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New evidence on the relation between stock liquidity and measures of trading activity

Chai, Daniel; Faff, Robert; Gharghori, Philip - 2010

The goal of this paper is to examine two empirical issues regarding stock liquidity: (1) to what degree are different liquidity proxies correlated? and (2) how are different liquidity proxies related to stocks' trading characteristics? Answers to these questions will help us better understand...

Persistent link: https://www.econbiz.de/10009448704

Internet Search Intensity and Its Relation with Trading Activity and Stock Returns*

Chai, Daniel; Dai, Mengjia; Gharghori, Philip; Hong, Barbara - In: International Review of Finance 21 (2019) 1, pp. 282-311

Persistent link: https://www.econbiz.de/10012091586

On the linkage between financial risk tolerance and risk aversion

Faff, Robert W.; Mulino, Daniel; Chai, Daniel - In: The journal of financial research 31 (2008) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10003757291

New evidence on the relation between stock liquidity and measures of trading activity

Chai, Daniel; Faff, Robert W.; Gharghori, Philip - In: International review of financial analysis 19 (2010) 3, pp. 181-192

Persistent link: https://www.econbiz.de/10008992302

The usefulness of financial statement information in predicting stock returns : New Zealand evidence

Gosling, Jonathan; Chai, Daniel; Gunasekarage, Abeyratna - In: Australasian accounting business and finance journal : AABF 6 (2012) 2, pp. 51-70

Persistent link: https://www.econbiz.de/10010244275

Liquidity in asset pricing : New Australian evidence using low-frequency data

Chai, Daniel; Faff, Robert W.; Gharghori, Philip - In: Australian journal of management 38 (2013) 2, pp. 375-400

Persistent link: https://www.econbiz.de/10009786613

Empirical tests on the liquidity-adjusted capital asset pricing model

Vu, Van; Chai, Daniel; Do, Viet - In: Pacific-Basin finance journal 35 (2015) 1, pp. 73-89

Persistent link: https://www.econbiz.de/10011538103

Momentum effect in Australian equities : revisit, armed with short-selling ban and risk factors

Li, Bob; Stork, Thomas; Chai, Daniel; Ee, Mong Shan; … - In: Pacific-Basin finance journal 27 (2014), pp. 19-31

Persistent link: https://www.econbiz.de/10010499729

Does the 2008 short sale ban affect the enforcement of the Law of One Price? : evidence from Australia

Do, Binh; Do, Viet; Chai, Daniel - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 117-144

Persistent link: https://www.econbiz.de/10009512723

Co-existence of short-term reversals and momentum in the Australian equity market

Chai, Daniel; Do, Binh - In: Australian journal of management 41 (2016) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10011479122