The coherence of liquidity measures. The evidence from the emerging market
Author:
Funder
Polish National Science Center
Publisher
Elsevier BV
Subject
Finance
Reference17 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002
2. The pricing of illiquidity as a characteristic and as risk;Amihud;Multinatl. Finance J.,2015
3. Liquidity and expected returns: lessons from emerging markets;Bekaert;Rev. Financial Stud.,2007
4. Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks;Boudt;J. Financial Mark.,2014
5. Trading activity and expected stock returns;Chordia;J. Financial Econ.,2001
Cited by 23 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. The Effect of Analysts’ Reports on Stock Liquidity: The Interaction of Ratings and Qualitative Indicators;Journal of Behavioral Finance;2024-08-16
2. Stock liquidity, financial constraints, and innovation in Chinese SMEs;Financial Innovation;2024-02-29
3. Determinants of liquidity in cryptocurrency markets;Digital Finance;2023-01-24
4. Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index;PLOS ONE;2022-11-17
5. Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets;International Journal of Emerging Markets;2022-10-28
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3