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Do firms issue more equity when markets become more liquid? · Study

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ArticleDo firms issue more equity when markets become more liquid?

Rogier Hanselaar2018

OA

Articlegreen2018

Do firms issue more equity when markets become more liquid?

Rogier Hanselaar · René M. Stulz · Mathijs A. van Dijk

73 citations·0/0 files stored·Journal of Financial Economics

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Corporate Finance and Governance Financial Markets and Investment Strategies Financial Analysis and Corporate Governance

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References

2002Unit root tests in panel data: asymptotic and finite-sample properties 2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 2006Investor Sentiment and the Cross‐Section of Stock Returns 1994Comparing Predictive Accuracy 1986Asset pricing and the bid-ask spread 2008Market Liquidity and Funding Liquidity 2002Market Timing and Capital Structure

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2014The Empirical Analysis of Liquidityarticle · 23 shared references 2016Do Firms Issue More Equity When Markets Become More Liquid?preprint · 21 shared references 2014Do markets anticipate capital structure decisions? — Feedback effects in equity liquidityarticle · 16 shared references 2011Understanding commonality in liquidity around the worldarticle · 14 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 14 shared references 2012Market Liquidity -- Theory and Empirical Evidencereport · 14 shared references

Details

Year2018

Typearticle

Published2018-12-24

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations73

Files0 public / 0

ShelfCorporate Finance and Governance

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doi10.1016/j.jfineco.2018.12.004

openalex_workW3122931130

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