Results 11 to 20 of about 3,754,914 (259)
The impact of changes in the FTSE 100 index [PDF]
, 2002 This paper examines both the long-term and short-term impact associated with changes in the constituents of the FTSE 100 Index. We find that stocks exhibit positive (negative) abnormal long-run performance following their inclusion in (deletion from ...
Mase, B
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The diminishing liquidity premium [PDF]
, 2008 Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, we present evidence that both the sensitivity of returns to liquidity and liquidity premia have significantly declined over the past four decades to levels
Azi Ben-Rephael +5 more
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Frontiers in Psychology, 2022 The aim of this study is to empirically analyze the impact of corporate governance on stock liquidity and the moderating role of financial transparency, through the lens of information asymmetry and agency theory.
Shuaib Ali +4 more
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MARKETWIDE LIQUIDITY AND OPTIONS MARKET
Applied Finance Letters, 2022 In this paper, we study the relationship between marketwide liquidity and options market. Using the Chicago Board Options Exchange (CBOE) Volatility Index, VIX as a measure of overall value of the S&P 500 (SPX) options, and the CBOE SKEW Index as a ...
Jin Zhang, Hai Lin
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Liquidity risk in economic uncertainty: Evidence from Indonesian Islamic banks
Jurnal Ekonomi dan Keuangan Islam, 2022 Purpose – This paper aims to analyze the effect of economic uncertainty on liquidity risk of Islamic banks in Indonesia by observing the impact of economic uncertainty (World Uncertainty Index), macroeconomic factors (GDP Growth and Inflation Rate), and
Muhammad Anis, Baitul Hamdi
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Modelling the liquidity premium on corporate bonds [PDF]
, 2015 The liquidity premium on corporate bonds has been high on the agenda of Solvency regulators due to its potential relationship to an additional discount factor on long-dated insurance liabilities.
Veys, Alex +3 more
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Przegląd Naukowy Inżynieria i Kształtowanie Środowiska, 2018 Article determins a correlation between the values of the plasticity and liquidity index (IP, IL) of cohesive soils achieved by various laboratory methods (on the basis of Casagrande apparatus and cone penetrometer method) and consists research results ...
Dorota Krawczyk +1 more
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Investigating the effects of liquidity and exchange rate on Tehran Stock Exchange [PDF]
Management Science Letters, 2014 This paper presents an empirical investigation to study the effects of two macroeconomic factors; namely exchange rate and liquidity on stock index. The proposed study was applied in Iran and on major index of Tehran Stock Exchange over the period 2001 ...
Younos Vakil Alroaia +2 more
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Applied Sciences, 2022 In geotechnical engineering applications, it is very important to obtain the undrained shear strength of remolded soils accurately and reliably. This study aims to obtain a trustworthy solution to determine the undrained shear strength of remolded clay ...
Eyyüb Karakan
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Complexity, 2020 Since China’s first stock index futures, China Securities Index 300 (CSI300) stock index futures were published in 2010, and China’s stock index futures market is now in a period of rapid development and play a key role in price discovery. During 2014 to
GuangWei Shi, Yun Chen
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