Similar Search Results

Inter- and intra-day liquidity patterns on the stock exchange of Hong Kong

Brockman, Paul; Chung, Dennis Y. - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 277-298

Persistent link: https://www.econbiz.de/10001445750

Stock price synchronicity and stock liquidity : international evidence

Brockman, Paul; Đặng Tùng Lâm; Pham, Thu Phuong - In: Journal of empirical finance 79 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015179563

Index inclusion and commonality in liquidity : evidence from the stock exchange of Hong Kong

Brockman, Paul; Chung, Dennis Y. - In: International review of financial analysis 15 (2006) 4/5, pp. 291-305

Persistent link: https://www.econbiz.de/10003377232

Investor protection, adverse selection, and the probability of informed trading

Brockman, Paul; Chung, Dennis Y. - In: Review of quantitative finance and accounting 30 (2008) 2, pp. 111-131

Persistent link: https://www.econbiz.de/10003620889

Liquidity provision in the Hong Kong warrents market : evidence from equity, derivative, and basket warrents

Brockman, Paul; Chung, Dennis Y. - In: Stock market liquidity : implications for market …, (pp. 23-42). 2008

Persistent link: https://www.econbiz.de/10003650450

Commonality under market stress : evidence from an order-driven market

Brockman, Paul; Chung, Dennis Y. - In: International review of economics & finance : IREF 17 (2008) 2, pp. 179-196

Persistent link: https://www.econbiz.de/10003749705

Investor conferences, firm visibility, and stock liquidity

Brockman, Paul; Subasi, Musa; Uzmanoglu, Cihan - In: The financial review : the official publication of the … 52 (2017) 4, pp. 661-699

Persistent link: https://www.econbiz.de/10011771282

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

Search-Based Peer Groups and Commonality in Liquidity

Brockman, Paul; Chung, Dennis Y.; Snow, Neal M. - 2023

We examine search-based peer (SBP) groups proposed by Lee, Ma, and Wang (2015) and their relationship with commonality in liquidity. Our results confirm that SBP affiliation is a significant determinant of commonality in liquidity and, unlike market- and industry-commonality, SBP-commonality has...

Persistent link: https://www.econbiz.de/10014265433

Search-based peer groups and commonality in liquidity

Brockman, Paul; Chung, Dennis Y.; Snow, Neal M. - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 33-77

Persistent link: https://www.econbiz.de/10013543143