Zobrazeno 1 - 10
of 1 473
pro vyhledávání: '"ILLIQUIDITY"'
Publikováno v:
China Accounting and Finance Review, 2024, Vol. 26, Issue 2, pp. 253-275.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/CAFR-05-2023-0052
Publikováno v:
China Accounting and Finance Review, Vol 26, Iss 2, Pp 253-275 (2024)
This study aims to explore the impact of systematic liquidity risk on the averaged cross-sectional equity return of the Indian equity market. It also examines the effects of illiquidity and decomposed illiquidity on the conditional volatility of the
Externí odkaz:
https://doaj.org/article/e06cddfe7a9d4a72b3799be06dd003aa
Publikováno v:
Investment Management & Financial Innovations, Vol 21, Iss 2, Pp 1-14 (2024)
Researchers have scrutinized the link between investor sentiment and stock market liquidity globally, yet few have delved into this dynamic in emerging markets, especially China. Utilizing a sample of 1,839 publicly listed companies in China from 201
Externí odkaz:
https://doaj.org/article/e32df34554834833b44d7b281def3f1a
Autor:
Lo, Andrew W., author, Zhang, Ruixun, author
Publikováno v:
The Adaptive Markets Hypothesis : An Evolutionary Approach to Understanding Financial System Dynamics, 2024, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780199681143.003.0016
Akademický článek
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Publikováno v:
Market Liquidity : Theory, Evidence, and Policy, 2023, ill.
Externí odkaz:
https://doi.org/10.1093/oso/9780197542064.003.0010
Publikováno v:
Risks, Vol 12, Iss 9, p 149 (2024)
Based on the typical positions of S&P 500 option market makers, we derive a funding illiquidity measure from quoted prices of S&P 500 derivatives. Our measure significantly affects the returns of leveraged managed portfolios; hedge funds with negativ
Externí odkaz:
https://doaj.org/article/b3236b62fd8c45c7b1941dd910a3da4f
Autor:
Samuel Tabot Enow
Publikováno v:
Journal of Accounting and Investment, Vol 24, Iss 3, Pp 676-682 (2023)
Research aims: Illiquidity risk is one of the complex issues that institutional investors and market participants continually face over time. It is because the constructs of illiquidity risk are sometimes complicated, robust, and not so evident in se
Externí odkaz:
https://doaj.org/article/14b2d8f62aba47aea690e875fc5ef67d
Autor:
Wollen, Henrik
Publikováno v:
Wollen, Henrik. Study of Illiquidity Risk with Permanent Price Impact Effects in Finance and Insurance. Master thesis, University of Oslo, 2024
Externí odkaz:
http://hdl.handle.net/10852/112456
Autor:
Faraz Sasani, Mohammad Moghareh Dehkordi, Zahra Ebrahimi, Hakimeh Dustmohammadloo, Parisa Bouzari, Pejman Ebrahimi, Enikő Lencsés, Mária Fekete-Farkas
Publikováno v:
Computers, Vol 13, Iss 1, p 20 (2024)
Liquidity is the ease of converting an asset (physical/digital) into cash or another asset without loss and is shown by the relationship between the time scale and the price scale of an investment. This article examines the illiquidity of Bitcoin (BT
Externí odkaz:
https://doaj.org/article/57471b770f02499b81443af19c0fea68