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Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence · Study

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ArticleMarket Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence

Rui Ma2017

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Articlegreen2017

Market Volatility, Liquidity Shocks, and Stock Returns: Worldwide Evidence

Rui Ma · Hamish D. Anderson · Ben R. Marshall

23 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 2002Illiquidity and stock returns: cross-section and time-series effects 1986Asset pricing and the bid-ask spread 2008Market Liquidity and Funding Liquidity 2006The Cross‐Section of Volatility and Expected Returns 2005Asset pricing with liquidity risk 2014High-Frequency Trading and Price Discovery 2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!

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2024Technology and automation in financial trading: A bibliometric review

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Year2017

Typearticle

Published2017-01-01

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2018.04.008

openalex_workW2801850593

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