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Liquidity Shocks and Stock Market Reactions · Study

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PreprintLiquidity Shocks and Stock Market Reactions

Turan G. Bali2012

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Preprintgreen2012

Liquidity Shocks and Stock Market Reactions

Turan G. Bali · Lin Peng · Yannan Shen · Yi Tang

16 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Continuous Auctions and Insider Trading 1968An Empirical Evaluation of Accounting Income Numbers 1986Asset pricing and the bid-ask spread 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

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2016Liquidity and equity returns in Borsa Istanbul

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2013Liquidity Shocks and Stock Market Reactionsarticle · 51 shared references 2016Empirical Asset Pricing: The Cross Section of Stock Returnsarticle · 29 shared references 2015… and the Cross-Section of Expected Returnsarticle · 24 shared references 2022Liquidity components: Commonality in liquidity, underreaction, and equity returnsarticle · 24 shared references 2007Liquidity and Expected Returns: Lessons from Emerging Marketsarticle · 23 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 23 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2020476

openalex_workW2098128606

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