Similar Search Results

Liquidity Shocks and the Negative Premium of Liquidity Volatility Around the World

Feng, Frank Yulin; Kang, Wenjin; Zhang, Huiping - 2023

We find that liquidity volatility negatively predicts stock returns in global markets. This relationship holds for … different liquidity measures and cannot be explained by the idiosyncratic volatility effect. This puzzle can be explained by the … asymmetric impact of liquidity increase and decrease on expected returns. Since the price decline following liquidity decrease …

Persistent link: https://www.econbiz.de/10014356028

The bright side of foreign competition : import penetration and default risk

Atawnah, Nader; Baghdadi, Ghasan A.; Huu Nhan Duong; … - In: Critical finance review 14 (2025) 2, pp. 233-275

Persistent link: https://www.econbiz.de/10015410030

Board characteristics and corporate financial distress : the Indian evidence

Hussain, Ibrahim; Mukherjee, Tutun - In: International journal of corporate governance : IJCG 15 (2025) 2, pp. 127-160

Persistent link: https://www.econbiz.de/10015410114

Liquidity risk and currency premia

Söderlind, Paul; Somogyi, Fabricius - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 518-537

Persistent link: https://www.econbiz.de/10015410141

Lash risk and interest rates

Alfaro, Laura; Bahaj, Saleem; Czech, Robert; Hazell, … - 2025

Persistent link: https://www.econbiz.de/10015410183

What makes hfts tick? : tick size changes and information advantage in a market with fast and slow traders

Chaboud, Alain P.; Dao, Avery; Vega, Clara; Zikes, Filip - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 553-583

Persistent link: https://www.econbiz.de/10015410186

The bank-firm relationship in default prediction models : an analysis on a sample of Italian firms

Formisano, Vincenzo; Gallucci, Carmen; Modina, Michele; … - 2016

The aim of this paper is to evaluate the contribution of several aspects of the bank-firm relationships in anticipating the corporate default event at least one year before. Using a unique dataset on a sample of 113 co-operative credit banks and about 12,000 firms operating in Italy, between...

Persistent link: https://www.econbiz.de/10015409625

Board characteristics and corporate financial distress : the Indian evidence

Hussain, Ibrahim; Mukherjee, Tutun - In: International journal of corporate governance : IJCG 15 (2025) 2, pp. 127-160

Persistent link: https://www.econbiz.de/10015409628

Investors as a liquidity backstop in corporate bond markets

Comerton-Forde, Carole; Ford, Billy; Foucault, Thierry; … - 2025

Persistent link: https://www.econbiz.de/10015409633

The liquidity crisis abroad

Alai̕, Heshmat - In: The American economic review 37 (1947) 5, pp. 908-910

Persistent link: https://www.econbiz.de/10001821452