Asset liquidity and international portfolio choice [PDF]
Journal of Economic Theory, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Athanasios Geromichalos, Ina Simonovska
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Asset Liquidity and Stock Liquidity [PDF]
Journal of Financial and Quantitative Analysis, 2012 AbstractWe study the relation between asset liquidity and stock liquidity. Our model shows that the relation may be either positive or negative depending on parameter values. Asset liquidity improves stock liquidity more for firms that are less likely to reinvest their liquid assets (i.e., firms with less growth opportunities and financially ...
Gopalan, Radhakrishnan +2 more
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Bank Resolution Trade-Offs Under Coupled Liquidity and Credit Risks: An Agent-Based Network Analysis of Systemic Stability [PDF]
EntropyProlonged downturns in the global economy have simultaneously increased banks’ credit risk exposures and intensified the need for effective liquidity management.
Qianqian Gao +3 more
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Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China
Complexity, 2022 This article effectively identifies the high and low volatility state of asset prices in China by constructing the MS-AR model, and further investigates the relationship between different dimensions of liquidity and asset price volatility.
Qing Zhu, Shuyu Bai, Jia Wang
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A Possibilistic Portfolio Model with Fuzzy Liquidity Constraint
Complexity, 2020 Investors are concerned about the reliability and safety of their capital, especially its liquidity, when investing. This paper sets up a possibilistic portfolio selection model with liquidity constraint. In this model, the asset return and liquidity are
Yunyun Sui, Jiangshan Hu, Fang Ma
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Open issues in testing liquidity in frontier financial markets: The case of Serbia [PDF]
Ekonomski Anali, 2010 This paper examines the impact of illiquidity and liquidity risk on expected asset returns in the Serbian stock market. For this market we estimate the conditional Liquidity-adjusted Capital Asset Pricing Model (LCAPM) of Acharya and Pedersen (2005).
Minović Jelena Z., Živković Boško R.
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Assets Value Added and Assets Liquidity on Stock Liquidity
International Journal of Finance & Banking Studies (2147-4486), 2023 The purpose of this study is to determine the impact of assets value added and assets liquidity to stock liquidity in the context and evidence in Indonesia and in relatively different situations and conditions. The novelty of this research is in the assets value added using net value-added measurements, the research was conducted in the context and ...
Roristua Pandiangan +2 more
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Asset Liquidity and Trade Credit: International Evidence
, 2021 We examine the association between asset liquidity and trade credit. We expect that firms having more asset liquidity prefer to use less trade credit. Using international data of 69 countries, we find that firms having more asset liquidity prefer to use ...
Nahar, Shamsun +2 more
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The Relation between Asset Liquidity and Stock Liquidity in Tehran Stock Exchange [PDF]
پژوهشهای تجربی حسابداری, 2015 This study investigates the relation between assets liquidity and stock liquidity in Tehran stock Exchange for the period of 2008 to 2011. This study uses liquidity criteria provided by AMIHUD and corrected by Gopalan for its high skewness, as well s ...
Ahmad Ahmadpour, Mohsen Baghban
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An Investigation on liquidity Risk in Bullish and Bearish of Tehran Security Exchange Market: Insights from liquidity-adjusted CAPM [PDF]
تحقیقات مالی, 2019 Objective: Liquidity plays a major role in financial markets, specifically in easing the burden of sharing the risks and also in improvement of efficiency of transactions.
Mohammad Osoolian +2 more
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