Results 71 to 80 of about 292,088 (207)
Mean Variance Optimization of Non-Linear Systems and Worst-case Analysis [PDF]
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 ...
Elena Carletti +2 more
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Corporate liquidity and firm value: evidence from China’s listed firms
SHS Web of Conferences, 2016 The value of liquidity is a promising area for research. This paper analyzes the correlation be-tween corporate liquidity and firm value by using evidence from China’s listed firms. This paper also investigates the relation among corporate liquidity, R&D
Du Jinmin, Wu Fei, Liang Xingyun
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Funding liquidity risk: definition and measurement [PDF]
In this paper we propose definitions of funding liquidity and funding liquidity risk and present a simple, yet intuitive, measure of funding liquidity risk based on data from open market operations.
Drehmann, Mathias, Nikolaou, Kleopatra
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A new method for estimating liquidity and stock returns in Indian stock market
China Accounting and Finance ReviewThis study aims to explore the impact of systematic liquidity risk on the averaged cross-sectional equity return of the Indian equity market. It also examines the effects of illiquidity and decomposed illiquidity on the conditional volatility of the ...
Tapas Kumar Sethy, Naliniprava Tripathy
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Market Wide Liquidity Instability in Business Cycles [PDF]
This paper deals with an existing question; does market liquidity disequilibrium leads to stock market bubble burst? Contemporary research has shown that liquidity is the key driving force behind capital market growth and its sustenance.
Chatterjee, Sidharta
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Liquidity in Frictional Asset Markets
Journal of Money, Credit and Banking, 2011 On November 14–15, 2008, the Federal Reserve Bank of Cleveland hosted a conference on “Liquidity in frictional asset markets.” In this paper, we review the literature on asset markets with trading frictions in both finance and monetary theory using a simple search‐theoretic model, and we discuss the papers presented at the conference in the context of ...
Guillaume Rocheteau +1 more
openaire +2 more sources
Impact of government policy responses of COVID-19 pandemic on stock market liquidity for Australian companies. [PDF]
Aust Econ Pap, 2022 Kassamany T, Zgheib B.
europepmc +1 more source
Inter-Linkages between Liquidity and Stock Returns: An Empirical Investigation through Panel Cointegration [PDF]
Pakistan Journal of Commerce and Social Sciences, 2018 This study examines long term and short term inter-linkage between liquidity dimensions and equity returns in oil and gas sector of an emerging stock market for the time period 2009-2015.Conventional liquidity ratio and Amihud ratio are used to capture
Sadia Saeed (Corresponding author) +1 more
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Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums [PDF]
This paper develops a liquidity measure tailored to the foreign exchange (FX) market, quantifies the amount of commonality in liquidity across exchange rates, and determines the extent of liquidity risk premiums embedded in FX returns.
Angelo Ranaldo +2 more
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Journal of International Economics and Management, 2013 This paper examines the causal relationship between stock market past returns and stock market liquidity in Vietnam. This research employs time series analysis and ARCH models to analyze daily, weekly and monthly data obtained from Vietnamese stock ...
Minh Phuong Nguyen
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