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Pacific-Basin finance journal
Journal of banking & finance
133
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ECONIS (ZBW)
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1
Are retail investors liquidity providers? : evidence from the STAR and ChiNext markets in China
Jing, Rui
;
Zhu, Hongquan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014491103
Saved in:
2
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
Saved in:
3
ESG engagement, country-level political risk and bank liquidity creation
Lee, Chien-chiang
;
Lu, Meiting
;
Wang, Chih-Wei
;
Cheng, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014491169
Saved in:
4
Stock market liquidity and bank stability
Samarasinghe, Ama
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463174
Saved in:
5
Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lu, Chien-Lin
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463259
Saved in:
6
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao
;
Lien, Da-hsiang Donald
;
Tsai, Wei-Che
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
Saved in:
7
Momentum, reversals and liquidity : Indian evidence
Chui, Andy
;
Ranganathan, Kavitha
;
Kumar Rohit, Abhishek
; …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463354
Saved in:
8
Liquidity changes and decomposition in the Japanese equity market
Iwanaga, Yasuhiro
;
Hirose, Takehide
- In:
Pacific-Basin finance journal
81
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014500735
Saved in:
9
Liquidity shock and stock returns in the Japanese equity market
Iwanaga, Yasuhiro
;
Hirose, Takehide
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013552550
Saved in:
10
Domestic liquidity of cross-listed stocks : evidence from the ADR market
Ghaffar, Hamza
;
Azmat, Saad
;
Hassan, M. Kabir
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552552
Saved in:
11
China's illiquidity premium : due to risk-taking or mispricing?
Su, Zhi
;
Lyu, Tongtong
;
Yin, Libo
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013552664
Saved in:
12
Effect of futures trading on the liquidity of underlying stocks : evidence from Vietnam
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
;
Do, Hung Xuan
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013388994
Saved in:
13
Does stock market liquidity affect dividends?
Michaely, Roni
;
Qian, Meijun
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389135
Saved in:
14
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
15
Cross-trading and liquidity management : evidence from municipal bond funds
Wang, Z. Jay
;
Yang, Jingyun
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013258164
Saved in:
16
Does stock liquidity affect bankruptcy risk? : DID analysis from Vietnam
Hai Hong Trinh
;
Nguyen Phuc Canh
;
Wei, Hao
;
Wongchoti, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013369865
Saved in:
17
Liquidity creation cyclicality, capital regulation and interbank credit : evidence from Chinese commercial banks
Tang, Ying
;
Li, Zhiyong
;
Chen, Jing
;
Deng, Chao
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013252919
Saved in:
18
Noise as a liquidity measure : evidence from the JGB market
Hattori, Takahiro
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013252934
Saved in:
19
Financial stability of banks in India : does liquidity creation matter?
Gupta, Juhi
;
Kashiramka, Smita
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012493892
Saved in:
20
Liquidity and earnings in event studies : does data granularity matter?
Bohmann, Marc
;
Michayluk, David
;
Patel, Vinay
;
Walsh, …
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 118-131
Persistent link: https://www.econbiz.de/10012133656
Saved in:
21
Measuring the liquidity impact on catastrophe bond spreads
Zhao, Yang
;
Yu, Min-Teh
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 197-210
Persistent link: https://www.econbiz.de/10012169578
Saved in:
22
Do individual investors demand or provide liquidity? : new evidence from dividend announcements
Chen, Zhijuan
;
Lin, William
;
Ma, Changfeng
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170362
Saved in:
23
What moves benchmark money market rates? : evidence from the BBSW market
Casavecchia, Lorenzo
;
Loudon, Geoffrey F.
;
Wu, Eliza
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 137-154
Persistent link: https://www.econbiz.de/10012035138
Saved in:
24
Does financing structure affects bank liquidity risk?
Aisyah Abdul Rahman
;
Sulaiman, Ahmad Azam
;
Said, Noor …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 26-39
Persistent link: https://www.econbiz.de/10012035593
Saved in:
25
Stock liquidity, corporate governance and leverage : new panel evidence
Nadarajah, Sivathaasan
;
Ali, Searat
;
Liu, Benjamin
; …
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 216-234
Persistent link: https://www.econbiz.de/10012033795
Saved in:
26
State-varying illiquidity risk in sovereign bond spreads
Docherty, Paul
;
Easton, Steve
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 235-248
Persistent link: https://www.econbiz.de/10012033797
Saved in:
27
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi
;
Wee, Marvin
;
Yu, Jing
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
Saved in:
28
Market volatility, liquidity shocks, and stock returns : worldwide evidence
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 164-199
Persistent link: https://www.econbiz.de/10012117692
Saved in:
29
Automated liquidity provision
Gerig, Austin
;
Michayluk, David
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011800792
Saved in:
30
The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana
Frino, Alex
;
Mollica, Vito
;
Monaco, Eleonora
;
Palumbo, …
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 82-90
Persistent link: https://www.econbiz.de/10011800818
Saved in:
31
The impact of foreign trades on emerging market liquidity
Peranginangin, Yessy
;
Ali, Akbar Z.
;
Brockman, Paul
; …
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011712041
Saved in:
32
Injecting liquidity into liquidity research
Benson, Karen
;
Faff, Robert W.
;
Smith, Tom
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 533-540
Persistent link: https://www.econbiz.de/10011543410
Saved in:
33
Liquidity and credit risk before and after the global financial crisis : evidence from the Korean corporate bond market
Shin, Dongheon
;
Kim, Baeho
- In:
Pacific-Basin finance journal
33
(
2015
),
pp. 38-61
Persistent link: https://www.econbiz.de/10011474048
Saved in:
34
Empirical tests on the liquidity-adjusted capital asset pricing model
Vu, Van
;
Chai, Daniel
;
Do, Viet
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10011538103
Saved in:
35
Liquidity provision and informed trading by individual investors
Tian, Xiao
;
Do, Binh
;
Huu Nhan Duong
;
Kalev, Petko S.
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 143-162
Persistent link: https://www.econbiz.de/10011538122
Saved in:
36
The demand-side explanation for commonality in liquidity : the role of institutional ownership in the Taiwan Stock Exchange
Lowe, Alpha
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 59-85
Persistent link: https://www.econbiz.de/10010493999
Saved in:
37
Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs
Lee, Hsiu-Chuan
;
Tseng, Yung-Ching
;
Yang, Chung-Jen
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 35-58
Persistent link: https://www.econbiz.de/10010494004
Saved in:
38
Liquidity discount in the opaque market : the evidence from Taiwan's Emerging Stock Market
Yeh, Chung-Ying
;
Yeh, Shih-kuo
;
Chen, Ren-Raw
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 297-309
Persistent link: https://www.econbiz.de/10010495706
Saved in:
39
Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation
Ahn, Hee-joon
;
Cai, Jun
;
Hamao, Yasushi
;
Melvin, Michael
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 163-181
Persistent link: https://www.econbiz.de/10010495719
Saved in:
40
Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu
;
Hamori, Shigeyuki
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
Saved in:
41
Short-sales constraints and liquidity change : cross-sectional evidence from the Hong Kong Market
Bai, Min
;
Qin, Yafeng
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 98-122
Persistent link: https://www.econbiz.de/10010498757
Saved in:
42
Measuring liquidity in emerging markets
Kang, Wenjin
;
Zhang, Huiping
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 49-71
Persistent link: https://www.econbiz.de/10010499725
Saved in:
43
Liquidity commonality among Asian equity markets
Wang, Jian-xin
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1209-1231
Persistent link: https://www.econbiz.de/10009693385
Saved in:
44
Asset returns and liquidity effects : evidence from a developed but small market
Nguyen, Nhut H.
;
Lo, Ka Hei
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1175-1190
Persistent link: https://www.econbiz.de/10009693387
Saved in:
45
Capital gains, illiquidity, and stock returns
Lei, Xiaoyan
;
Zhou, Yuegang
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 273-293
Persistent link: https://www.econbiz.de/10010346740
Saved in:
46
The impact of trading halts on liquidity and price volatility : evidence from the Australian stock exchange
Frino, Alex
;
Lecce, Steven
;
Segara, Reuben
- In:
Pacific-Basin finance journal
19
(
2011
)
3
,
pp. 298-307
Persistent link: https://www.econbiz.de/10009271683
Saved in:
47
Do liquidity or credit effects explain the behavior of the BKBM-LIBOR differential?
Poskitt, Russell
;
Waller, Bradley
- In:
Pacific-Basin finance journal
19
(
2011
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10009271704
Saved in:
48
Liquidity and stock returns in Japan : new evidence
Ying, Chang Yuk
;
Faff, Robert W.
;
Hwang, Chuan-yang
- In:
Pacific-Basin finance journal
18
(
2010
)
1
,
pp. 90-115
Persistent link: https://www.econbiz.de/10003934648
Saved in:
49
The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
Saved in:
50
Interaction of investor trades and market volatility : evidence from the Tokyo stock exchange
Bae, Kee-hong
;
Yamada, Takeshi
;
Ito, Keiichi
- In:
Pacific-Basin finance journal
16
(
2008
)
4
,
pp. 370-388
Persistent link: https://www.econbiz.de/10003757327
Saved in:
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