Results 41 to 50 of about 292,088 (207)
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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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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Liquidity Premia in CDS Markets [PDF]
SSRN Electronic Journal, 2017 We develop a state-space model to decompose bid and ask quotes of CDS into two components, fair default premium and liquidity premium. This approach gives a better estimate of the default premium than mid quotes, and it allows to disentangle and compare the liquidity premium earned by the protection buyer and the protection seller. In contrast to other
Kuate Kamga, Christel Merlin +1 more
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Foreign equity flows and stock market liquidity in Kenya
Cogent Economics & Finance, 2020 In this paper, we explore the dynamic relationship between aggregate foreign equity inflows and aggregate liquidity of the Kenyan stock market using transactional foreign trading data and several liquidity measures.
Rogers Ondiba Ochenge +2 more
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Sustainable Business and Society in Emerging Economies, 2021 : The objective of this study is to examine the long run and short run relationship between oil prices and stock market liquidity in Pakistan stock exchange. Design/Methodology/Approach: The sample spans 10 years from 2010 to 2019.
Sania Sarfraz +2 more
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Multidimensional Liquidity: Evidences from Indian Stock Market
Applied Finance Letters, 2016 Various dimensions of liquidity including breadth, depth, resiliency, tightness, immediacy are examined using BSE 500 and NIFTY 500 indices from Indian Equity market.
Sharad Nath Bhattacharya +3 more
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Monetary policy and liquidity: Does investor sentiment matter?
IIMB Management Review, 2021 We examine the relationship between monetary policy and liquidity effects at the macro (overall market) and micro (individual stocks) levels, using data from the Indian stock market.
Byomakesh Debata +2 more
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Liquidity and market participation
Journal of Economic Dynamics and Control, 1994 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +5 more sources
Liquidity in the German Stock Market [PDF]
Schmalenbach Business Review, 2019 This paper presents the most extensive analysis of liquidity in the German equity market so far. We examine the evolution of liquidity over time, the determinants of liquidity, and commonality across liquidity measures and countries. We make use of a new publicly available dataset, the Market Microstructure Database Xetra (MMDB-Xetra).
Johann, Thomas +4 more
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International Journal of Financial Studies, 2021 In light of previous literature that has investigated the effects of MiFID and MiFID II regulation on stock market liquidity, we investigate whether the introduction of MiFID II in Romania has had any effect on the stock market liquidity.
Marius Cristian Miloș +3 more
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