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Predictive and Contemporaneous Power of the Determinants of Stock Liquidity [PDF]
Frontiers in Psychology, 2022 This study constructs nine (five) idiosyncratic (systematic) variables to test the predictive and contemporaneous power of the determinants of stock liquidity. We select A shares from January 2003 to September 2021 to study stock liquidity in the Chinese
Linyin Xie +3 more
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Does financial transparency substitute corporate governance to improve stock liquidity? Evidence from emerging market of Pakistan [PDF]
Frontiers in Psychology, 2022 The aim of this study is to empirically analyze the impact of corporate governance on stock liquidity and the moderating role of financial transparency, through the lens of information asymmetry and agency theory.
Shuaib Ali +4 more
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Air pollution, investor sentiment and stock liquidity [PDF]
Frontiers in Public Health, 2022 With the aggravation of air pollution, the impact of air pollution on the stock market, especially from the perspective of investor sentiment, has been of great concern and widely discussed. Based on data from China's A-share listed firms from January 1,
Chenggang Li +9 more
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Does institutional quality moderate the relationship between corporate governance and stock liquidity? Evidence from the emerging market of Pakistan [PDF]
Frontiers in Psychology, 2022 The main aim of this study was to empirically analyze whether Institutional Quality moderates the relationship between corporate governance and stock liquidity through the light of agency and information asymmetry theory.
Shuaib Ali +4 more
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Stock liquidity and the accrual anomaly
China Accounting and Finance Review, 2023 This study examines the effect of stock liquidity on the magnitude of the accrual anomaly. This paper examines the relation—both time-series and cross-sectional—between stock liquidity and the magnitude of the accrual anomaly and use the 2001 minimum ...
Zhuo (June) Cheng, Jing (Bob) Fang
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The Relation between Asset Liquidity and Stock Liquidity in Tehran Stock Exchange [PDF]
پژوهشهای تجربی حسابداری, 2015 This study investigates the relation between assets liquidity and stock liquidity in Tehran stock Exchange for the period of 2008 to 2011. This study uses liquidity criteria provided by AMIHUD and corrected by Gopalan for its high skewness, as well s ...
Ahmad Ahmadpour, Mohsen Baghban
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Stock liquidity and stock price crash risk: Evidence from Vietnam
Cogent Business & Management, 2023 This research examines whether stock liquidity affects the crash risk of stock price for companies listed on the Vietnamese stock market. Using a comprehensive dataset encompassing all stocks listed on the Ho Chi Minh Stock Exchange (HOSE) and the Hanoi ...
Ngoc Bao Dinh, Hy Nguyen Song Tran
doaj +1 more source
Financial constraints, stock liquidity, and stock returns [PDF]
Journal of International Financial Markets, Institutions and Money, 2019 Abstract This paper examines stock liquidity in explaining the mixed relations between financial constraints and stock returns and the pricing of stock liquidity across financially constrained and unconstrained firms. We find a negative relation in liquid portfolios and a positive relation in illiquid portfolios.
Li, Xiafei, Luo, Di
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Stock Liquidity and Stock Price Crash Risk [PDF]
Journal of Financial and Quantitative Analysis, 2017 We find that stock liquidity increases stock price crash risk. To identify the causal effect, we use the decimalization of stock trading as an exogenous shock to liquidity. This effect is increasing in a firm’s ownership by transient investors and nonblockholders.
Chang, X, Chen, Y, Zolotoy, L
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Asset Liquidity and Stock Liquidity [PDF]
Journal of Financial and Quantitative Analysis, 2012 AbstractWe study the relation between asset liquidity and stock liquidity. Our model shows that the relation may be either positive or negative depending on parameter values. Asset liquidity improves stock liquidity more for firms that are less likely to reinvest their liquid assets (i.e., firms with less growth opportunities and financially ...
Gopalan, Radhakrishnan +2 more
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