Results 41 to 50 of about 3,417,588 (341)
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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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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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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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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Future Business Journal, 2021 This study investigates the impact of liquidity risk on stock returns of 149 firms in the industrial products and services sectors of Bursa Malaysia from January 2000 to December 2018 with a monthly frequency dataset.
Rapheedah Musneh +2 more
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Measuring Treasury Market Liquidity [PDF]
SSRN Electronic Journal, 2001 This paper examines a comprehensive set of liquidity measures for the U.S. Treasury market. The measures are analyzed relative to one another, across securities, and over time. I find highly significant price impact coefficients, such that a simple model that explains price changes with net order flow produces an R2 statistic above 30% for the two-year
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Cogent Economics & FinanceThe impact of investor sentiment on liquidity is profound during changing market conditions, as empirical evidence has shown that market fluctuations often trigger spikes or declines in trading volumes which have unanticipated effects on liquidity ...
Thiasha Naidoo +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 IN A BINOMIAL MARKET
Mathematical Finance, 2010 We study the binomial version of the illiquid market model introduced by Çetin, Jarrow, and Protter for continuous time and develop efficient numerical methods for its analysis. In particular, we characterize the liquidity premium that results from the model.
Gökay, Selim, Soner, Halil Mete
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Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds
Journal of Risk and Financial Management, 2019 This paper studies the link between secondary market liquidity for a corporate bond and the bond’s yield spread at issuance. Using ex-ante measures of expected liquidity at the time of issuance, based on the characteristics of the underwriting syndicate,
Michael A. Goldstein +2 more
semanticscholar +1 more source