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Evaluating the Liquidity of Stocks using Transaction Data
Ivanchuk, Nataliya - 2004
In recent years a substantial amount of literature in one way or another deals with liquidity. The interest in it grows … measures of liquidity and publish them in the regular reports. But as in literature, there is still no consensus as what … liquidity really means and how it should be measured, or reported, understood or predicted, as the consistent summary of what …
Persistent link: https://www.econbiz.de/10009471789
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Essays on empirical asset pricing
Titman, Sheridan (contributor) - 2011
pricing literature. In the first essay, I investigate whether foreign institutional investors affect stock liquidity in … higher liquidity. However, it is difficult to interpret the causal relation of this finding because institutional investors … experiment suggests a causal link between foreign institutional investors and liquidity. Consistent with the predictions of …
Persistent link: https://www.econbiz.de/10009429351
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Determinants and Effects of Maturity Mismatches in Emerging Markets: Evidence from Bank Level Data
Aysun, Uluc - 2006
Despite the extensive work on currency mismatches, research on the determinants and effects of maturity mismatches is scarce. In this paper I show that emerging market maturity mismatches are negatively affected by capital inflows and price volatilities. Furthermore, I find that banks with low...
Persistent link: https://www.econbiz.de/10009430092
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14.661 Labor Economics I, Fall 2006
Pischke, Jorn-Steffen; Angrist, Joshua - 2006
Neoclassical analysis of the labor market and its institutions. A systematic development of the theory of labor supply, labor demand, and human capital. Topics discussed also include wage and employment determination, turnover, search, immigration, unemployment, equalizing differences, and...
Persistent link: https://www.econbiz.de/10009432547
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Financial Markets and Public Information
Storkenmaier, Andreas - 2011
Newswire messages make up a major part of the public information set available to investors. The last decades have seen drastic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market...
Persistent link: https://www.econbiz.de/10009434499
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The Economics of Algorithmic Trading
Riordan, Ryan - 2009
. This work presents one of the first studies of algorithmic trading and its impact on information and liquidity in equity …
Persistent link: https://www.econbiz.de/10009434601
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Financial markets and public information
Storkenmaier, Andreas - 2011
The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently,...
Persistent link: https://www.econbiz.de/10009434669
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The determinants of financial ratio disclosures and quality: Australian evidence
Aripin, Norhani - 2010
are slightly more popular ratios (still below 10%) with virtually no communication of the Liquidity and Cash Flow sub …
Persistent link: https://www.econbiz.de/10009434870
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THE EFFECT OF ETFS ON STOCK LIQUIDITY
Hamm, Sophia J. W. - 2010
This paper investigates the effect of the introduction of exchange-traded funds (ETFs) on the liquidity of individual …
Persistent link: https://www.econbiz.de/10009439204