We study how the risks to future liquidity flow across corporate bond, Treasury, and stock markets. We document … distribution “flight-to-safety” effects: a deterioration in the liquidity of high-yield corporate bonds forecasts an increase in … the average liquidity of Treasury securities and a decrease in uncertainty about the liquidity of investment …

Using a data set of German stocks that includes the financial crisis, this paper identifies market liquidity as the …

the market's liquidity and price efficiency. Employing difference-indifference regressions, we find that the bid …

The purpose of this study was to investigate the The Impact of Financial Limitation and Liquidity on the Stock Returns … of Companies Listed in Tehran Stock Exchange. Financial constraints and stock liquidity as independent variable and stock … companies admitted to the Tehran Stock Exchange due to the company's return on assets and also the liquidity of the stock …

This study examines the relation between asset liquidity and stock liquidity across 47 countries. In support of the … valuation uncertainty hypothesis, we find that firms with greater asset liquidity on average have higher stock liquidity. More … importantly, our study shows that asset liquidity plays a more significant role in resolving valuation uncertainty in countries …

This study is conducted to shed more lights on the relationship between volatility and liquidity in the Indonesia Stock … volatility, measured by realized volatility, and liquidity, measured by high-low spread estimator. We found inconsistent … relationship between liquidity and volatility in the IDX. Further, we also found that the liquidity is important in the asset …