Selected Essays in Stock Market Liquidity. Innovative XLM Measure at the Frankfurt Stock Exchange: Cloudy Skies, Time of the Day and the Role of Designated Sponsors for Stock Market Liquidity. [PDF]
This dissertation is built around three separate papers that research several aspects of stock market liquidity. All three papers use the innovative XLM (Exchange Liquidity Measure) data to measure the liquidity.
Verrier, Tatjana
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STOCK LIQUIDITY PREMIUM ON THE TOKYO STOCK EXCHANGE
Journal of critical reviews, 2020 The main purpose of this study is to examine whether the liquidity of firms listed on the Tokyo Stock Exchange is priced in Japanese stocks. We investigate the relationships between several types of illiquidity measures and realized stock returns by employing the portfolio formation method.
openaire +1 more source
The PRIMA Thesaurus for Materials Science and Engineering
Advanced Engineering Materials, EarlyView.The PRIMA Thesaurus is a structured vocabulary designed to improve how materials science data is described and shared. Developed with input from multiple experts, it enables clear documentation of research workflows, data exchange, and reuse across platforms.
Rossella Aversa +8 more
wiley +1 more source
Firm's information environment and stock liquidity: evidence from Tunisian context [PDF]
This paper analyzes the relationship between public disclosure, private information and stock liquidity in the Tunisian market. We use a sample of 41 listed firms in the Tunis Stock Exchange in 2007.
Loukil, Nadia, Yousfi, Ouidad
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Forward looking statement, investor sentiment and stock liquidity. [PDF]
Heliyon, 2023 Li C, Yan Y, Liu X, Wan S, Xu Y, Lin H.
europepmc +1 more source
Biomass Native Structure Into Functional Carbon‐Based Catalysts for Fenton‐Like Reactions
Advanced Functional Materials, EarlyView.This study indicates that eight biomasses with 2D flaky and 1D acicular structures influence surface O types, morphology, defects, N doping, sp2 C, and Co nanoparticles loading in three series of carbon, N‐doped carbon, and cobalt/graphitic carbon. This work identifies how these structural factors impact catalytic pathways, enhancing selective electron
Wenjie Tian +7 more
wiley +1 more source
Dynamics in systematic liquidity [PDF]
We develop the principal component analysis (PCA) approach to systematic liquidity measurement by introducing moving and expanding estimation windows.
Björn Hagströmer +3 more
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Advanced Functional Materials, EarlyView.Shellac, a centuries‐old natural resin, is reimagined as a green material for flexible electronics. When combined with silver nanowires, shellac films deliver transparency, conductivity, and stability against humidity. These results position shellac as a sustainable alternative to synthetic polymers for transparent conductors in next‐generation ...
Rahaf Nafez Hussein +4 more
wiley +1 more source
A Comparative Analysis of the Determinants and Pricing of Liquidity in Floor and Electronic Trading Systems [PDF]
, 2010 In recent years many stock exchanges have moved away from floor-based to automated-based trading systems. However, the choice between these alternative trading systems is a major concern for stock exchange regulators and designers, and the impact of ...
Tayeh, Mohammad Ibrahim Diab +1 more
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LIQUIDITY AS AN ASSET PRICING FACTOR IN THE UK
Journal of Financial Management, Markets and Institutions, 2018 This study examines whether there is a strong relationship between stock liquidity, which proxies for the implicit cost of trading shares, and future stock returns in an asset-pricing context in the UK stock market.
PANAYIOTIS G. ARTIKIS
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