Results 271 to 280 of about 215,741 (303)

Liquidity Changes Following Stock Splits

The Journal of Finance, 1979
THERE HAS BEEN CONSIDERABLE empirical research on the return behavior of common stocks in calendar intervals surrounding stock splits. A partial list includes work by Barker [2]; Johnson [25]; Hausman, West and Largay [21]; Fama, Fisher, Jensen, and Roll [16]; and Bar-Yosef and Brown [1].
openaire   +1 more source

Stock Price Synchronicity and Stock Liquidity: International Evidence

Journal of Empirical Finance, 2023
Paul Brockman, Tung Lam Dang, Thu Phuong Pham   +2 more
openaire   +1 more source

The COVID-19 pandemic and stock liquidity: Evidence from S&P 500

Quarterly Review of Economics and Finance, 2021
Affan Hameed
exaly  

How does corporate ESG performance affect stock liquidity? Evidence from China

Pacific-Basin Finance Journal, 2023
JINLONG LI, Ziyao San
exaly  

Stock price synchronicity and stock liquidity in an emerging market

Global Business and Economics Review, 2022
openaire   +1 more source

Trade credit and stock liquidity

Journal of Corporate Finance, 2020
Chenguang Shang
exaly  

Stock Market Liquidity: A Literature Review

SAGE Open, 2021
Priyanka Naik, Y V Reddy
exaly  

The effect of stock liquidity on cash holdings: The repurchase motive

Journal of Financial Economics, 2021
exaly  

Stock liquidity and corporate labor investment

Journal of Corporate Finance, 2022
Iftekhar Hasan, He Huang
exaly  

Does stock liquidity affect bankruptcy risk? DID analysis from Vietnam

Pacific-Basin Finance Journal, 2021
Hai Hong Trinh, Nguyen Phuc Canh, Wei Hao   +2 more
exaly