Search Results - subject:"Commonality in liquidity"

Shareholder disputes and commonality in liquidity : evidence from the equity markets in China

Wang, Mu-Shun - In: Asia Pacific financial markets 29 (2022) 2, pp. 291-325

Persistent link: https://www.econbiz.de/10013260074

Institutional ownership and liquidity commonality : evidence from Australia

Bradrania, Reza; Elliott, Robert J.; Wu, Winston - In: Accounting and finance 62 (2022), pp. 1231-1272

Persistent link: https://www.econbiz.de/10013187784

Liquidity components : commonality in liquidity, underreaction, and equity returns

Ince, Baris - In: Journal of financial markets 60 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013397975

Commonality in FX liquidity : high-frequency evidence

Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805184

Commonality in intraday liquidity and multilateral trading facilities : evidence from Chi-X Europe

Klein, Olga; Song, Shiyun - In: Journal of international financial markets, … 73 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012802250

Does algorithmic trading harm liquidity? : evidence from Brazil

Ramos, Henrique Pinto; Perlin, Marcelo Scherer - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012664485

Collectivism and commonality in liquidity

Saad, Mohsen M.; Samet, Anis - In: Journal of business research : JBR 116 (2020), pp. 137-162

Persistent link: https://www.econbiz.de/10012257550

Commonality in ask-side vs. bid-side liquidity

Sensoy, Ahmet - In: Finance research letters 28 (2019), pp. 198-207

Persistent link: https://www.econbiz.de/10012388306

Is illiquidity risk priced? The case of the Polish medium-size emerging stock market

Olbryœ, Joanna - In: Bank i Kredyt 45 (2014) 6, pp. 513-536

affected by illiquidity risk and commonality in liquidity. The model takes into consideration various sources of illiquidity …

Persistent link: https://www.econbiz.de/10011200003

Commonality in liquidity and real estate securities

Hoesli, Martin; Kadilli, Anjeza; Reka, Kustrim - Institut d'Economie et Econométrie, Université de Genève - 2014

We conduct an empirical investigation of the pricing and economic sources of commonality in liquidity in the U.S. REIT … market. Taking advantage of the specific characteristics of REITs, we analyze three types of commonality in liquidity: within … evidence that the three types of commonality in liquidity are priced in REIT returns but only during bad market conditions. We …

Persistent link: https://www.econbiz.de/10010886013