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50.179  Articles
1 of 5.019 pages  |  10  records  |  more records»
This study analyzes the impact of liquidity risk on stock returns in four Latin American markets (Chile, Columbia, Mexico, and Peru) between January 1998 and July 2018. Several previous studies have focused on measuring this effect in developed markets an... see more

Abstract. The prosperous economy of the country is closely related to the role of investment, especially private sector investment. This study aims to examine the effect of tax uncertainty, stock market liquidity, and earnings management on firm's investm... see more

This paper analyzes the effect of the concentration of stock ownership (mixed or private) on the liquidity of shares in the Colombian stock market, for a representative sample of 15 companies listed on that market during the period between 2010 and 2016. ... see more

The objective of this work is to study the intraday dynamics of liquidity in the Brazilian stock exchange from the perspective of co-movements (or commonalities). In the study we argue that this common factor in the liquidity of the stocks is affected by ... see more

This paper is aims to analyze whether a liquidity premium exists in the Brazilian stock market. As a second goal, we include liquidity as an extra risk factor in asset pricing models and test whether this factor is priced and whether stock returns were ex... see more

This study aimed to employ the Times Series Factor Analysis (TSFA) to measure liquidity in stock markets. Based on this model, was used daily data of stocks traded on BM&FBOVESPA of five liquidity proxies for exemplifying the factorial construction. How f... see more

Recent regulations are directed at mitigating financial market risk, because risks, especially volatility dampen investors’ confidence, and hinder firms’ ability to raise funds at the exchange. Though, volatility had been investigated in the past, the joi... see more

This study aimed to investigate the effect of tick-size altering on liquidity and stock return using the 2000-2018 Indonesia stock market (IDX) data. IDX was used to alter the tick size regime five times during the sample period. The results showed that a... see more

Recent regulations are directed at mitigating financial market risk, because risks, especially volatility dampen investors’ confidence, and hinder firms’ ability to raise funds at the exchange. Though, volatility had been investigated in the past, the joi... see more

1 of 5.019 pages  |  10  records  |  more records»