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The relationship between free float ratio and market liquidity during the COVID-19 period

Trakya Üniversitesi İktisadi ve İdari Bilimler Fakültesi E-Dergi
This study examines the impact of the free float ratio on the liquidity of stocks traded on Borsa İstanbul during the COVID-19 pandemic. The turnover ratio is used as the liquidity indicator, and multivariate regression analyses are conducted using ...
Serkan Alkan
doaj   +1 more source

Stock Market Liquidity and Stock Market Performance in Nigeria: Evidence from the Nigerian Exchange Limited

iRASD Journal of Management
Insufficient liquidity can become a significant obstacle to stock trading and impede the smooth operation and performance of the stock market. This motivated the study to investigate the effect of stock market liquidity on stock market performance in ...
John Stephen Alaba, Yahaya Ahmed, Malik-Abdulmajeed, Kudirat Mopelola, Umar Hussain   +3 more
doaj   +1 more source

Empirical Research on the Prediction Effect of Volatility Model Based on the Perspective of Investor Sentiment Health and Market Liquidity.

J Healthc Eng, 2022
Yang W, Yang B, Yang C.
europepmc   +1 more source

How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange [PDF]

This paper uses the framework of arbitrage-pricing theory to study the relationship between liquidity risk and sovereign bond risk premia. The London Stock Exchange in the late 19th century is an ideal laboratory in which to test the proposition that ...
Ron Alquist
core  

Securitization, Transparency and Liquidity [PDF]

We present a model in which issuers of asset backed securities choose to release coarse information to enhance the liquidity of their primary market, at the cost of reducing secondary market liquidity or even causing it to freeze.
Marco Pagano, Paolo Volpin
core  

Stock Market Liquidity During Crisis Periods: Australian Evidence

, 2023
Smales LA.
europepmc   +1 more source

Crashes and recoveries in illiquid markets [PDF]

We study the dynamics of liquidity provision by dealers during an asset market crash, described as a temporary negative shock to investors’ aggregate asset demand.
Guillaume Rocheteau, Pierre-Olivier Weill, Ricardo Lagos   +2 more
core  

Measuring treasury market liquidity [PDF]

This paper was presented at the conference "Economic Statistics: New Needs for the Twenty-First Century," cosponsored by the Federal Reserve Bank of New York, the Conference on Research in Income and Wealth, and the National Association for Business ...
Michael J. Fleming
core   +1 more source

Liquidity and Market Incompleteness [PDF]

This note shows that according to Lipmann and McCall´s (1986) operational definition of liquidity, incomplete markets are a necessary condition for illiquidity.Liquidity ...
Felipe Zurita
core