Results 11 to 20 of about 13,606 (242)

Can the Implied Information of Options Predict the Liquidity of Stock Market? A Data-Driven Research Based on SSE 50ETF Options

open access: yesJournal of Mathematics, 2021
Liquidity reflects the quality of the market. When the market is short of liquidity, it often causes investors’ trading difficulties and stock price volatility, expanding the investment risk.
Hairong Cui, Jinfeng Fei, Xunfa Lu
doaj   +1 more source

Determinants of Stock Market Liquidity: Auto Regressive Distributed Lag Based Evidence from the Emerging Equity Market

open access: yesJournal of Business and Social Review in Emerging Economies, 2021
Purpose: This research examines the impact of oil prices, exchange rate, stock market index, market volatility and inflation on the stock market liquidity.
Muhammad Husnain   +2 more
doaj   +1 more source

Size Effect in Market-wide Liquidity Commonality: Evidence from the Indian Stock Market

open access: yesOrganizations and Markets in Emerging Economies, 2019
Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in market microstructure. Analyzing and identifying such commonality will enable the investor and policy maker to discover evidence ...
Namitha K. Cheriyan, Daniel Lazar
doaj   +1 more source

An Entropy-Based Approach to Measurement of Stock Market Depth

open access: yesEntropy, 2021
The aim of this study is to investigate market depth as a stock market liquidity dimension. A new methodology for market depth measurement exactly based on Shannon information entropy for high-frequency data is introduced and utilized.
Joanna Olbryś, Krzysztof Ostrowski
doaj   +1 more source

Stock market liquidity and firm performance [PDF]

open access: yesAccounting, 2017
This paper investigates the relation between stock liquidity and firm performance. Liquidity plays an important role on performance of firms listed in Stock Exchange. When there is a good flow of trading stocks, people could expect more financing through
Tarika Singh   +2 more
doaj   +1 more source

Measuring liquidity in Indian stock market: A dimensional perspective.

open access: yesPLoS ONE, 2020
Market liquidity ensures the marketability of security and is an indispensable feature of stock markets. Previous studies have emphasized the role of stock market liquidity in empirical finance.
Priyanka Naik, B G Poornima, Y V Reddy
doaj   +1 more source

Assessment of Stock Market Liquidity and Efficiency: Evidence from an Emerging Country

open access: yesOrganizations and Markets in Emerging Economies, 2023
The study examines the market efficiency, multi-dimensions of liquidity, and their interconnectedness for the Emerging Indian Stock Market. In contrast to the extant literature, the current study involves testing the market liquidity considering multi ...
Reema Monga   +2 more
doaj   +1 more source

Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures

open access: yesJournal of Agricultural and Resource Economics, 2011
This study compares liquidity costs of electronic and open-outcry wheat futures contracts traded side-by-side on the Kansas City Board of Trade. Liquidity costs are considerably lower in the electronic market. Liquidity costs in the electronic market are
Samarth Shah, B. Wade Brorsen
doaj   +1 more source

Return and Liquidity Relationships on Market and Accounting Levels in Brazil

open access: yesRevista Contabilidade & Finanças, 2016
This article discusses profitability-liquidity relationships on accounting and market levels for 872 shares of publicly-traded Brazilian companies, observed between 1994 and 2013.
Fernanda Finotti Cordeiro Perobelli   +2 more
doaj   +1 more source

FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET

open access: yesApplied Finance Letters, 2021
This study aims to investigate the effect of financial risks on the stock market crashes occurrence from 1999 to 2020. Using the windows method, we detect two stock market crises in the Tunisian stock market.
Haifa Hammami, Younes Boujelbene
doaj   +1 more source

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