Search Results - subject:"Commonality in liquidity"

Commonality in liquidity and corporate default risk : evidence from China

Fu, Yumei; He, Feng; Li, Jintian; Zan, Bingyan - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052534

Institutional ownership and commonality in liquidity relationship during the COVID-19 pandemic : the case of emerging markets

Vo, Thi Thuy Anh; Thai, An - In: Applied economics letters 31 (2024) 21, pp. 2338-2344

Persistent link: https://www.econbiz.de/10015095242

Political uncertainty and commonality in liquidity

Đặng Tùng Lâm; Hoang, Luong; Nguyen Huong Giang; … - In: Pacific-Basin finance journal 83 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014491128

Oil market factors as a source of commonality in liquidity in international equity markets

Alhassan, Abdulrahman; Naka, Atsuyuki; Noman, Abdullah - In: Journal of Risk and Financial Management 14 (2021) 8, pp. 1-33

potential source of commonality in liquidity. We hypothesize that conditions specific to the oil market can contribute to … commonality in liquidity affecting both supply-side and demand-side factors because of its importance to the global economy in … the effect of oil factors on commonality in liquidity. We find that the returns and volatility of oil prices explain the …

Persistent link: https://www.econbiz.de/10013201056

Oil market factors as a source of commonality in liquidity in international equity markets

Alhassan, Abdulrahman; Naka, Atsuyuki; Noman, Abdullah - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-33

Persistent link: https://www.econbiz.de/10012626765

Assessing commonality in liquidity with principal component analysis: The case of the Warsaw Stock Exchange

Olbryś, Joanna; Majewska, Elżbieta - In: Journal of Risk and Financial Management 13 (2020) 12, pp. 1-13

The studies concerning commonality in liquidity on emerging markets in Central and Eastern Europe are scarce and, in … main aim of this research is to assess commonality in liquidity on the Warsaw Stock Exchange (WSE) with the use of the PCA … homogenous for all investigated periods so no reason has been found to reject the research hypothesis that commonality in …

Persistent link: https://www.econbiz.de/10012611555

Assessing commonality in liquidity with principal component analysis : the case of the Warsaw Stock Exchange

Olbryś, Joanna; Majewska, Elżbieta - In: Journal of risk and financial management : JRFM 13 (2020) 12/328, pp. 1-13

Persistent link: https://www.econbiz.de/10012403992

Intra-market commonality in liquidity : new evidencefrom the Polish stock exchange

Olbryś, Joanna - In: Equilibrium : quarterly journal of economics and … 14 (2019) 2, pp. 251-275

Persistent link: https://www.econbiz.de/10012232051

Size effect in market-wide liquidity commonality : evidence from the Indian stock market

Cheriyan, Namitha K.; Lazar, Daniel - In: Organizations and markets in emerging economies 10 (2019) 2, pp. 335-355

Liquidity commonality and the co-movements in trading costs related to such commonality have remarkable implications in market microstructure. Analyzing and identifying such commonality will enable the investor and policy maker to discover evidence regarding the inventory risks and asymmetric...

Persistent link: https://www.econbiz.de/10012193362

Size effect in market-wide liquidity commonality: Evidence from the Indian stock market

Cheriyan, Namitha K.; Lazar, Daniel - In: Organizations and Markets in Emerging Economies 10 (2019) 2, pp. 335-355

Persistent link: https://www.econbiz.de/10015401775