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Liquidity, exchange listing, and common stock performance

Citations

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Cited by:

  1. Zhang, Bing & Chen, Wei & Yeh, Chung-Ying, 2021. "Turnover premia in China's stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
  2. Tut, DANIEL, 2024. "Bitcoin, speculative sentiments and crypto-assets valuation," MPRA Paper 120866, University Library of Munich, Germany.
  3. Choi, Gahyun & Park, Kwangyeol & Yi, Eojin & Ahn, Kwangwon, 2023. "Price fairness: Clean energy stocks and the overall market," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
  4. Kehr, Carl-Heinrich & Krahnen, Jan P. & Theissen, Erik, 2001. "The Anatomy of a Call Market," Journal of Financial Intermediation, Elsevier, vol. 10(3-4), pages 249-270, July.
  5. Staglianò, Raffaele & La Rocca, Maurizio & Gerace, Dionigi, 2018. "The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market," Economic Modelling, Elsevier, vol. 70(C), pages 203-214.
  6. OUATTARA, Aboudou, 2016. "Impact of the transition to continous trading on emerging financial market's liquidity : Case study of the West Africa Regional Exchange Market (BRVM)," MPRA Paper 75391, University Library of Munich, Germany.
  7. Nielsson, Ulf, 2009. "Stock exchange merger and liquidity: The case of Euronext," Journal of Financial Markets, Elsevier, vol. 12(2), pages 229-267, May.
  8. Azwar Abdulsalam & Gowri Jayprakash & Abhijeet Chandra, 2020. "On the Pricing of Currency Options under Variance Gamma Process," Papers 2009.14113, arXiv.org.
  9. Capuano, Christian, 2006. "Strategic noise traders and liquidity pressure with a physically deliverable futures contract," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 1-14.
  10. Eduardo Levy Yeyati & Sergio L. Schmukler & Neeltje Van Horen, 2008. "Emerging Market Liquidity and Crises," Journal of the European Economic Association, MIT Press, vol. 6(2-3), pages 668-682, 04-05.
  11. Díaz, Antonio & Escribano, Ana, 2020. "Measuring the multi-faceted dimension of liquidity in financial markets: A literature review," Research in International Business and Finance, Elsevier, vol. 51(C).
  12. Chen, Tsung-Yu & Chao, Ching-Hsiang & Wu, Zhen-Xing, 2021. "Does the turnover effect matter in emerging markets? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  13. Konstantinos Konstantaras & Vasilios Sogiakas, 2019. "Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs," Annals of Operations Research, Springer, vol. 282(1), pages 179-216, November.
  14. Ran Lu-Andrews & John L. Glascock, 2017. "Liquidity, Price Behavior, and Market-related Events," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(2), pages 318-351, March.
  15. Amihud, Yakov, 2002. "Illiquidity and stock returns: cross-section and time-series effects," Journal of Financial Markets, Elsevier, vol. 5(1), pages 31-56, January.
  16. Zeynep Cobandag Guloglu & Cumhur Ekinci, 2022. "Liquidity measurement: A comparative review of the literature with a focus on high frequency," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 41-74, February.
  17. Alexandridis, G. & Sahoo, S. & Visvikis, I., 2017. "Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 98(C), pages 82-104.
  18. Goyenko, Ruslan Y. & Holden, Craig W. & Trzcinka, Charles A., 2009. "Do liquidity measures measure liquidity?," Journal of Financial Economics, Elsevier, vol. 92(2), pages 153-181, May.
  19. Mohamed Arouri & Amal Aouadi & Philippe Foulquier & Frédéric Teulon, 2013. "Can Information Demand Help to Predict Stock Market Liquidity ? Google it !," Working Papers 2013-24, Department of Research, Ipag Business School.
  20. Nina Karnaukh & Angelo Ranaldo & Paul Söderlind, 2015. "Understanding FX Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3073-3108.
  21. Thomas Johann & Erik Theissen, 2013. "Liquidity measures," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 10, pages 238-255, Edward Elgar Publishing.
  22. Joao Amaro de Matos & Joao Mergulhao, 2015. "Debt, information asymmetry and bankers on board," Nova SBE Working Paper Series wp597, Universidade Nova de Lisboa, Nova School of Business and Economics.
  23. Matthias Bank & Martin Larch & Georg Peter, 2011. "Google search volume and its influence on liquidity and returns of German stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 239-264, September.
  24. Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024. "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 91(C).
  25. Weiyu Kuo & Yu‐Ching Li, 2011. "Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets," International Review of Finance, International Review of Finance Ltd., vol. 11(4), pages 417-444, December.
  26. Theoharry Grammatikos & George Papaioannou, 1986. "Market Reaction To Nyse Listings: Tests Of The Marketability Gains Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 215-227, September.
  27. Díaz, Antonio & Escribano, Ana, 2017. "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, vol. 33(C), pages 42-74.
  28. 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.
  29. Díaz, Antonio & Escribano, Ana, 2022. "Liquidity dimensions in the U.S. corporate bond market," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 1163-1179.
  30. repec:hum:wpaper:sfb649dp2016-025 is not listed on IDEAS
  31. Xu, Yanyan & Huang, Dengshi & Ma, Feng & Qiao, Gaoxiu, 2019. "The heterogeneous impact of liquidity on volatility in Chinese stock index futures market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 73-85.
  32. Hee-Joon Ahn & Jun Cai & Cheol-Won Yang, 2018. "Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?," Economies, MDPI, vol. 6(4), pages 1-29, December.
  33. Joachim Grammig & Dirk Schiereck & Erik Theissen, 2000. "Informationsbasierter Aktienhandel über IBIS," Schmalenbach Journal of Business Research, Springer, vol. 52(7), pages 619-642, November.
  34. Jensen, Gerald R. & Moorman, Theodore, 2010. "Inter-temporal variation in the illiquidity premium," Journal of Financial Economics, Elsevier, vol. 98(2), pages 338-358, November.
  35. Nagano, Mamoru, 2018. "What promotes/prevents firm bond issuance in emerging economies: Bank–firm relationship or information asymmetry?," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 161-177.
  36. Amihud, Yakov & Mendelson, Haim & Lauterbach, Beni, 1997. "Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange," Journal of Financial Economics, Elsevier, vol. 45(3), pages 365-390, September.
  37. Konstantinos Konstantaras, & Vasilios Sogiakas, 2014. "The role of convenience yield in going-private transactions," CFI Discussion Papers 1401, Centre for Finance and Investment, Heriot Watt University.
  38. Andy C.N. Kan, 2004. "Resiliency Ability of the Underlying Spot Market after the Introduction of Index Futures Contracts: Evidence from Hong Kong," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(3), pages 269-283, December.
  39. Brown, James R. & Petersen, Bruce C., 2009. "Why has the investment-cash flow sensitivity declined so sharply? Rising R&D and equity market developments," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 971-984, May.
  40. repec:ipg:wpaper:24 is not listed on IDEAS
  41. Chan, Justin S.P. & Hong, Dong & Subrahmanyam, Marti G., 2008. "A tale of two prices: Liquidity and asset prices in multiple markets," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 947-960, June.
  42. Kang, Wenjin & Zhang, Huiping, 2014. "Measuring liquidity in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 49-71.
  43. repec:ipg:wpaper:2013-024 is not listed on IDEAS
  44. Pierpaolo Battigalli & Carlo Chiarella & Stefano Gatti & Tommaso Orlando, 2017. "M&A negotiations with limited information: how do opaque firms buy and get bought?," Working Papers 596, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  45. Charlie X. Cai & David Hillier & Robert Hudson & Kevin Keasey, 2008. "Trading Frictions and Market Structure: An Empirical Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 563-579, April.
  46. Ghysels, Eric & Cherkaoui, Mouna, 2003. "Emerging markets and trading costs: lessons from Casablanca," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 169-198, February.
  47. Nagano, Mamoru, 2017. "Sukuk issuance and information asymmetry: Why do firms issue sukuk?," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 142-157.
  48. Artur Akhmetov & Anna Burova & Natalia Makhankova & Alexey Ponomarenko, 2024. "Measuring Market Liquidity and Liquidity Mismatches Across Sectors," Springer Books, in: Alexander Karminsky & Mikhail Stolbov (ed.), Systemic Financial Risk, chapter 0, pages 131-194, Springer.
  49. David Abad & Antonio Rubia, 1999. "- Evaluation Of The Fixing Trading System In The Spanish Market," Working Papers. Serie EC 1999-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  50. Devlina Chatterjee & Chiranjit Mukhopadhyay, 2013. "Low-dimensional Characterisation of Liquidity of Individual Stocks in the Indian Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(2), pages 151-196, August.
  51. Frino, Alex & Gerace, Dionigi & Lepone, Andrew, 2008. "Liquidity in auction and specialist market structures: Evidence from the Italian bourse," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2581-2588, December.
  52. Danielle Lyssimachou & Pawel Bilinski, 2023. "Does corporate social responsibility affect the institutional ownership of firms in the hospitality and tourism industry?," Tourism Economics, , vol. 29(4), pages 853-879, June.
  53. Muscarella, Chris J. & Piwowar, Michael S., 2001. "Market microstructure and securities values: : Evidence from the Paris Bourse," Journal of Financial Markets, Elsevier, vol. 4(3), pages 209-229, June.
  54. Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2015. "The effects of non-trading on the illiquidity ratio," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 204-228.
  55. Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019. "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 19(9), pages 1473-1489, September.
  56. Thomas C. Chiang & Yuanqing Zhang, 2018. "An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data," IJFS, MDPI, vol. 6(2), pages 1-22, March.
  57. Grossman, Sanford J & Miller, Merton H & Cone, Kenneth R & Fischel, Daniel R & Ross, David J, 1997. "Clustering and Competition in Asset Markets," Journal of Law and Economics, University of Chicago Press, vol. 40(1), pages 23-60, April.
  58. repec:ipg:wpaper:2014-405 is not listed on IDEAS
  59. Aouadi, Amal & Arouri, Mohamed & Teulon, Frédéric, 2013. "Investor attention and stock market activity: Evidence from France," Economic Modelling, Elsevier, vol. 35(C), pages 674-681.
  60. Keunkwan Ryu & Hyun-yeol Shin, 2010. "Liquidity as Price Effect on Time to Sale," Korean Economic Review, Korean Economic Association, vol. 26, pages 307-340.
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