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Search: subject:"Amihud illiquidity"
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Liquidity
11
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Capital income
7
Kapitaleinkommen
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6
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6
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Amihud illiquidity measure
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Amihud illiquidity
3
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South Korea
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Amihud's illiquidity ratio
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Asymmetric information
2
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Chung, Chune Young
2
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Azazi, Anwar
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Będowska-Sójka, Barbara
1
Coën, Alain
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Dinata, Aristya
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1
Fieberg, Christian
1
Godinho, P.
1
Gregoriou, Andros
1
Hafner, Christian M.
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Hur, Seok-kyun
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Kim, Eunji
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Kim, Yongsik
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La Bruslerie, Hubert de
1
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Mustaruddin
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Wang, Changyun
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Wang, Linqi
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Applied economics letters
1
Asia-Pacific journal of financial studies
1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
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International journal of economics and financial issues : IJEFI
1
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Internet finance and digital economy : advances in digital economy and data analysis technology : the 2nd International Conference on Internet Finance and Digital Economy, Kuala Lumpur, Malaysia, 19 - 21 August 2022
1
Janeway Institute working paper series
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ECONIS (ZBW)
15
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1
The permanent and temporary effects of stock splits on liquidity in a dynamic semiparametric model
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2024
-
Revised 14 January 2025
Persistent link: https://www.econbiz.de/10015466327
Saved in:
2
Analysis and prediction of China stock market return based on BP neural network
Zhang, Yize
- In:
Internet finance and digital economy : advances in …
,
(pp. 739-753)
.
2024
Persistent link: https://www.econbiz.de/10014534672
Saved in:
3
Pricing liquidity risk in the Korean corporate bond market
Kim, Eunji
;
Jang, Ga-Young
;
Kim, Soo-hyun
- In:
Asia-Pacific journal of financial studies
52
(
2023
)
2
,
pp. 264-291
Persistent link: https://www.econbiz.de/10014315555
Saved in:
4
Which stock price component drives the
Amihud
illiquidity
premium?
Kim, Jinyong
;
Kim, Yongsik
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014246958
Saved in:
5
Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the CAPM in the UK equity market?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012814339
Saved in:
6
Liquidity and asset pricing : evidence from a new free-float-adjusted price impact ratio
Le, Huong
;
Gregoriou, Andros
- In:
Journal of economic studies
49
(
2022
)
4
,
pp. 751-771
Persistent link: https://www.econbiz.de/10013352796
Saved in:
7
Asymmetric information and capital structure : empirical evidence from Indonesia Stock Exchange
Mustaruddin
;
Dinata, Aristya
;
Wendy
;
Azazi, Anwar
- In:
International journal of economics and financial issues …
7
(
2017
)
6
,
pp. 8-15
Persistent link: https://www.econbiz.de/10011948190
Saved in:
8
Analyst following, ownership structure, and stock liquidity : Indonesia study
Shafiyyah, Fathimah
;
Utama, Cynthia Afriani
- In:
Research on firm financial performance and consumer behavior
,
(pp. 3-19)
.
2020
Persistent link: https://www.econbiz.de/10012501689
Saved in:
9
Daily stock trading by investor type and information asymmetry : evidence from the Korean market
Kim, Donghyun
;
Chung, Chune Young
;
Kim, Kyung Soon
; …
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
1
,
pp. 13-28
Persistent link: https://www.econbiz.de/10012210428
Saved in:
10
The dynamics of low-frequency liquidity measures : the developed versus the emerging market
Będowska-Sójka, Barbara
- In:
Journal of financial stability
42
(
2019
),
pp. 136-142
Persistent link: https://www.econbiz.de/10012259903
Saved in:
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