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The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets [PDF]
The North American Journal of Economics and Finance, 2022 The outbreak of the novel corona virus has heightened concerns surrounding the adverse financial effects of the outbreak on stock market liquidity and economic policies.
Tiwari A +3 more
europepmc +2 more sources
COVID-19, government policy responses, and stock market liquidity around the world: A note. [PDF]
Res Int Bus Finance, 2021 Unprecedented non-pharmaceutical interventions targeted to curb the spread of COVID-19 exerted a dramatic impact on the global economy and financial markets.
Zaremba A +4 more
europepmc +2 more sources
Stock Market Liquidity: A Literature Review
SAGE Open, 2021 The purpose of this study is to identify the key aspects that have been studied in the area of stock market liquidity, accumulate their important findings, and also provide a quantitative categorization of reviewed literature that will facilitate in ...
Priyanka Naik, Y. V. Reddy
doaj +2 more sources
Nonlinear relationship between money market rate and stock market liquidity in China: A multifractal analysis. [PDF]
PLoS ONE, 2021 This paper employs the multifractal detrended cross-correlation analysis (MF-DCCA) model to estimate the nonlinear relationship between the money market rate and stock market liquidity in China from a multifractal perspective, leading to a better ...
Yihong Sun, Xuemei Yuan
doaj +2 more sources
Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. [PDF]
Econ Model, 2020 Understanding market liquidity resilience, i.e. the capacity of liquidity to absorb shocks, of United States Treasuries is crucial from a financial stability standpoint.
Broto C, Lamas M.
europepmc +2 more sources
Market Liquidity and Funding Liquidity [PDF]
Review of Financial Studies, 2005 We provide a model that links an asset's market liquidity - i.e., the ease with which it is traded - and traders' funding liquidity - i.e., the ease with which they can obtain funding.
Lasse Heje Pedersen +1 more
core +8 more sources
Does COVID-19-specific news affect stock market liquidity? Evidence from Japan [PDF]
MethodsX, 2023 This article examines the effect of COVID-19-specific news on stock market liquidity in the Japanese Topix 500-listed firms. Our empirical analyses show that both COVID-19 confirmed cases and COVID-19-specific news induce a negative effect on stock ...
Wurong Yang +2 more
doaj +2 more sources
Encyclopedia of Finance, 2012 This dissertation provides a solid and in-depth discussion of market liquidity in the financial markets. In particular, it focuses upon the empirical impact of the financial crisis, ownership concentration, different types of blockholders and insider trading on market liquidity.
Robert A. Schwartz, Lin Peng
semanticscholar +6 more sources
Impact of Investor Behavior and Stock Market Liquidity: Evidence from China [PDF]
Entropy (Basel), 2019 Investor behavior is one of the important factors that affects market liquidity. It is very interesting to find out how investor behavior affects stock market liquidity.
Shulan Hu, Meiling Zhong, Yanli Cai
europepmc +2 more sources
Liquidity and Market Structure [PDF]
The Journal of Finance, 1988 Market liquidity is modeled as being determined by the demand and supply of immediacy. Exogenous liquidity events coupled with the risk of delayed trade create a demand for immediacy. Market makers supply immediacy by their continuous presence.
Merton H. Miller, Sanford J. Grossman
core +2 more sources