Results 51 to 60 of about 292,088 (207)
Improving portfolio liquidity: MCDM approach to share selection on the Zagreb Stock Exchang
Croatian Operational Research Review, 2023 This article describes how investors on the Zagreb Stock Exchange (ZSE) can use Multiple Criteria Decision Making (MCDM) to select shares for investment. Both financial and market liquidity criteria are used to compare different shares.
Dujam Kovač, Doris Podrug
doaj +1 more source
Stock Market Liquidity: A Case Study of Karachi Stock Exchange [PDF]
Pakistan Journal of Commerce and Social Sciences, 2009 A market is to be considered as liquid when large transactions are executed with a small impact on price. This paper identifies the position of stock market liquidity at Karachi Stock Exchange (KSE) during the period from 1985 to 2006.
Hakim Ali Kanasro +2 more
doaj
Stock market and its liquidity: Evidence from ARDL bound testing approach in the Indian context
Cogent Economics & Finance, 2019 This paper attempts to capture the relationship between stock market movements and its endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds Testing Approach.
Sharad Nath Bhattacharya +2 more
doaj +1 more source
The Liquidity Premium in China’s Corporate Bond Market: A Stochastic Liquidity Discount Approach
Risks, 2022 China’s bond market has been ranked third globally; however, China’s corporate bonds are significantly less liquid than its stocks. Liquidity risk is an important component in China’s corporate bond spreads.
Xiaoping Min, Min Ji
doaj +1 more source
Macroeconomic factors and venture capital market liquidity: evidence from Europe*
Cogent Economics & FinanceThe relationship between macroeconomic factors and stock market liquidity is known but not the same can be said of macroeconomic factors and VC market liquidity.
Fauna Atta Frimpong +4 more
doaj +1 more source
Money and Liquidity in Financial Markets [PDF]
SSRN Electronic Journal, 2010 We argue that there is a connection between the interbank market for liquidity and the broader financial markets, which has its basis in demand for liquidity by banks. Tightness in the interbank market for liquidity leads banks to engage in what we term “liquidity pull-back,” which involves selling financial assets either by banks directly or by ...
Nyborg, Kjell G +1 more
openaire +4 more sources
Measuring liquidity on stock market: impact on liquidity ratio
Tourism and Hospitality Management, 2012 The purpose – It is important to emphasize that liquidity on Croatian stock market is low, the purpose of this paper is to test empirically and find out which variables make crucial role in decision making process of investing in stocks.
Siniša Bogdan +2 more
doaj +1 more source
Privatization and stock market liquidity [PDF]
Journal of Banking & Finance, 2005 Using panel data of 19 developed economies in the period 1985-2000, we show that share issue privatization (SIP) strongly affects a fundamental aspect of financial development: Market liquidity. First, we identify the channels through which a sustained SIP program boosts the liquidity of the overall market.
NICODANO, Giovanna +3 more
openaire +6 more sources
Open issues in testing liquidity in frontier financial markets: The case of Serbia [PDF]
Ekonomski Anali, 2010 This paper examines the impact of illiquidity and liquidity risk on expected asset returns in the Serbian stock market. For this market we estimate the conditional Liquidity-adjusted Capital Asset Pricing Model (LCAPM) of Acharya and Pedersen (2005).
Minović Jelena Z., Živković Boško R.
doaj +1 more source
Quoted spreads and trade imbalance dynamics in the European treasury bond market [PDF]
, 2010 Using high-frequency transaction data for the three largest European markets (France, Germany and Italy), this paper documents the existence of an asymmetric relationship between market liquidity and trading imbalances: when quoted spreads rise (fall ...
Caporale, GM, Girardi, A, Paesani, P
core +3 more sources