Results 271 to 280 of about 919,308 (300)

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

Quarterly Review of Economics and Finance, 2021
Affan Hameed
exaly  

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

Journal of Financial Economics, 2021
Kjell G Nyborg, Zexi Wang
exaly  

Stock price synchronicity and stock liquidity in an emerging market

Global Business and Economics Review, 2022
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Stock liquidity and corporate labor investment

Journal of Corporate Finance, 2022
Mong Shan Ee, Iftekhar Hasan
exaly  

Trade credit and stock liquidity

Journal of Corporate Finance, 2020
Chenguang Shang
exaly  

Does stock liquidity affect bankruptcy risk? DID analysis from Vietnam

Pacific-Basin Finance Journal, 2021
Canh Phuc Nguyen, Hai Hong Trinh
exaly  

Management Integrity and Stock Liquidity

Finance Research Letters
Jiawei Cao, Haibo Li, Juandan Zhong
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Liquidity and Stock Returns

2009
This paper provides an analysis of liquidity premium using monthly data of the U.K. stock market from 1993 to 2008. The liquidity measures are the relative bid-ask spread and the turnover rate. Overall the evidence suggests that there is no significant relation between liquidity level and asset returns.
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How does corporate ESG performance affect stock liquidity? Evidence from China

Pacific-Basin Finance Journal, 2023
exaly