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Chan, Kalok; Hameed, Allaudeen; Tong, Wilson H. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 153-172

Persistent link: https://www.econbiz.de/10001510053

Investor Heterogeneity and Liquidity

Chan, Kalok; Cheng, Si; Hameed, Allaudeen - 2021

Fund flows are more correlated among funds with similar investment horizon, consistent with correlated demand for liquidity. We find that stocks held by institutions with more heterogeneous investment horizon are more liquid and have lower volatility of liquidity. Identification tests confirm...

Persistent link: https://www.econbiz.de/10013247245

Stock price synchronicity and liquidity

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Stock price synchronicity and analyst coverage in emerging markets

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Investor heterogeneity and liquidity

Chan, Kalok; Cheng, Si; Hameed, Allaudeen - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2798-2833

Persistent link: https://www.econbiz.de/10013428943

Opening prices on the ASX and the SES

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Opening prices on the ASX and the SES

McInish, Thomas H.; Frino, Alex; Lau, Sie-ting - 1995

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