Results 31 to 40 of about 458,438 (343)
PERAN LIKUIDITAS DALAM ASSET PRICING DI BURSA EFEK INDONESIA
Jurnal Ilmiah Bisnis dan Ekonomi Asia, 2021 Purpose of this study is to obtain empirical evidence about the role of liquidity in asset pricing in the Indonesian stock market. This study compares the role of liquidity as a characteristic of stocks and liquidity as a source of systematic risk. This
Catherine Dwiputri +1 more
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Stock Market Liquidity and Monetary Policy
International Journal of Economics and Business Administration, 2020 Purpose: This article investigates the deterministic relationship between monetary policy and stock market liquidity in South Africa. Design/Methodology/Approach: The Ordinary Least Square Method was used to capture the nexus between the Johannesburg Stock Exchange indices and selected liquidity measures over the period of 2002 to 2019.
openaire +3 more sources
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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Future Business Journal, 2021 This study investigates the impact of liquidity risk on stock returns of 149 firms in the industrial products and services sectors of Bursa Malaysia from January 2000 to December 2018 with a monthly frequency dataset.
Rapheedah Musneh +2 more
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, 2020 The paper examines the dynamic relationship of domestic credit and stock market liquidity on the economic growth of the Philippines from 1995 to 2018 applying the autoregressive distributed lag (ARDL) bounds testing approach to cointegration, together ...
Abraham C. Camba, Aileen Camba
semanticscholar +1 more source
Liquidity in global real estate securities markets [PDF]
, 2016 Purpose: The purpose of this paper is to test the relationship between liquidity in listed real estate markets, company size and geography during different market cycles, specifically pre-crisis (2002-2006) and post-crisis (2010-2014). Further, the study
Lux, N., Moss, A.
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Three Liquidity Crises in Retrospective: Implications for Central Banking Today [PDF]
, 2007 Liquidity problems lie at the heart of crises on financial markets as demonstrated in this paper by detailed descriptions of the stock market crash in 1987, the LTCM-crisis in 1998 and the financial market consequences of 11 September 2001.
Sauer, Stephan
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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
Measuring liquidity in Indian stock market: A dimensional perspective.
PLoS ONE, 2020 Market liquidity ensures the marketability of security and is an indispensable feature of stock markets. Previous studies have emphasized the role of stock market liquidity in empirical finance.
Priyanka Naik, B G Poornima, Y V Reddy
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Stock market and its liquidity: Evidence from ARDL bound testing approach in the Indian context
Cogent Economics & Finance, 2019 This paper attempts to capture the relationship between stock market movements and its endogenous liquidity measures using Autoregressive Distributed-lag (ARDL) Bounds Testing Approach.
Sharad Nath Bhattacharya +2 more
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