Purpose – Negative relationship between the return of a stock and its liquidity suggests that the illiquid stocks are … riskier than liquid stocks. Thus, researchers tend to include the stock liquidity as a variable in asset pricing models, where … relationship between the return of a stock and its liquidity by using a relative measure that links the individual stock liquidity …

Purpose – The purpose of this paper is to study the ownership‐liquidity relation in the context of the Tunisian Stock … ownership concentration and stock liquidity and the relationship between the separation of ownership from control and market … liquidity. Findings – The empirical findings verify that the structure of ownership remains concentrated in the majority of the …

Purpose The relationship between short selling, market volatility and liquidity remains an object of intensive research … paper aims to contribute to the debate by investigating the impact of short selling on market volatility and liquidity in … liquidity of the market is not significantly affected. This might be the result of significant imbalances between supply and …

limitations/implications – Results show that intraday seasonality patterns of liquidity may be exploited through trade scheduling … the detailed limit order book to reveal intraday patterns in liquidity provision offers better insight into the …

the stock’s return, namely, liquidity risk and financial risk. The new market for high (expected) growth stock in Germany … is examined for evidence of underpricing, underperformance, and liquidity improvements during the first two complete …

indicate a positive market reaction at the stock split announcement and that the liquidity hypothesis explains well the …

best explained by liquidity/information cost explanation, but the temporary return and large trading increases at the ED … supporting evidence for the liquidity/information cost explanation, and by extending the previously analyzed index additions with …

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 …