Results 81 to 90 of about 194,202 (306)
Dynamics in systematic liquidity [PDF]
We develop the principal component analysis (PCA) approach to systematic liquidity measurement by introducing moving and expanding estimation windows.
Birger Nilsson +3 more
core
Quantifying high-frequency market reactions to real-time news sentiment announcements [PDF]
, 2009 We examine intra-day market reactions to news in stock-specific sentiment disclosures. Using pre-processed data from an automated news analytics tool based on linguistic pattern recognition we extract information on the relevance as well as the direction
Groß-Klußmann, Axel, Hautsch, Nikolaus
core +3 more sources
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
Booms and busts in China's stock market: Estimates based on fundamentals [PDF]
This paper empirically models China’s stock prices using conventional fundamentals: corporate earnings, risk-free interest rate, and a proxy for equity risk premium.
de Bondt, Gabe +2 more
core
Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?
Agribusiness, EarlyView.ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik +3 more
wiley +1 more source
We explore the role of dealers to determine whether they are liquidity-providing market makers or liquidity-taking information traders. Standard models of market making, such as Kyle (1985) and Grossman and Miller (1988), imply a negative contemporaneous
Albert Wang, Joon Chae
core
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
core +2 more sources
The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
wiley +1 more source
Stock liquidity and capital structure: International evidence
Cogent Economics & Finance, 2019 Relying on the assumption that equity market provides useful information for firm decision, this study examines the effect of stock liquidity on corporate capital structure decision.
Tung Lam Dang +4 more
doaj +1 more source
Does corporate governance affect stock liquidity in the Tunisian Stock Market? [PDF]
The aim of the current paper is to study the link between the effects of corporate governance on information asymmetry problems and stock liquidity in the Tunisian Stock Market. We use a sample of 49 Tunisian firms listed between 1998 and 2007.
Loukil, Nadia, Yousfi, Ouidad
core +1 more source