Results 31 to 40 of about 292,088 (207)
Electronic vs. Open Outcry: Side-by-Side Trading of KCBT Wheat Futures
Journal 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
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FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET
Applied 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
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Return and Liquidity Relationships on Market and Accounting Levels in Brazil
Revista 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
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Measuring liquidity in Indian stock market: A dimensional perspective.
PLoS 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
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PERAN LIKUIDITAS DALAM ASSET PRICING DI BURSA EFEK INDONESIA
Jurnal Ilmiah Bisnis dan Ekonomi Asia, 2021 Purpose of this study is to obtain empirical evidence about the role of liquidity in asset pricing in the Indonesian stock market. This study compares the role of liquidity as a characteristic of stocks and liquidity as a source of systematic risk. This
Catherine Dwiputri +1 more
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Measuring market liquidity: An introductory survey [PDF]
, 2011 Asset liquidity in modern financial markets is a key but elusive concept. A market is often said to be liquid when the prevailing structure of transactions provides a prompt and secure link between the demand and supply of assets, thus delivering low ...
Gabrielsen, Alexandros +2 more
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Assessment of Stock Market Liquidity and Efficiency: Evidence from an Emerging Country
Organizations 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
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Why do contracts differ between VC types? : market segmentation versus corporate governance varieties [PDF]
, 2006 We model the impact of bank mergers on loan competition, reserve holdings and aggregate liquidity. A merger changes the distribution of liquidity shocks and creates an internal money market, leading to financial cost efficiencies and more precise ...
Hirsch, Julia, Walz, Uwe
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Liquidity connectedness in cryptocurrency market [PDF]
Financial Innovation, 2022 AbstractWe examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271–296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin (BTC), Litecoin (LTC), Ethereum (ETH), Ripple (XRP ...
Mudassar Hasan +4 more
openaire +3 more sources
Dimensions of Stock Market Liquidity: Empirical Evidence of a Frontier Market
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2020 The paper presents a discussion of stock market liquidity in a frontier market after the financial crisis. The paper defines the dimensions of stock market liquidity and indicates possible liquidity measures which could be applied to analyze liquidity on
Khang Quac Pham
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