Results 41 to 50 of about 5,506 (163)
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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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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COVID-19 and Stock Market Liquidity: An Analysis of Emerging and Developed Markets
Scientific Annals of Economics and Business, 2021 Using a panel of indices for five developed market and five emerging markets for the period from 31 December 2019 to 19 June 2020, the relationship between stock market liquidity and COVID-19 pandemic is examined.
Godfrey Marozva +1 more
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Retail investor attention and stock liquidity [PDF]
Journal of International Financial Markets, Institutions and Money, 2011 We use the search volume index (SVI) of the stock ticker provided by Google Trends to capture the active attention that retail investors pay to stocks. Based on the analysis of S&P 500 stocks from 2004 to 2009, we show that the majority of the variation in SVI cannot be explained by passive attention measures, including Google News coverage and ...
Ding, Rong +1 more
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Stock price crash risk, liquidity and institutional blockholders: evidence from Vietnam [PDF]
Journal of Economics and DevelopmentPurpose – This study examines the influence of stock liquidity on stock price crash risk and the moderating role of institutional blockholders in Vietnam’s stock market.
Hang Thu Nguyen, Hao Thi Nhu Nguyen
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Does COVID-19-specific news affect stock market liquidity? Evidence from Japan
MethodsX, 2023 This article examines the effect of COVID-19-specific news on stock market liquidity in the Japanese Topix 500-listed firms. Our empirical analyses show that both COVID-19 confirmed cases and COVID-19-specific news induce a negative effect on stock ...
Wurong Yang +2 more
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The liquidity of energy stocks
Energy Economics, 2013 This study investigates the dynamics of stock market liquidity in the energy industry in the US for 130 firms for the period 2006-2011. We use a (structural) vector autoregression approach to model the simultaneous relationships between three liquidity measures, namely turnover, price impact and spread.
Sklavos, Konstantinos +2 more
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Journal of Accounting and Finance in Emerging Economies, 2020 This study examines the impact of corporate governance compliance and global financial crisis on stock liquidity of Pakistani listed non-financial firms. By using a sample of 170 firms for the period of 2007 to 2016, and employing fixed effect regression
Javed Khan, Shafiq Ur Rehman
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The Effect of the Quality of Corporate Disclosure on Stock Liquidity by Tehran Stock Exchange (TSE) listed Companies [PDF]
مطالعات تجربی حسابداری مالی, 2010 Regarding the critical role of liquidity in asset price discovery, sharing of financial risk, increasing of expected return and transaction costs reduction, it is important to know about the effective factors.
Mehdi Moradzadeh Fard, Mina Aboohamzeh
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Foreign equity flows and stock market liquidity in Kenya
Cogent Economics & Finance, 2020 In this paper, we explore the dynamic relationship between aggregate foreign equity inflows and aggregate liquidity of the Kenyan stock market using transactional foreign trading data and several liquidity measures.
Rogers Ondiba Ochenge +2 more
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