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Measuring liquidity on stock market: impact on liquidity ratio
11 references·3 citing·47 second hopsampled
Measuring liquidity on stock market: impact on liquidity ratio (2012)Measuring liquidity on stock market: impa…Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange* (2012)Market Microstructure and Sec…Stock exchange merger and liquidity: The case of Euronext (2008)Stock exchange merger and liq…Ownership level, ownership concentration and liquidity (2007)Ownership level, ownership co…Liquidity and Asset Prices (2006)Liquidity and Asset PricesIlliquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…A Century of Stock Market Liquidity and Trading Costs (2002)A Century of Stock Market Liq…Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory (2000)Trading Volume: Definitions, …Price Momentum and Trading Volume (2000)Price Momentum and Trading Vo…Short-term traders and liquidity: (1998)Short-term traders and liquid…Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange (1997)Market microstructure and sec…Higher-order moments in portfolio selection problems: A comprehensive literature review (2023)Higher-order moments in portf…A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure (2022)A novel approach to incorpora…Modelling and constructing membership function for uncertain portfolio parameters: A credibilistic framework (2016)Modelling and constructing me…Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (1996)Illiquidity and Stock Returns Cross-Section and Time-Series Effects* (2012)Trader Leverage and Liquidity (2017)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Common risk factors in the returns on stocks and bonds (1993)Research in emerging markets finance: looking to the future (2002)Flight to Quality, Flight to Liquidity, and the Pricing of Risk (2004)Recent trends in trading activity and market quality (2011)An Intertemporal Capital Asset Pricing Model (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Orderimbalance, Liquidity and Market Returns (2001)What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data (2008)What explains the dynamics of 100 anomalies? (2015)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Herding dynamics in exchange groups: Evidence from Euronext (2014)Trading in Fragmented Markets (2019)Stock Market Liquidity: A Literature Review (2021)Econometric Analysis of Cross Section and Panel Data (2001)Foreign institutional ownership and stock market liquidity: Evidence from Indonesia (2009)Blockholders: A Survey of Theory and Evidence (2016)Social Proximity to Capital: Implications for Investors and Firms (2021)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Cross-Section of Expected Stock Returns (1992)Valuation in Over-the-Counter Markets (2007)Corporate bond liquidity before and after the onset of the subprime crisis (2011)Does Earnings Quality Affect Information Asymmetry? Evidence from Trading Costs* (2012)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Measuring security price performance (1980)A Theory of Intraday Patterns: Volume and Price Variability (1988)Presidential Address: Liquidity and Price Discovery (2003)Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆ (2006)Deviations from Put-Call Parity and Stock Return Predictability (2010)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market liquidity as a sentiment indicator (2004)Individualism and Momentum around the World (2010)Time Series Momentum (2011)Liquidity Risk and Expected Stock Returns (2001)Stock market liquidity and firm value☆ (2009)Understanding commonality in liquidity around the world (2011)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2000Price Momentum and Trading Volume1,593 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects949 cited
  • 2006Liquidity and Asset Prices821 cited
  • 1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange652 cited
  • 2002A Century of Stock Market Liquidity and Trading Costs484 cited
  • 2007Ownership level, ownership concentration and liquidity310 cited
  • 2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory218 cited
  • 1998Short-term traders and liquidity:122 cited
  • 2008Stock exchange merger and liquidity: The case of Euronext98 cited
  • 2012Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange*61 cited

Cited by

  • 2022A novel approach to incorporate investor’s preference in fuzzy multi-objective portfolio selection problem using credibility measure55 cited
  • 2016Modelling and constructing membership function for uncertain portfolio parameters: A credibilistic framework43 cited
  • 2023Higher-order moments in portfolio selection problems: A comprehensive literature review41 cited

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