shares traded over the market capitalization. I … evidence that liquidity is trend weakly stationary for most stock exchanges, however, exchange and time specific factors are …

) and security specific liquidity for ADRs and their underlying HK shares after controlling for U.S. and Hong Kong market … returns. We use multiple proxies for liquidity and find evidence that trading volume and liquidity spread (the difference …

the new liquidity regulations has been limited, as the banks continue to work with their internal measures. The banks have … all changed their view of capital ratio and liquidity, where many of the banks have doubled the amount of these posts and …

Studying Foreign flows and the liquidity of six Asian markets we provide evidence of two empirical regularities: On the … one hand, foreign trade has a negative but transitory impact on the overall liquidity of the market on a daily basis ….This finding is shown consistent with two hypotheses: that foreign investors demand liquidity more aggressively than locals, and …

transaction costs associated with intraday liquidity of shares belonging to six Latin American stock markets (Argentina, Brazil … higher market capitalization such as Brazil, Mexico and Chile have lower transaction costs associated with liquidity than …

In today's markets where high frequency traders (HFTs) act as both liquidity providers and takers, I argue that … information asymmetry induced by liquidity-taking HFTs' use of machine-readable information is important. This particular type of … experiment of index inclusion, I show that liquidity-providing HFTs supply less liquidity to stocks that suffer more from this …

While the balance sheet structure of U.S. banks influences how they respond to liquidity risks, the mechanisms for the …-sectional differences in response to liquidity risk depend on the banks’ shares of core deposit funding. By contrast, differences across … global banks (those with foreign affiliates) are associated with ex ante liquidity management strategies as reflected in …