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Economic policy uncertainty and stock market liquidity: Evidence from G7 countries
16 references·2 citing·39 second hop
Economic policy uncertainty and stock market liquidity: Evidence from G7 countries (2019)Economic policy uncertainty and stock mar…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)The Asset-Pricing Implication…Policy Uncertainty and Corporate Investment (2015)Policy Uncertainty and Corpor…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Do liquidity measures measure liquidity?☆ (2009)Do liquidity measures measure…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Estimating the components of the bid/ask spread (1988)Estimating the components of …Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors (2023)Economic policy uncertainty, …Does trade policy uncertainty increase commercial banks’ risk-taking? Evidence from China (2023)Does trade policy uncertainty…Understanding business cycles (1977)The Value of Waiting to Invest (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)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)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)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 Role of Monetary Policy (1995)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Financial intermediation and growth: Causality and causes (2000)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
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  • 2005Asset pricing with liquidity risk2,816 cited
  • 2015Policy Uncertainty and Corporate Investment2,524 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 1988Estimating the components of the bid/ask spread1,612 cited
  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty

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  • 2023Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors67 cited
  • 2023Does trade policy uncertainty increase commercial banks’ risk-taking? Evidence from China28 cited