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Systematic liquidity and the funding liquidity hypothesis
16 references·3 citing·38 second hop
Systematic liquidity and the funding liquidity hypothesis (2013)Systematic liquidity and the funding liqu…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms☆ (2007)Politically connected CEOs, c…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…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…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Financing Constraints and Corporate Investment (1988)Financing Constraints and Cor…Financing Constraints and Corporate Investment (1987)Financing Constraints and Cor…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Does the turnover effect matter in emerging markets? Evidence from China (2021)Does the turnover effect matt…Liquidity commonality and high frequency trading: Evidence from the French stock market (2019)Liquidity commonality and hig…Are Stock Price More Informative after Dual-Listing in Emerging Markets? Evidence from Hong Kong-Listed Chinese Companies (2015)Are Stock Price More Informat…Market structure, information, futures markets, and price formation. (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The Theory of Investment Value, by John Burr Williams (1939)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Law and Finance (1998)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)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 Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)
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References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 1988Financing Constraints and Corporate Investment5,566 cited
  • 2008Market Liquidity and Funding Liquidity5,147 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
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  • 2005Asset pricing with liquidity risk2,892 cited
  • 2007Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms☆

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2,736 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • Cited by

    • 2015Are Stock Price More Informative after Dual-Listing in Emerging Markets? Evidence from Hong Kong-Listed Chinese Companies23 cited
    • 2019Liquidity commonality and high frequency trading: Evidence from the French stock market21 cited
    • 2021Does the turnover effect matter in emerging markets? Evidence from China16 cited