Results 11 to 20 of about 11,613 (304)
Binus Business Review, 2023 The COVID-19 case found at the end of December 2019 became a pandemic in March 2020. The research aimed to see and understand the differences in the performance of the Indonesian and Singapore stock indices represented by the Indeks Harga Saham ...
Irene Nathania, Sumani Sumani
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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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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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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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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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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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Bank- specific determinants of liquidity risk for commercial banks in Algeria: Panel data analysis during 2005-2020 [PDF]
Financial Markets, Institutions and Risks, 2023 This study aims to monitor a group of factors that cause liquidity risks and contribute to the occurrence of liquidity problems by testing the determinants of liquidity risk and the explanatory factors of the liquidity problem in Algerian commercial ...
Fatma Benchenna
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On the Liquidity of CAC 40 Index Options Market [PDF]
SSRN Electronic Journal, 2013 Daily data available between May 2005 and August 2012 show the presence of a considerable number of outstanding PXA contracts that have not expired and been offset by taking or making delivery. The current paper concludes that CAC 40 index options displays some illiquidity problems, particularly long term maturity options that are deep out or in the ...
Alain François-Heude, Ouidad Yous
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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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