Results 261 to 270 of about 458,438 (343)
Income diversification and liquidity risk in ASEAN-5 banks: A Bayesian perspective. [PDF]
PLoS OneDuong QN, Tran NTK, Dang TPT.
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Retail investors’ trading and stock market liquidity
The North American Journal of Economics and Finance, 2020Abstract The paper investigates the relation between retail investors’ participation in trading and aggregate stock market liquidity. The findings show a positive and significant relation between retail investors’ trading and stock market liquidity.
M. Abudy
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Market liquidity and stock returns in the Norwegian stock market
Finance Research Letters, 2017Abstract We analyze the liquidity sensitivity of stock returns in the Norwegian stock market over the period 1983–2015. Even though the liquidity measures we apply are standard in the literature, we find no evidence of a relationship between returns and market liquidity.
Thomas Leirvik +2 more
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Foreign ownership and stock market liquidity
International Review of Economics & Finance, 2018Abstract In this study we analyze how the price impact of trades and the bid-ask spread are related to foreign stock ownership using data from 20 emerging markets. We show that while the price impact of trades increases with the percentage of shares held by foreign investors, the bid-ask spread decreases with foreign ownership.
Jieun Lee, Kee H. Chung
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Investor Sentiment and Stock Market Liquidity
SSRN Electronic Journal, 2007Recent research on liquidity has reported that aggregate liquidity in the stock market varies over time, and evidence suggests that this variation affects stock returns. Although the importance of market liquidity in asset pricing has been well documented, little is known about what causes stock market liquidity to vary over time.
Shuming Liu
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International stock market liquidity: a review
Managerial Finance, 2016Purpose – The purpose of this paper is to review the literature on liquidity in international stock markets, highlights differences and similarities in empirical results across existing studies, and identifies areas requiring further research. Design/methodology/approach
Rui Ma +2 more
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Asia-Pacific Journal of Business Administration, 2022
PurposeThis study examines the influence of various COVID-19 catastrophes variables on the stock market liquidity, considering the market depth and market tightness in the technology industry of the four biggest ASEAN capital markets.Design/methodology ...
Sherin Priscilla +2 more
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PurposeThis study examines the influence of various COVID-19 catastrophes variables on the stock market liquidity, considering the market depth and market tightness in the technology industry of the four biggest ASEAN capital markets.Design/methodology ...
Sherin Priscilla +2 more
semanticscholar +1 more source
Determinants of stock market liquidity – a macroeconomic perspective
Macroeconomics and Finance in Emerging Market Economies, 2021This study examines the impact of macroeconomic indicators on the liquidity of the Indian stock market by using the Granger Causality, Vector Auto-Regressive Model, and Impulse Response Functions.
P. Naik, Y. Reddy
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