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Liquidity and stock returns: Evidence from a pure order-driven market using a new liquidity proxy

Marshall, Ben R. - In: International review of financial analysis 15 (2006) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10003286071

Liquidity and stock returns in pure order-driven markets : evidence from the Australian stock market

Marshall, Ben R.; Young, Martin - In: International review of financial analysis 12 (2003) 2, pp. 173-188

Persistent link: https://www.econbiz.de/10001769980

The liquidity of active ETFs

Pham, Son D.; Marshall, Ben R.; Nguyen, Nhut; … - In: Global finance journal 49 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012887207

Bitcoin Liquidity

Marshall, Ben R. - 2019

Bitcoin is emerging as a popular financial asset and means of transacting. However, little is known about its liquidity. We consider whether various dimensions evident in other asset class liquidity apply to bitcoin liquidity. We find there is both substantial variation in the level of liquidity...

Persistent link: https://www.econbiz.de/10012899053

Predicting ETF liquidity

Pham, Son Duy; Marshall, Ben R.; Nguyen, Nhut; … - In: Australian journal of management 49 (2024) 3, pp. 478-508

Persistent link: https://www.econbiz.de/10015210660

Liquidity commonality in commodities

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20

Persistent link: https://www.econbiz.de/10009675559

Liquidity measurement in frontier markets

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of international financial markets, … 27 (2013), pp. 1-12

Persistent link: https://www.econbiz.de/10010411756

Commodity liquidity measurement and transaction costs

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: The review of financial studies 25 (2012) 2, pp. 599-638

Persistent link: https://www.econbiz.de/10009515803

International stock market liquidity : a review

Ma, Rui; Anderson, Hamish D.; Marshall, Ben R. - In: Managerial finance 42 (2016) 2, pp. 118-135

Persistent link: https://www.econbiz.de/10011539313

Frontier market transaction costs and diversification

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Journal of financial markets 24 (2015), pp. 1-24

Persistent link: https://www.econbiz.de/10011477227