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Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market
16 references·1 citing·44 second hopsampled
Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market (2015)Some Hypotheses on Commonality in Liquidi…Ownership structure and stock market liquidity (2010)Ownership structure and stock…Has China Displaced Other Asian Countries’ Exports? (2010)Has China Displaced Other Asi…Commonality in Liquidity: A Global Perspective (2009)Commonality in Liquidity: A G…State ownership, the institutional environment, and auditor choice: Evidence from China (2008)State ownership, the institut…Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount (2008)Information Asymmetry and Ass…Pricing the commonality across alternative measures of liquidity (2007)Pricing the commonality acros…Has China displaced other Asian countries' exports? (2007)Has China displaced other Asi…Liquidity commonality and return co-movement (2005)Liquidity commonality and ret…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Common market makers and commonality in liquidity (2004)Common market makers and comm…Market Microstructure (2003)Market MicrostructureLiquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Corporate ownership structure and the informativeness of accounting earnings in East Asia (2002)Corporate ownership structure…Commonality in Liquidity: Evidence from an Order‐Driven Market Structure (2002)Commonality in Liquidity: Evi…The microstructure of the Chinese stock market (2000)The microstructure of the Chi…Commonality in liquidity (2000)Commonality in liquidityLiquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies (2021)Liquidity Synchronization, It…Liquidity, Information, and Infrequently Traded Stocks (1996)Market Liquidity and Trading Activity (2001)Option market liquidity: Commonality and other characteristics (2009)Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality (2013)The effect of international institutional factors on properties of accounting earnings (2000)Financial accounting information and corporate governance (2001)Earnings management and investor protection: an international comparison (2003)Corporate Philanthropy and Corporate Financial Performance: The Roles of Stakeholder Response and Political Access (2011)Corporate Social Responsibility Reporting in China: Symbol or Substance? (2013)The role of board gender and foreign ownership in the CSR performance of Chinese listed firms (2016)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing and the bid-ask spread (1986)The divergence of liquidity commonality in the cross-section of stocks☆ (2008)Illiquidity Contagion and Liquidity Crashes (2012)Sparse Signals in the Cross‐Section of Returns (2018)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility (2011)Commonality in news around the world (2014)Commonality in Liquidity: A Demand-Side Explanation (2016)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Liquidity risk and the cross-section of hedge-fund returns☆ (2010)The world price of liquidity risk (2010)Transparency and liquidity uncertainty in crisis periods (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Liquidity and leverage (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Market liquidity as a sentiment indicator (2004)Do liquidity measures measure liquidity?☆ (2009)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)China's Financial System: Past, Present, and Future (2008)Investor herding behaviour of Chinese stock market (2013)A review of China-related accounting research in the past 25 years (2022)The Problem of Social Cost (1960)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)Estimating the Value of Political Connections (2001)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)
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References

  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 2002Corporate ownership structure and the informativeness of accounting earnings in East Asia1,919 cited
  • 2000Commonality in liquidity1,748 cited
  • 2008State ownership, the institutional environment, and auditor choice: Evidence from China1,153 cited
  • 2007Pricing the commonality across alternative measures of liquidity585 cited
  • 2008Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount385 cited
  • 2004Common market makers and commonality in liquidity287 cited
  • 2009Commonality in Liquidity: A Global Perspective248 cited
  • 2002Commonality in Liquidity: Evidence from an Order‐Driven Market Structure170 cited
  • 2005Liquidity commonality and return co-movement121 cited
  • 2010Has China Displaced Other Asian Countries’ Exports?117 cited
  • 2007Has China displaced other Asian countries' exports?107 cited
  • 2010Ownership structure and stock market liquidity106 cited
  • 2000The microstructure of the Chinese stock market93 cited
  • 2003

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Market Microstructure
92 cited

Cited by

  • 2021Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies26 cited