Multidimensional Liquidity: Evidences from Indian Stock Market
Applied Finance Letters, 2016 Various dimensions of liquidity including breadth, depth, resiliency, tightness, immediacy are examined using BSE 500 and NIFTY 500 indices from Indian Equity market.
Sharad Nath Bhattacharya +3 more
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International Journal of Financial Studies, 2021 In light of previous literature that has investigated the effects of MiFID and MiFID II regulation on stock market liquidity, we investigate whether the introduction of MiFID II in Romania has had any effect on the stock market liquidity.
Marius Cristian Miloș +3 more
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The relationship between intellectual capital, adjusted economic value added and stock liquidity [PDF]
بررسیهای حسابداری و حسابرسی, 2016 Despite numerous studies on intellectual capital, the indirect effect through economic value adjustment on stock liquidity has not been considered. This research is trying to fill this gap.
Mohammad Reza Nikbakht +1 more
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The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints [PDF]
تحقیقات مالیObjectiveThe main purpose of this research is to investigate the effect of stock liquidity on investment returns under financing restrictions and information efficiency in 111 companies listed on the Tehran Stock Exchange from 2014 to 2019.
Mehrzad Alijani +1 more
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A study on the effect of stock liquidity and stock liquidity risk on information asymmetry: Evidence from Tehran Stock Exchange [PDF]
Management Science Letters, 2014 This study investigates the effect of stock liquidity and stock liquidity risk on information asymmetry in Tehran Stock Exchange (TSE) listed companies. In this study, the bid-ask spread is considered as the criterion of information asymmetry.
Mohammad Hassani , Najme Harati Nik
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Stock liquidity, stock price crash risk, and foreign ownership
Borsa Istanbul Review, 2022 This study examines the impact of stock market liquidity on a stock price crash, using firm data from Borsa Istanbul for the period 2009–2019. The results show that higher stock liquidity increases the likelihood of stock price crashes, but this positive
Ozge Sezgin Alp +2 more
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Systematic liquidity: commonality and inter-temporal variation in the Portuguese stock market
Management Letters/Cuadernos de Gestión, 2015 The aim of this paper is to study systematic liquidity at the Euronext Lisbon Stock Exchange. The motivation for this research is provided by the growing interest in financial literature about stock liquidity and the implications of commonality in ...
José Luis Miralles Marcelo +2 more
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Stock Liquidity and Stock Return
Ekspektra : Jurnal Bisnis dan Manajemen, 2019 This study aims to examine and analyze the effect of stock liquidity on stock returns on manufacturing companies listed on the Indonesia Stock Exchange. This study uses two control variables namely size and age and the study period from 2013 to 2017.
openaire +3 more sources
Dimensions of Stock Market Liquidity: Empirical Evidence of a Frontier Market
Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, 2020 The paper presents a discussion of stock market liquidity in a frontier market after the financial crisis. The paper defines the dimensions of stock market liquidity and indicates possible liquidity measures which could be applied to analyze liquidity on
Khang Quac Pham
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Impact of Forward Looking Statement on the Stock Liquidity with Investor Sentiment as Mediation Variables [PDF]
International Journal of Management, Accounting and EconomicsThe objective of this research is to empirically explore the impact of forward looking statements on the stock liquidity with investor sentiment as mediation variables.
Omid Farhad Touski
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