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COVID-19 and the Stock Market : Liquidity, Pricing Efficiency, and Trading

Chung, Kee H.; Chuwonganant, Chairat - 2021

This paper shows that COVID-19 is associated with a decrease in liquidity and increased pricing efficiency and trading activities before the NYSE closed its trading floor. The closure of the trading floor led to a reduction of liquidity, pricing efficiency, and trading activities on the NYSE....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013241364

Liquidity and Information Flow Around Monetary Policy Announcements

Chung, Kee H. - 2012

We analyze the effects of monetary policy announcements on stock market liquidity using intraday data. We show that the impairment in liquidity associated with policy announcements occurs primarily after, rather than before, the announcements, and is relatively short-lived, lasting about 1.5...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013115522

Tick size and price efficiency : further evidence from the Tick Size Pilot Program

Chung, Kee H.; Chuwonganant, Chairat - In: Financial management : FM 52 (2023) 3, pp. 483-511

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014375503

Liquidity and information flow around monetary policy announcement

Chung, Kee H.; Elder, John; Kim, Jang-chul - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 781-820

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010197619

Liquidity and returns of target shareholders in the market for corporate control : evidence from the US markets

Lee, Kaun Y.; Chung, Kee H. - In: Journal of business finance & accounting : JBFA 40 (2013) 1/2, pp. 142-171

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009729506

Corporate governance, legal system, and stock market liquidity : evidence around the world

Chung, Kee H.; Kim, Joon-seok; Park, Kwangwoo; Sung, … - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 686-703

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009705235

Uncertainty, market structure, and liquidity

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial economics 113 (2014) 3, pp. 476-499

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010495807

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010437266

Market volatility and stock returns : the role of liquidity providers

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 37 (2018), pp. 17-34

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012001008

Trade duration, informed trading, and option moneyness

Chung, Kee H.; Park, Seongkyu Gilbert; Ryu, Doojin - In: International review of economics & finance : IREF 44 (2016), pp. 395-411

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011626088