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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
doaj  

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, Hou, Wenxuan; id_orcid 0000-0002-6348-7165   +1 more
openaire   +1 more source

Impact of Forward Looking Statement on the Stock Liquidity with Investor Sentiment as Mediation Variables [PDF]

International Journal of Management, Accounting and Economics
The 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
doaj   +1 more source

Cell wall target fragment discovery using a low‐cost, minimal fragment library

FEBS Letters, EarlyView.
LoCoFrag100 is a fragment library made up of 100 different compounds. Similarity between the fragments is minimized and 10 different fragments are mixed into a single cocktail, which is soaked to protein crystals. These crystals are analysed by X‐ray crystallography, revealing the binding modes of the bound fragment ligands.
Kaizhou Yan, Mathew Stanley, Olawale Raimi, Andrew T. Ferenbach, Helge C Dorfmueller, Daan M. F. van Aalten   +5 more
wiley   +1 more source

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, Margaret Rutendo Magwedere   +1 more
doaj   +1 more source

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

FEBS Open Bio, EarlyView.
CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point, Wafaa Achache, Janïs Laudouze, Eliana Sepulveda Ramos, Mickaël Maziero, Céline Crauste, Stéphane Canaan, Pierre Santucci   +7 more
wiley   +1 more source

Stock price crash risk, liquidity and institutional blockholders: evidence from Vietnam [PDF]

Journal of Economics and Development
Purpose – 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
doaj   +1 more source

Erythropoietin modulates hepatic inflammation, glucose homeostasis, and soluble epoxide hydrolase and epoxides in high‐fat diet‐induced obese mice

FEBS Open Bio, EarlyView.
Erythropoietin administration suppresses hepatic soluble epoxide hydrolase (sEH) expression, leading to increased CYP‐derived epoxides. This is associated with a shift in hepatic macrophage polarization characterized by reduced M1 markers and increased M2 markers, along with reduced hepatic inflammation, suppressed hepatic lipogenesis, and attenuated ...
Takeshi Goda, Satoru Sugimoto, Chiharu Cho, Madoka Konishi, Nozomi Inoue, Satoshi Miyagaki, Yasuhiro Kawabe, Takuro Okamura, Masahide Hamaguchi, Hisakazu Nakajima, Michiaki Fukui, Masakazu Shinohara, Tomoko Iehara   +12 more
wiley   +1 more source

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, Dam, Lammertjan, Scholtens, Bert   +2 more
openaire   +2 more sources

Screening and epitope characterization of Nidogen‐2‐specific nanobodies

FEBS Open Bio, EarlyView.
Camel immunization and phage display were employed to generate high‐affinity VHH nanobodies against Nidogen‐2. After library construction, biopanning, ELISA screening, sequencing, and recombinant expression, selected nanobodies were purified and characterized, leading to the preliminary exploration of a nanobody‐based sandwich ELISA for specific ...
Jianchuan Wen, Qianqian Cui, Zhongyun Lan, Yingjun Wang, Shuaiying Zhao, Wenxuan Feng, Yunfeng Liu, Qiting Huang, Dongna Zhang, Jianfeng Xu   +9 more
wiley   +1 more source