Add to ORKGThe article discusses financial market liquidity and its applications to the stock market. It says market liquidity has a time attribute in which investors needs the shortest possible trade time to prevent price reversal risk, has volume in which there must be enough bids to satisfy the needs of investors, and has price, in which assets should have a fair value. Moreover, market liquidity measures have several indicators including immediacy, depth, and tightness.ou
We provide a model that links an asset's market liquidity (i.e., the ease with which it is traded) a...
This dissertation contributes to a better understanding of liquidity in financial markets. Relying o...
In Chapter 1, I find that stock characteristics do predict a stock's time-varying liquidity beta, i....
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
The liquidity of an asset in modern financial markets is a key and, yet, elusive concept. A market i...
The main aim of this paper is to measure and analyze the liquidity of stock markets based on the s...
A theory of the value of liquidity is developed and its implications investigated for various aspect...
We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement lite...
Asset liquidity in modern financial markets is a key but elusive concept. A market is often said to ...
audience: researcher, professional, studentOver the past decades, market liquidity has been a major ...
[[abstract]]This study reviews literature related to stock liquidity, including the definition, meas...
textIn the finance context, the term "liquidity" is usually associated either with "liquidity prefer...
The way in which securities are traded is very different from the idealized picture of a frictionles...
Asset liquidity in modern financial markets is a key but elusive concept. A market is often said to ...
We provide a model that links an asset's market liquidity (i.e., the ease with which it is traded) a...
This dissertation contributes to a better understanding of liquidity in financial markets. Relying o...
In Chapter 1, I find that stock characteristics do predict a stock's time-varying liquidity beta, i....
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
The liquidity of an asset in modern financial markets is a key and, yet, elusive concept. A market i...
The main aim of this paper is to measure and analyze the liquidity of stock markets based on the s...
A theory of the value of liquidity is developed and its implications investigated for various aspect...
We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement lite...
Asset liquidity in modern financial markets is a key but elusive concept. A market is often said to ...
audience: researcher, professional, studentOver the past decades, market liquidity has been a major ...
[[abstract]]This study reviews literature related to stock liquidity, including the definition, meas...
textIn the finance context, the term "liquidity" is usually associated either with "liquidity prefer...
The way in which securities are traded is very different from the idealized picture of a frictionles...
Asset liquidity in modern financial markets is a key but elusive concept. A market is often said to ...
We provide a model that links an asset's market liquidity (i.e., the ease with which it is traded) a...
This dissertation contributes to a better understanding of liquidity in financial markets. Relying o...
In Chapter 1, I find that stock characteristics do predict a stock's time-varying liquidity beta, i....