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Stock market liquidity and trading activity: Is China different?
16 references·3 citing·48 second hopsampled
Stock market liquidity and trading activity: Is China different? (2018)Stock market liquidity and trading activi…The illiquidity premium: International evidence (2015)The illiquidity premium: Inte…China׳s secondary privatization: Perspectives from the Split-Share Structure Reform (2014)China׳s secondary privatizati…Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market (2013)Short-selling, margin-trading…Investor herding behaviour of Chinese stock market (2013)Investor herding behaviour of…A simple approximation of intraday spreads using daily data (2013)A simple approximation of int…Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis (2012)Short‐Selling Bans Around the…Evaporating Liquidity (2012)Evaporating LiquidityWhat Segments Equity Markets? (2011)What Segments Equity Markets?What Are the Best Liquidity Proxies for Global Research? (2011)What Are the Best Liquidity P…Tunneling or propping: Evidence from connected transactions in China (2010)Tunneling or propping: Eviden…Stock Market Declines and Liquidity (2010)Stock Market Declines and Liq…What Segments Equity Markets? (2009)What Segments Equity Markets?Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Up Close and Personal: Investor Sophistication and the Disposition Effect (2006)Up Close and Personal: Invest…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets (2020)Short-selling, margin-trading…Herding in the Singapore stock Exchange (2019)Herding in the Singapore stoc…Herding and equity market liquidity in emerging market. Evidence from Vietnam (2019)Herding and equity market liq…Herd Behavior and Investment (1988)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Herding in financial markets: a review of the literature (2013)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Measuring the Information Content of Stock Trades (1991)Does Family Control Matter? International Evidence from the 2008–2009 Financial Crisis (2013)Short Selling and Earnings Management: A Controlled Experiment (2015)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Do Retail Trades Move Markets? (2008)The Behavior of Individual Investors (2013)Disaster on the horizon: The price effect of sea level rise (2019)Law and Finance (1998)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)Corporate finance and governance in emerging markets: A selective review and an agenda for future research (2010)Does Confucianism Reduce Minority Shareholder Expropriation? Evidence from China (2014)Does institutional ownership influence firm performance? Evidence from China (2017)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)Asset pricing with liquidity risk (2005)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Measuring Liquidity in Bond Markets (2013)A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (2017)Slow Moving CapitalDynamic Conditional Correlation (2002)Liquidity Risk and Expected Stock Returns (2003)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)The relationship between return and market value of common stocks (1981)Asset pricing and the bid-ask spread (1986)Market liquidity as a sentiment indicator (2004)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)Recasting the Iron Rice Bowl: The Reform of China's State-Owned Enterprises (2016)Privatization, State Capitalism, and State Ownership of Business in the 21st Century (2017)A review of China-related accounting research in the past 25 years (2022)The Flash Crash: High-Frequency Trading in an Electronic Market (2011)Does realized skewness predict the cross-section of equity returns? (2015)Tail risk premia and return predictability (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 2006Up Close and Personal: Investor Sophistication and the Disposition Effect841 cited
  • 2012Short‐Selling Bans Around the World: Evidence from the 2007–09 Crisis649 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited
  • 2010Stock Market Declines and Liquidity626 cited
  • 2012Evaporating Liquidity525 cited
  • 2011What Are the Best Liquidity Proxies for Global Research?507 cited
  • 2010Tunneling or propping: Evidence from connected transactions in China474 cited
  • 2014China׳s secondary privatization: Perspectives from the Split-Share Structure Reform415 cited
  • 2011What Segments Equity Markets?406 cited
  • 2015The illiquidity premium: International evidence389 cited
  • 2013Investor herding behaviour of Chinese stock market352 cited
  • 2013A simple approximation of intraday spreads using daily data340 cited
  • 2013Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market322 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2009
What Segments Equity Markets?
260 cited

Cited by

  • 2019Herding and equity market liquidity in emerging market. Evidence from Vietnam42 cited
  • 2019Herding in the Singapore stock Exchange39 cited
  • 2020Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets36 cited