Similar Search Results

Do illiquid stocks jump more frequently?

Kunsteller, Sebastian; Müller, Janis; Posch, Peter N. - In: Applied economics 51 (2019) 25, pp. 2764-2769

Persistent link: https://www.econbiz.de/10012196740

Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?

Auer, Benjamin R.; Rottmann, Horst - 2018

We revisit and extend the study by Chordia et al. (2014) which documents that, in recent years, increased liquidity has … characterised by positive trends in liquidity, there is no persuasive time-series and cross-sectional evidence for a negative link … between anomalies in market returns and liquidity. Thus, this proxy of arbitrage activity does not appear to be a key factor …

Persistent link: https://www.econbiz.de/10011897589

Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

Persistent link: https://www.econbiz.de/10014582191

Do idiosyncratic volatility and liquidity in stock returns still matter in post-global financial crisis? : the UK evidence

El-Nader, Ghaith; Al-Halabi, Yasmeen - In: International journal of banking, accounting and … 13 (2023) 3, pp. 403-422

Persistent link: https://www.econbiz.de/10014232304

Stock liquidity and issuing activity

Barinov, Alexander - In: The Quarterly Journal of Finance : QJF 12 (2022) 3, pp. 1-43

Persistent link: https://www.econbiz.de/10014234570

Corporate sustainability performance and profitability: the moderating role of liquidity and stock price volatility : evidence from Jordan

Taha, Rana; Al Omush, Ahmed M.; Al-Nimer, Munther - In: Cogent business & management 10 (2023) 1, pp. 1-17

the moderating role of liquidity and stock price volatility in the Jordanian industrial sector. The sample under study … study reveals a significant positive relationship between CSP and profitability; liquidity and stock price volatility also …

Persistent link: https://www.econbiz.de/10014457523