Results 291 to 300 of about 3,417,588 (341)
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Local Market Makers, Liquidity and Market Quality
SSRN Electronic Journal, 2008We examine the role of geographically proximate (local) market makers in providing liquidity and improving the quality of a dealer market. Firms with active participation of local dealers enjoy lower quoted and effective spreads, as well as more informative prices.
Simi Kedia, Xing Zhou
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Herding and equity market liquidity in emerging market. Evidence from Vietnam
, 2019This paper focuses on investigating the relation between herding and liquidity in Vietnam stock market, an issue which captures less intention in the current literature. We use daily prices and daily trading volume of all stocks traded on the Ho Chi Minh
X. Vo, Dang Bao Anh Phan
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Investor sentiment and emerging stock market liquidity
Finance Research Letters, 2017This study examines the impact of local and foreign investor sentiment on emerging stock market liquidity. We find a positive (negative) effect of investor sentiment on liquidity (illiquidity).
Byomakesh Debata +2 more
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Determinants of Commodity Market Liquidity
SSRN Electronic Journal, 2023AbstractUsing positions data for 18 commodity futures during 2001–2020, we examine systematic and idiosyncratic determinants of Amihud price impact and microstructure noise proxying for permanent and transitory components of commodity futures liquidity. Idiosyncratic factors have the largest economic impact: while excess hedging demand increases PI and
Pankaj K. Jain, Ayla Kayhan, Esen Onur
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Liquid Capital and Market Liquidity
The Economic Journal, 2009This article considers how the supply of liquid capital affects the liquidity of asset markets. The article views the former notion as a technological property of real investments and the latter as an endogenous property of financial market equilibrium, and describes a channel by which the two are linked. When agents hold more wealth in technologically
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1953
Excerpt from the report Introduction: This study was made to determine costs of handling liquid sugar from the refiner to the user, and in-plant savings realized by users. A measure of maximum market potential for liquid sugar has been estimated by comparing present distribution data with total sugar use in industries suited to liquid sugar.
Poats, Frederick J., Poats, Frederick J.
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Excerpt from the report Introduction: This study was made to determine costs of handling liquid sugar from the refiner to the user, and in-plant savings realized by users. A measure of maximum market potential for liquid sugar has been estimated by comparing present distribution data with total sugar use in industries suited to liquid sugar.
Poats, Frederick J., Poats, Frederick J.
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Financial openness and market liquidity in emerging markets
Finance Research Letters, 2017The goal of this study is to explore the effect of financial openness in emerging markets on the domestic financial market liquidity and then to clarify the linkage between financial openness and market liquidity.
Chia-Hao Lee, Pei-I Chou
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The Impact of Investor Sentiment on Commercial Real Estate Market Liquidity
Journal of Real Estate Research, 2018This study investigates investor sentiment as an explanation for the variation in real estate market liquidity by accounting for liquidity regimes, different liquidity measures, and investor heterogeneity.
J. Freybote, P. Seagraves
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Measuring Liquidity in Emerging Markets
SSRN Electronic Journal, 2013We propose a modified version of the Amihud illiquidity measure, AdjILLIQ, which performs well in different types of emerging markets. Our AdjILLIQ measure combines the virtues of the original Amihud ratio and the non-trading-frequency measure. It exhibits higher correlation with spread and price impact than other existing low-frequency liquidity ...
Kang, W., Zhang, Huiping
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The impact of arbitrage on market liquidity
Journal of Financial Economics, 2017Theory predicts that arbitrage improves financial market liquidity when arbitrage opportunities arise as a result of temporary demand shocks and worsens liquidity when arbitrage opportunities arise as a result of differences in information. In this paper,
Dominik Rösch
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