Results 261 to 270 of about 919,308 (300)

The effects of stock splits on stock liquidity

Journal of Economics and Finance, 2013
This study examines the effects of stock splits on stock liquidity. We find that most liquidity measures increase substantially around the stock split announcement. After the announcement date, split firms’ liquidity declines, but is still above the pre-split level. However, after the ex-date, the liquidity drops below the pre-split level.
Gow-Cheng Huang, Kartono Liano, Ming-Shiun Pan   +2 more
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Stock liquidity and the Taylor rule

Journal of Empirical Finance, 2010
Recent theoretical models have linked stock liquidity and commonality in liquidity to the market makers’ funding availability and financial constraints from liquidity supply side. This paper establishes the linkage between stock liquidity and real time macroeconomic variables through the Taylor rule, the monetary policy rule that Federal Reserve uses ...
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An optimal stock liquidation rule

Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), 2002
Trading in stock markets consists of three major steps: select a stock, purchase a number of shares, and eventually sell them to make a profit. The timing to buy and sell is extremely crucial. A selling rule can be specified by two pre-selected levels: a target price and a stop-loss limit.
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Liquidity and Stock Returns

Financial Analysts Journal, 1986
(1986). Liquidity and Stock Returns. Financial Analysts Journal: Vol. 42, No. 3, pp. 43-48.
Yakov Amihud, Haim Mendelson
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The impact of policy responses on stock liquidity

Applied Economics Letters, 2014
The collapse of Lehman Brothers in 2008 marked the peak of a financial crisis that is affecting the entire world of finance. This period is characterized by increasing fear of further defaults by corporations (including banks) or even by countries.
LEHNERT, Thorsten, Busch, Thomas
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Individual investor trading and stock liquidity

Review of Quantitative Finance and Accounting, 2013
Recent studies suggest that individual investors may have private information and their trading can be informative. Consistent with this observation, we find that stocks that are more heavily traded by individual investors have higher liquidity, after controlling for other determinants of liquidity. The result is robust to various model specifications,
Qin Wang, Jun Zhang
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Stock market liquidity and the decision to repurchase

Journal of Corporate Finance, 2008
We examine the impact of stock market liquidity on managerial payout decisions. We argue that stock market liquidity influences payout policy through a first-order effect on the share repurchase decision, and a second-order or residual effect on the dividend decision.
Brockman, P., Howe, J., Mortal, S.
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Rx for Stock Liquidity

2005
Stock liquidity is a frequent consideration for primary or secondary issuance, stock splits, share repurchases and special dividends. However, there has been very little literature or rigorous guidance around what constitutes liquidity, its impact, and potential remedies.
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Stock Price Synchronicity and Stock Liquidity: International Evidence

Journal of Empirical Finance, 2023
Paul Brockman, Tung Lam Dang, Thu Phuong Pham   +2 more
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A study on the factors affecting stock liquidity

International Journal of Services and Standards, 2007
Stock liquidity is one of the most important factors of asset pricing. For instance, investors will request higher premium for low liquidity securities, otherwise, they will request for lower rate of return. The purpose of this study was to analyse and discuss the factors affecting stock liquidity.
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