Similar Search Results

Order imbalance, liquidity, and market returns

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 3-21). 2008

Persistent link: https://www.econbiz.de/10003650440

Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy

Marshall, Ben R. - In: International review of financial analysis 15 (2006) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10003286071

Systematic share price fluctuations after bankruptcy filings and the investors who drive them

Dawkins, Mark C.; Bhattacharya, Nilabhra; Bamber, Linda S. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 399-419

Persistent link: https://www.econbiz.de/10003484137

The cross-section of daily variation in liquidity

Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 75-110

Persistent link: https://www.econbiz.de/10003424664

Financial market liquidity, returns and market growth : evidence from Bolsa and Börse, 1902 - 1925

Moore, Lyndon - In: Financial history review 17 (2010) 1, pp. 73-98

Persistent link: https://www.econbiz.de/10008797799

Three essays in dynamic portfolio choice

Tan, Sinan - 2006

Persistent link: https://www.econbiz.de/10009374264

Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach

Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824

Persistent link: https://www.econbiz.de/10011286077

Crude oil price shocks and stock returns : evidences from Turkish stock market under global liquidity conditions

Aydogan, Berna; Berk, Istemi - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 54-68

Persistent link: https://www.econbiz.de/10011287185

African stock market returns and liquidity premia

Assefa, Tibebe Abebe; Mollick, André Varella - In: Journal of international financial markets, … 32 (2014), pp. 325-342

Persistent link: https://www.econbiz.de/10011299789

Crude oil price shocks and stock returns : evidence from Turkish stock market under global liquidity conditions

Berk, Istemi; Aydogan, Berna - 2012

tested the relationship between oil prices and stock market returns under global liquidity conditions by incorporating a … liquidity proxy variable, Chicago Board of Exchange's (CBOE) S&P 500 market volatility index (VIX), into the model. Variance … Turkish stock market. Rather, it was global liquidity conditions that were found to account for the greatest amount of …

Persistent link: https://www.econbiz.de/10009743922