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International Capital Flows and Liquidity
16 references·1 citing·44 second hop
International Capital Flows and Liquidity (2011)International Capital Flows and LiquidityDoes Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…The law and economics of self-dealing (2008)The law and economics of self…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)The Colors of Investors' Mone…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …What Determines Corporate Transparency? (2004)What Determines Corporate Tra…The determinants of cross-border equity flows (2004)The determinants of cross-bor…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…Law and Finance (1998)Law and FinanceGeneralized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Law and Finance (1996)Law and FinanceImpulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…How is Liquidity Priced in Global Markets? (2020)How is Liquidity Priced in Gl…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Law, finance, and economic growth in China (2005)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Economic Consequences of Legal Origins (2008)Women on Boards and Firm Financial Performance: A Meta-Analysis (2014)Do institutional investors drive corporate social responsibility? International evidence (2018)Financial intermediation and growth: Causality and causes (2000)
this work references cited by second hop

References

  • 1998Law and Finance17,902 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 2008The law and economics of self-dealing3,514 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1996Law and Finance2,451 cited
  • 2004What Determines Corporate Transparency?2,192 cited
  • 2007The Colors of Investors' Money: The Role of Institutional Investors Around the World2,025 cited
  • 2004The determinants of cross-border equity flows1,722 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited

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  • 2020How is Liquidity Priced in Global Markets?17 cited