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Stock market liquidity and trading activity: Is China different? · Study

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ArticleStock market liquidity and trading activity: Is China different?

Rui Ma2018

Article2018

Stock market liquidity and trading activity: Is China different?

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

60 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

2002Illiquidity and stock returns: cross-section and time-series effects 2001Market Liquidity and Trading Activity 2006Up Close and Personal: Investor Sophistication and the Disposition Effect 2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis 2007Herding behavior in Chinese stock markets: An examination of A and B shares 2010Stock Market Declines and Liquidity 2012Evaporating Liquidity 2011What Are the Best Liquidity Proxies for Global Research?

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2019Herding and equity market liquidity in emerging market. Evidence from Vietnam 2019Herding in the Singapore stock Exchange 2020Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets

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Year2018

Typearticle

Published2018-01-02

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations60

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2017.12.010

openalex_workW3125820675

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