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Liquidity and Commonality in Emerging Markets · Study

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PreprintLiquidity and Commonality in Emerging Markets

Yafeng Qin2007

OA

Preprintgreen2007

Liquidity and Commonality in Emerging Markets

Yafeng Qin · Min Bai

18 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 2000The separation of ownership and control in East Asian Corporations 2003Liquidity Risk and Expected Stock Returns 1986Asset pricing and the bid-ask spread 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?2005Asset pricing with liquidity risk 1983Information Effects on the Bid-Ask Spread

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2015Commonality in liquidity in emerging markets: Another supply-side explanationarticle · 26 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 22 shared references 2013Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-qualityarticle · 19 shared references 2017The determinants and pricing of liquidity commonality around the worldarticle · 18 shared references 2012Market Liquidity -- Theory and Empirical Evidencereport · 18 shared references 2012Illiquidity Premia in the Equity Options Marketpreprint · 17 shared references

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.966002

openalex_workW72519148

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