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Liquidity and stock returns
0 references·16 citing·49 second hopsampled
Liquidity and stock returns (2011)Liquidity and stock returnsHOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW‐FREQUENCY STOCK LIQUIDITY (2020)HOW DO YOU CAPTURE LIQUIDITY?…Do fire sales create externalities? (2019)Do fire sales create external…Do investors value the nonfinancial disclosure in emerging markets? (2018)Do investors value the nonfin…Herd behavior and equity market liquidity: Evidence from major markets (2016)Herd behavior and equity mark…Statistical Analysis of the Exchange Rate of Bitcoin (2015)Statistical Analysis of the E…Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio (2011)Trading frequency and asset p…The characteristics of informed trading: Implications for asset pricing (2011)The characteristics of inform…Excess cash holdings and shareholder value (2010)Excess cash holdings and shar…Political Connectedness and Firm Performance: Evidence from Germany (2009)Political Connectedness and F…IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER (2005)IT'S 11 PM—DO YOU KNOW WHERE …Off-balance sheet R&D assets and market liquidity (2001)Off-balance sheet R&D assets …Market microstructure and securities values: (2001)Market microstructure and sec…Asset Prices and Trading Volume Under Fixed Transactions Costs (2001)Asset Prices and Trading Volu…The determinants of trading volume of high-yield corporate bonds (2000)The determinants of trading v…Options Trading and the Bid-Ask Spread of the Underlying Stocks (1992)Options Trading and the Bid-A…Liquidity and the 1987 stock market crash (1990)Liquidity and the 1987 stock …An Empirical Evaluation of Accounting Income Numbers (1968)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing and the bid-ask spread (1986)Factors explaining the inefficient valuation of intangibles (2003)The Association between Technological Conditions and the Market Value of Equity (2008)The accounting treatment of intangibles – A critical review of the literature (2011)Continuous Auctions and Insider Trading (1985)Liquidity and Expected Returns: Lessons From Emerging Markets (2005)Transaction tax and market quality of the Taiwan stock index futures (2006)The Effects of Increased Book-Tax Difference Tax Return Disclosures on Firm Valuation and Behavior (2011)On estimating the expected return on the market (1980)THE DETERMINANTS OF MARKET BID ASK SPREADS ON THE AUSTRALIAN STOCK EXCHANGE: CROSS‐SECTIONAL ANALYSIS (1996)The liquidity effects associated with addition of a stock to the S&P 500 index: evidence from bid/ask spreads (1998)Trade Size and Information-Motivated Trading in the Options and Stock Markets (2001)Inferring Trade Direction from Intraday Data (1991)Common risk factors in the returns on stocks and bonds (1993)Trading Costs in Three U.S. Bond Markets (2003)Liquidity effects in corporate bond spreads (2013)Determinants of Corporate Bond Trading: A Comprehensive Analysis (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Corporate lobbying, CEO political ideology and firm performance (2016)Corporate political connection and corporate social responsibility disclosures (2018)Do types of political connection affect firm performance differently? (2018)The International Crash of October 1987 (1988)Price volatility, international market links, and their implications for regulatory policies (1989)The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns (1989)Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts (1995)Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality (2013)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Initial conditions and moment restrictions in dynamic panel data models (1998)Enhancing CSR disclosure through foreign ownership, foreign board members, and cross-listing: Does it work in Russian context? (2020)Does corporate social responsibility disclosure impact firm performance? An industry-wise analysis of Indian firms (2021)The Ownership Structure, and the Environmental, Social, and Governance (ESG) Disclosure, Firm Value and Firm Performance: The Audit Committee as Moderating Variable (2022)On Persistence in Mutual Fund Performance (1997)Earnings management and market liquidity (2011)Does PIN affect equity prices around the world? (2014)Real Earnings Management and Information Asymmetry in the Equity Market (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Liquidity and market efficiency in the world's largest carbon market (2015)The Diminishing Liquidity Premium (2015)Investor attention in cryptocurrency markets (2021)Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)The Components of the Bid-Ask Spread: A General Approach (1997)Statistical properties and multifractality of Bitcoin (2018)The effects of markets, uncertainty and search intensity on bitcoin returns (2018)Policy uncertainty and Bitcoin returns (2020)
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  • 2015Statistical Analysis of the Exchange Rate of Bitcoin175 cited
  • 2000The determinants of trading volume of high-yield corporate bonds170 cited
  • 2009Political Connectedness and Firm Performance: Evidence from Germany170 cited
  • 1990Liquidity and the 1987 stock market crash164 cited
  • 2011The characteristics of informed trading: Implications for asset pricing153 cited
  • 2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio146 cited
  • 2018Do investors value the nonfinancial disclosure in emerging markets?119 cited
  • 1992Options Trading and the Bid-Ask Spread of the Underlying Stocks114 cited
  • 2001Off-balance sheet R&D assets and market liquidity110 cited
  • 2001Asset Prices and Trading Volume Under Fixed Transactions Costs107 cited
  • 2019Do fire sales create externalities?102 cited
  • 2010Excess cash holdings and shareholder value101 cited
  • 2016Herd behavior and equity market liquidity: Evidence from major markets101 cited
  • 2020HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW‐FREQUENCY STOCK LIQUIDITY98 cited
  • 2005

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IT'S 11 PM—DO YOU KNOW WHERE YOUR LIQUIDITY IS?: THE MEAN–VARIANCE–LIQUIDITY FRONTIER
95 cited
  • 2001Market microstructure and securities values:89 cited