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  • Search: subject:"Amihud ratio"
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Year of publication
Subject
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Liquidity 11 Amihud ratio 10 Liquidität 10 Bid-ask spread 6 Capital income 6 Geld-Brief-Spanne 6 Kapitaleinkommen 6 Market liquidity 6 Marktliquidität 6 Aktienmarkt 4 Börsenkurs 4 Share price 4 Stock market 4 liquidity 4 China 3 Cryptocurrency 3 Portfolio selection 3 Portfolio-Management 3 Virtual currency 3 Virtuelle Währung 3 bid-ask spread 3 Ankündigungseffekt 2 Announcement effect 2 Betriebliche Liquidität 2 Corporate liquidity 2 Großbritannien 2 United Kingdom 2 Welt 2 World 2 equity returns 2 error correction model 2 granger causality 2 market depth liquidity 2 panel co-integration 2 price impact liquidity 2 transaction cost liquidity 2 Amihud Ratio 1 Amihud's ratio 1 Auslandsinvestition 1 Bank liquidity 1
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Online availability
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Undetermined 10 Free 2
Type of publication
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Article 12
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Article 1
Language
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English 12
Author
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Gregoriou, Andros 6 Zhang, Sijia 5 Hassan, Arshad 2 Saeed, Sadia 2 Bo, Yibo 1 Cakici, Nusret 1 Dube, Sema 1 Gofran, Ruhana Zareen 1 Haar, Lawrence 1 Hudson, Robert 1 Liu, Guy Shaojia 1 Naik, Priyanka 1 Reddy, Y. V. 1 Rhodes, Mark J. 1 Wang, Andong 1 Yalcin, Hale 1 Yue, Wei 1 Zaremba, Adam 1 Zhang, Qiang 1
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Published in...
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Applied economics letters 2 Finance research letters 2 Economics letters 1 International journal of emerging markets 1 Journal of business research : JBR 1 Journal of international financial markets, institutions & money 1 Macroeconomics and finance in emerging market economies 1 Pakistan Journal of Commerce and Social Sciences (PJCSS) 1 Pakistan journal of commerce and social sciences 1 The journal of investment strategies 1
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Source
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ECONIS (ZBW) 11 EconStor 1
Showing 1 - 10 of 12
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Determinants of stock market liquidity : a macroeconomic perspective
Naik, Priyanka; Reddy, Y. V. - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 153-173
Persistent link: https://www.econbiz.de/10014511853
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Impact of economic and market factors on the market liquidity timing ability of mutual fund managers in Turkey
Yalcin, Hale; Dube, Sema - In: International journal of emerging markets 18 (2023) 9, pp. 2072-2085
Persistent link: https://www.econbiz.de/10014449766
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Impact of Coronavirus on liquidity in financial markets
Gofran, Ruhana Zareen; Gregoriou, Andros; Haar, Lawrence - In: Journal of international financial markets, … 78 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013357292
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Inter-linkages between liquidity and stock returns: An empirical investigation through panel cointegration
Saeed, Sadia; Hassan, Arshad - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 12 (2018) 2, pp. 617-637
gas sector of an emerging stock market for the time period 2009-2015.Conventional liquidity ratio and Amihud ratio are …
Persistent link: https://www.econbiz.de/10011938618
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Cover Image
Inter-linkages between liquidity and stock returns : an empirical investigation through panel cointegration
Saeed, Sadia; Hassan, Arshad - In: Pakistan journal of commerce and social sciences 12 (2018) 2, pp. 617-637
gas sector of an emerging stock market for the time period 2009-2015.Conventional liquidity ratio and Amihud ratio are …
Persistent link: https://www.econbiz.de/10011934263
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Cryptocurrencies in portfolios : return-liquidity trade-off around China forbidding initial coin offerings
Zhang, Sijia; Gregoriou, Andros - In: Applied economics letters 28 (2021) 12, pp. 1036-1040
Persistent link: https://www.econbiz.de/10012589737
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Stock liquidity and return distribution : evidence from the London Stock Exchange
Wang, Andong; Hudson, Robert; Rhodes, Mark J.; Zhang, Sijia - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012804976
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What drives the January seasonality in the illiquidity premium? : evidence from international stock markets
Zaremba, Adam; Cakici, Nusret - In: The journal of investment strategies 10 (2021) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10012805362
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Asymmetric news effects on cryptocurrency liquidity : an event study perspective
Yue, Wei; Zhang, Sijia; Zhang, Qiang - In: Finance research letters 41 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013335980
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The price and liquidity impact of China forbidding initial coin offerings on the cryptocurrency market
Zhang, Sijia; Gregoriou, Andros - In: Applied economics letters 27 (2020) 20, pp. 1695-1698
Persistent link: https://www.econbiz.de/10012315770
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