Add to ORKGWe investigate the information content of aggregate stock market liquidity and ask whether it may be a useful realtime indicator, both for financial stress, and real economic activity in Norway. We describe the development in a set of liquidity proxies at the Oslo Stock Exchange (OSE) for the period 1980-2008, with particular focus on crisis period 2007 through 2008, showing how market liquidity and trading activity changed for the whole market as well as for individual industry sectors. We also evaluate the predictive power of market liquidity for economic growth both in-sample and out-of-sample.Liquidity, Business Cycles, Financial crisis, Economic Activity
The aim of this thesis is to investigate whether stock market data, with a special focus on liquidit...
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
This paper presents the most extensive analysis of liquidity in the German equity market so far. We ...
We investigate the information content of aggregate stock market liquidity and ask whether it may be...
We investigate the information content of aggregate stock market liquidity and ask whether it may be...
We investigate the information content of aggregate stock market liquidity and ask whether it may be...
We analyze the relationship between the long term development in liquidity at the Oslo Stock Exchang...
We show evidence of a contemporaneous relation between stock market liquidity and the business cycle...
The main purpose of this project is to give an overview of the liquidity and activity in the seconda...
This thesis is a study of the connection between demand for liquidity in the interbank market and li...
This paper examines the relationship between stock market liquidity, which proxies for the implicit ...
We characterize the liquidity of bond trading at the Oslo Stock Exchange (OSE). We use the complete ...
This paper examines the relationship between stock market liquidity, which proxies for the implicit ...
This thesis consists of three stand-alone studies relating to liquidity, information, and the financ...
In recent years a substantial amount of literature in one way or another deals with liquidity. The i...
The aim of this thesis is to investigate whether stock market data, with a special focus on liquidit...
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
This paper presents the most extensive analysis of liquidity in the German equity market so far. We ...
We investigate the information content of aggregate stock market liquidity and ask whether it may be...
We investigate the information content of aggregate stock market liquidity and ask whether it may be...
We investigate the information content of aggregate stock market liquidity and ask whether it may be...
We analyze the relationship between the long term development in liquidity at the Oslo Stock Exchang...
We show evidence of a contemporaneous relation between stock market liquidity and the business cycle...
The main purpose of this project is to give an overview of the liquidity and activity in the seconda...
This thesis is a study of the connection between demand for liquidity in the interbank market and li...
This paper examines the relationship between stock market liquidity, which proxies for the implicit ...
We characterize the liquidity of bond trading at the Oslo Stock Exchange (OSE). We use the complete ...
This paper examines the relationship between stock market liquidity, which proxies for the implicit ...
This thesis consists of three stand-alone studies relating to liquidity, information, and the financ...
In recent years a substantial amount of literature in one way or another deals with liquidity. The i...
The aim of this thesis is to investigate whether stock market data, with a special focus on liquidit...
This paper summarizes the main aspects of market liquidity which is an elusive and multidimensional ...
This paper presents the most extensive analysis of liquidity in the German equity market so far. We ...