We find that equity option liquidity increases stock price crash risk. This effect is robust to different measures of … option liquidity and crash risk, alternative weighting schemes, option moneyness, and is not spurious due to endogeneity … issues. The option liquidity-stock crash risk causality is also a unique phenomenon, not a manifestation of higher crash risk …

liquidity, and government regulations …

The study empirically investigates the impact of liquidity management on financial performance of deposit money bank in …

.By studying 3-months LIBOR futures, this paper evaluates the consequences four scandal-related events have had on liquidity and … discontinuation and to draw the relevant policy lessons. One finding is that the liquidity outflows necessitated by the …

Developing a systemic liquidity stress testing tool is challenging due to data constraints and hard-to-model behavioral … factors. There has yet to be a uniformly accepted model partly because the nature of systemic liquidity risks differs … significantly across countries. This paper offers a simple Excel-based tool to assess the high-level impact of aggregate liquidity …

The absence of liquidity in the stock market causes uneasiness in the market. Proper trading strategies are devised … when liquidity is present making the magnitude of returns determinable. The study investigated stock market liquidity … methodology to aid in investigating and forecasting future stock market liquidity levels. Monthly statistics from January 2018 to …

This paper examines the relationships among liquidity, earnings management, and stock expected returns by using a … increase in stock liquidity is associated with a decrease in the degree of earnings management. This result is robust to the … liquidity component of earnings management is positively associated with future stock returns in Chinese firms. Our results …