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Stock Market Liquidity and Macro-Liquidity Shocks : Evidence from the 2007-2009 Financial Crisis

Florackis, Chris - 2014

We develop an empirical framework that links micro-liquidity, macro-liquidity and stock prices. We provide evidence of a strong link between macro-liquidity shocks and the returns of UK stock portfolios constructed on the basis of micro-liquidity measures between 1999-2012. Specifically,...

Persistent link: https://www.econbiz.de/10013067362

Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios' returns : the role of the financial crisis

Florackis, Chris; Kontonikas, Alexandros; Kostakis, … - 2011

Persistent link: https://www.econbiz.de/10009349720

Stock market liquidity and macro-liquidity shocks : evidence from the 2007 - 2009 financial crisis

Florackis, Chris; Kontonikas, Alexandros; Kostakis, … - 2013

Persistent link: https://www.econbiz.de/10010235532

Stock market liquidity and macro-liquidity shocks : evidence from the 2007 - 2009 financial crisis

Florackis, Chris; Kontonikas, Alexandros; Kostakis, … - In: Journal of international money and finance 44 (2014), pp. 97-117

Persistent link: https://www.econbiz.de/10010391078

Monetary policy shocks and financially constrained stock returns : the effects of the financial crisis

Balafas, Nikolaos; Florackis, Chris; Kostakis, Alexandros - In: International review of financial analysis 58 (2018), pp. 69-90

Persistent link: https://www.econbiz.de/10012006394

Herding behavior in REITs : novel tests and the role of financial crisis

Philippas, Nikolaos; Economou, Fotini; Babalos, Vassilios; … - In: International review of financial analysis 29 (2013), pp. 166-174

Persistent link: https://www.econbiz.de/10010244107

Systemic risk, real GDP growth, and sentiment

Kanas, Angelos; Zervopoulos, Panagiotis D. - In: Review of quantitative finance and accounting 57 (2021) 2, pp. 461-485

Persistent link: https://www.econbiz.de/10012549955

Macro stress testing the U.S. banking system

Kanas, Angelos; Molyneux, Philip - In: Journal of international financial markets, … 54 (2018), pp. 204-227

Persistent link: https://www.econbiz.de/10011984051

Federal home loan bank advances and systemic risk

Kanas, Angelos; Zervopoulos, Panagiotis D. - In: Review of quantitative finance and accounting 59 (2022) 4, pp. 1525-1557

Persistent link: https://www.econbiz.de/10013459398

Systemic risk and CO2 emissions in the U.S.

Kanas, Angelos; Molyneux, Philip; Zervopoulos, Panagiotis D. - In: Journal of financial stability 64 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014284889