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Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment

Citations

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Cited by:

  1. Patricia Lindelwa Makoni, 2018. "FDI and FPI Determinants in Developing African Countries," Journal of Economics and Behavioral Studies, AMH International, vol. 9(6), pages 252-263.
  2. Hearn, Bruce, 2011. "Modelling size and liquidity in North African industrial sectors," Emerging Markets Review, Elsevier, vol. 12(1), pages 21-46, March.
  3. Agata Gniadkowska-Szymańska, 2022. "The liquidity of shares and the risk of bankruptcy," Bank i Kredyt, Narodowy Bank Polski, vol. 53(6), pages 565-586.
  4. Stereńczak, Szymon & Zaremba, Adam & Umar, Zaghum, 2020. "Is there an illiquidity premium in frontier markets?," Emerging Markets Review, Elsevier, vol. 42(C).
  5. Donou-Adonsou, Ficawoyi, 2019. "Colonialism ties and stock markets: Evidence from Sub-Saharan Africa," Research in International Business and Finance, Elsevier, vol. 47(C), pages 327-343.
  6. Akisik, Orhan, 2020. "The impact of financial development, IFRS, and rule of LAW on foreign investments: A cross-country analysis," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 815-838.
  7. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).
  8. Lumengo Bonga-Bonga & Ekerete Umoetok, 2016. "The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010: Evidence from South Africa," Applied Economics, Taylor & Francis Journals, vol. 48(42), pages 3999-4018, September.
  9. Bello, Jaliyyah & Guo, Jiaqi & Newaz, Mohammad Khaleq, 2022. "Financial contagion effects of major crises in African stock markets," International Review of Financial Analysis, Elsevier, vol. 82(C).
  10. Boamah, Nicholas Addai & Watts, Edward & Loudon, Geoffrey, 2017. "Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models," Journal of Economics and Business, Elsevier, vol. 92(C), pages 29-44.
  11. Diana MureÅŸan, 2012. "Retrospective Of Financial Reporting On Capital Market," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 2(14), pages 1-8.
  12. Hearn, Bruce, 2014. "The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa," Research in International Business and Finance, Elsevier, vol. 30(C), pages 91-110.
  13. Lischewski, Judith & Voronkova, Svitlana, 2012. "Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?," Emerging Markets Review, Elsevier, vol. 13(1), pages 8-25.
  14. Rogers Ochenge & Peter Muriu & Rose Ngugi, 2021. "Macroeconomic Conditions and Stock Market Liquidity in Kenya," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(12), pages 1-47, December.
  15. McWalter, Thomas A. & Ritchken, Peter H., 2022. "Black economic empowerment regulation and risk incentives," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  16. Edward A. E. Jones & Anthony K. Kyiu & Hao Li, 2021. "Earnings informativeness and trading frequency: Evidence from African markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1064-1086, January.
  17. Machokoto, Michael & Areneke, Geofry & Ibrahim, Boulis Maher, 2020. "Rising corporate debt and value relevance of supply-side factors in South Africa," Journal of Business Research, Elsevier, vol. 109(C), pages 26-37.
  18. George Milunovich & Jelena Minović, 2014. "Local and global illiquidity effects in the Balkans frontier markets," Applied Economics, Taylor & Francis Journals, vol. 46(31), pages 3861-3873, November.
  19. Machokoto, Michael & Mahonye, Nyasha & Makate, Marshall, 2022. "Short-term financing sources in Africa: Substitutes or complements?," Research in International Business and Finance, Elsevier, vol. 60(C).
  20. Seth Armitage & Janusz Brzeszczyński & Anna Serdyuk, 2014. "Liquidity Measures and Cost of Trading in an Illiquid Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 13(2), pages 155-196, August.
  21. Kingsley Y. L. Fong & Craig W. Holden & Charles A. Trzcinka, 2017. "What Are the Best Liquidity Proxies for Global Research?," Review of Finance, European Finance Association, vol. 21(4), pages 1355-1401.
  22. Boamah, Nicholas Addai & Loudon, Geoffrey & Watts, Edward J., 2017. "Structural breaks in the relative importance of country and industry factors in African stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 79-88.
  23. Elbannan, Mohamed A., 2013. "Do analysts follow emerging economy firms with higher intangible assets? Empirical evidence from Egypt," Advances in accounting, Elsevier, vol. 29(1), pages 50-59.
  24. Butt, Hilal Anwar & Demirer, Riza & Sadaqat, Mohsin & Suleman, Muhammad Tahir, 2022. "Do emerging stock markets offer an illiquidity premium for local or global investors?," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 502-515.
  25. Assefa, Tibebe A. & Mollick, André Varella, 2014. "African stock market returns and liquidity premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 325-342.
  26. Manpreet Kaur & Surendra S. Yadav & Vinayshil Gautam, 2013. "Financial System Development and Foreign Direct Investment: A Panel Data Study for BRIC Countries," Global Business Review, International Management Institute, vol. 14(4), pages 729-742, December.
  27. repec:oup:rfinst:v:21:y:2017:i:4:p:1355-1401. is not listed on IDEAS
  28. Mersland, Roy & Randøy, Trond & Strøm, Reidar Øystein, 2011. "The impact of international influence on microbanks' performance: A global survey," International Business Review, Elsevier, vol. 20(2), pages 163-176, April.
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