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Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies
16 references·2 citing·48 second hopsampled
Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies (2021)Liquidity Synchronization, Its Determinan…Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2013)Liquidity in the Foreign Exch…Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises (2012)Illiquidity or credit deterio…Understanding commonality in liquidity around the world (2011)Understanding commonality in …Stock Market Liquidity and the Business Cycle (2011)Stock Market Liquidity and th…Stock Market Declines and Liquidity (2010)Stock Market Declines and Liq…The divergence of liquidity commonality in the cross-section of stocks☆ (2008)The divergence of liquidity c…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and Market Efficiency (2007)Liquidity and Market Efficien…Does Corporate Headquarters Location Matter for Stock Returns? (2006)Does Corporate Headquarters L…Comovement (2004)ComovementCommon market makers and commonality in liquidity (2004)Common market makers and comm…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…SYSTEMATIC LIQUIDITY (2001)SYSTEMATIC LIQUIDITYCommon factors in prices, order flows, and liquidity (2001)Common factors in prices, ord…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Commonality in liquidity (2000)Commonality in liquidityReviewing and Mapping the Digital Transformation Process of SMEs (2026)Reviewing and Mapping the Dig…SMEs' Digital Transformation Facilitated by COVID-19 (2022)SMEs' Digital Transformation …Law and Finance (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)What Are the Best Liquidity Proxies for Global Research? (2011)How does competition affect bank systemic risk? (2013)How does deposit insurance affect bank risk? Evidence from the recent crisis (2013)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Cross-Section of Expected Stock Returns (1992)Stock market liquidity and firm value☆ (2009)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns (2017)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)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)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)Evaporating Liquidity (2012)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)Asset pricing and the bid-ask spread (1986)The Relation Between Price Changes and Trading Volume: A Survey (1987)Order imbalance, liquidity, and market returns (2002)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Credit supply and corporate innovation (2013)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Market Liquidity and Trading Activity (2001)Market liquidity as a sentiment indicator (2004)Do liquidity measures measure liquidity?☆ (2009)Noise Trader Risk in Financial Markets (1990)Size and Book-to-Market Factors in Earnings and Returns (1995)The Limits of Arbitrage (1995)International Stock Return Comovements (2005)Do ETFs Increase Volatility? (2014)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2000Commonality in liquidity1,748 cited
  • 2001Common factors in prices, order flows, and liquidity1,067 cited
  • 2007Liquidity and Market Efficiency984 cited
  • 2004Comovement929 cited
  • 2006Does Corporate Headquarters Location Matter for Stock Returns?830 cited
  • 2011Understanding commonality in liquidity around the world723 cited
  • 2010Stock Market Declines and Liquidity626 cited
  • 2011Stock Market Liquidity and the Business Cycle420 cited
  • 2001SYSTEMATIC LIQUIDITY411 cited
  • 2012Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during financial crises372 cited
  • 2013Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums320 cited
  • 2004Common market makers and commonality in liquidity287 cited
  • 2008The divergence of liquidity commonality in the cross-section of stocks☆

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278 cited

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  • 2022SMEs' Digital Transformation Facilitated by COVID-198 cited
  • 2026Reviewing and Mapping the Digital Transformation Process of SMEs6 cited