Search Results - subject:"illiquidity ratio"

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An extension analysis of Amihud's illiquidity premium : evidence from the Taiwan stock market

Lee, Hsiu-chuan; Lien, Da-hsiang Donald; Sheu, Her-jiun; … - In: Pacific-Basin finance journal 87 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015098388

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

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

A novel measure of liquidity premium : application to the Korean stock market

Hur, Seok-kyun; Chung, Chune Young - In: Applied economics letters 25 (2018) 3, pp. 211-215

Persistent link: https://www.econbiz.de/10011853844

Index revisions, stock liquidity and the cost of equity capital

Rahman, Abdul; Rajib, Prabina - In: Global business review 19 (2018) 4, pp. 1072-1089

Persistent link: https://www.econbiz.de/10011915135

Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots

Chang, Kai; Chen, Rongda; Chevallier, Julien - In: Energy economics 75 (2018), pp. 249-260

Persistent link: https://www.econbiz.de/10011974318

Listing stocks on derivatives market of NSE and its impact on liquidity of spot market

Lakshmi, V. D. M. V.; Joshi, Medha Shriram - In: International journal of economics and business research 16 (2018) 1, pp. 104-125

Persistent link: https://www.econbiz.de/10011990553

Portfolio choice with high frequency data : CRRA preferences and the liquidity effect

Brito, R. P.; Sebastião, H.; Godinho, P. - In: Portuguese economic journal 16 (2017) 2, pp. 65-86

Persistent link: https://www.econbiz.de/10011900475

The effects of non-trading on the illiquidity ratio

Chelley-Steeleya, Patricia L.; Lambertides, Neophytos; … - In: Journal of empirical finance 34 (2015), pp. 204-228

Persistent link: https://www.econbiz.de/10011557118

Turkiye'nin Finansal Piyasa Likiditesi, Olcumu ve Analizi

Yildirim, Burcu Deniz - In: Central Bank Review 11 (2011) 1, pp. 11-28

In this study, a market liquidity index for Turkey is built, which presents information about the course of the liquidity in the financial markets. Moreover, the impact of the 2007-2009 global financial crisis on Turkey's financial system is examined by comparing the index to VIX, a risk...

Persistent link: https://www.econbiz.de/10008915812

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