Liquidity risk and stock performance during the financial crisis-Reference-Cited by-同舟云学术

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Liquidity risk and stock performance during the financial crisis

Published:2020-04 Issue: Volume:52 Page:101165
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Dang Tung Lam,Nguyen Thi Minh Hue

Funder

National Foundation for Science and Technology Development

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference40 articles.

1. A simple estimation of bid-ask spreads from daily close, high, and low prices;Abdi;Rev. Financ. Stud.,2017

2. Asset pricing with liquidity risk;Acharya;J. financ. econ.,2005

3. Which liquidity proxy measures liquidity best in emerging markets?;Ahn;Economies,2018

4. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econ.,1986

5. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

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1. COVID-19 and persistence in the stock market: a study on a leading emerging market;International Journal of Disclosure and Governance;2024-06-17

2. Covid-19 severity, government responses and stock market reactions: a study of 14 highly affected countries;The Journal of Risk Finance;2024-01-03

3. Flight-to-Liquidity and Excess Stock Return: Empirical Evidence from a Dynamic Panel Model;Journal of Risk and Financial Management;2023-12-12

4. Extreme illiquidity and stock returns: Evidence from Thailand market;Pacific-Basin Finance Journal;2023-12

5. Commonality in Liquidity: Evidence from Emerging Asian Actively-Managed Equity Funds;Asian Academy of Management Journal of Accounting and Finance;2023-11-30

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