Relevant bibliographies by topics / Stock market liquidity

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Stock market liquidity'

Author: Grafiati
Published: 4 June 2021
Last updated: 26 July 2025

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Journal articles on the topic "Stock market liquidity"

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Stereńczak, Szymon. "Conditional stock liquidity premium: is Warsaw stock exchange different?" Studies in Economics and Finance 38, no. 1 (2021): 67–85. http://dx.doi.org/10.1108/sef-03-2020-0075.

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Purpose This paper aims to empirically indicate the factors influencing stock liquidity premium (i.e. the relationship between liquidity and stock returns) in one of the leading European emerging markets, namely, the Polish one. Design/methodology/approach Various firms’ characteristics and market states are analysed as potentially affecting liquidity premiums in the Polish stock market. Stock returns are regressed on liquidity measures and panel models are used. Liquidity premium has been estimated in various subsamples. Findings The findings vividly contradict the common sense that liquidity
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Outa, Erick Rading, Nelson Maina Waweru, and Peterson Kitakogelu Ozili. "Security market regulation: antecedents for capital market confidence in frontier markets." Accounting Research Journal 31, no. 2 (2018): 157–73. http://dx.doi.org/10.1108/arj-10-2015-0130.

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PurposeThe purpose of this study is to examine the capital market effects of corporate governance (CG) practices of a “comply or explain” environment on stock market liquidity in a frontier market.Design/methodology/approachUsing secondary data from Nairobi Securities Exchange, the liquidity position is analyzed using panel data random effects regression against CG guidelines.FindingsThe results show a negative and significant relationship between CG compliance and stock market liquidity, suggesting that regulated CG practices improve market liquidity in Kenya. The results are remarkably robus
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Carrete, Liliam Sanchez, Vitor Corona, and Rosana Tavares. "Impact of Number of Security Analysts in Liquidity of Brazilian Stocks." International Business Research 9, no. 11 (2016): 105. http://dx.doi.org/10.5539/ibr.v9n11p105.

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<p>This study investigates impacts of sell-side analysts in the liquidity of firm’s shares of Brazilian Capital Markets. Liquidity hypothesis studied by Brennan and Subrahmanyan (1995), Brennan and Tamarowski (2000), Amihud and Mendelson (1986, 2000) and Amihud <em>et al. (</em>1997) defines that an increase in the number of analysts covering a particular stock increases its liquidity causing a positive impact on the stocks prices. This work investigates empirically whether increasing number of securities analysts impacts stock market liquidity, as observed in the American ma
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Çifçi, Gönül. "Pricing To Market Liquidity: A Test On The Borsa Istanbul." Akademik Araştırmalar ve Çalışmalar Dergisi (AKAD) 17, no. 32 (2025): 16–38. https://doi.org/10.20990/kilisiibfakademik.1625423.

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Purpose: This study searches if market liquidity impacts the stock market prices and forecasts excess returns for Borsa Istanbul. Design/Methodology: The six factors’ effects over the market are tested. The factors are market return factor, size factor, default premium, term premium, market liquidity, and marketto-book values.The data set covers 130 monthly data of the fifty-seven stocks of BIST100 index. The research period is delimitated from January of 2011 to October of 2021. Findings: The market liquidity is significant for the returns over the research period. The market was sensitive to
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Bogdan, Siniša, Suzana Bareša, and Saša Ivanović. "Measuring liquidity on stock market: impact on liquidity ratio." Tourism and hospitality management 18, no. 2 (2012): 183–93. http://dx.doi.org/10.20867/thm.18.2.2.

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The purpose – It is important to emphasize that liquidity on Croatian stock market is low, the purpose of this paper is to test empirically and find out which variables make crucial role in decision making process of investing in stocks. Design – This paper explores the impact of various liquidity variables on liquidity ratio since it is still insufficiently researched topic. Methodology –This research uses secondary and primary data available from Croatian stock market. Considering primary data this paper use daily data from Zagreb stock exchange for 196 stocks traded in one year, with the pu
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Lee, Woo Baik. "Effect of KRX Designated Market Maker on Liquidity." Korean Journal of Financial Studies 51, no. 1 (2022): 27–62. http://dx.doi.org/10.26845/kjfs.2022.02.51.1.027.

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The transformation of order-driven markets into a hybrid market by introducing market makers reflects the global trend to increase market quality factors, such as liquidity. This study evaluates how market makers influence liquidity, using the data on market maker-designated stocks collected in 2020. The analysis of the effectiveness of the market maker and significance of individual stock-level liquidity shows that the effect of newly designated stocks is higher than that of undesignated stocks. The study finds that the effect of increasing the stock liquidity of consecutively designated mark
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Rasool, F., N. Riaz, M. Afzal, and M. M. Hussain. "Asset Pricing with Liquidity Risk: Evidence from the US Stock Market." International Journal of Advanced Finance and Accounting 6, no. 1 (2025): 1–10. https://doi.org/10.5281/zenodo.14768867.

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<em>This study investigates the impact of liquidity risk on asset pricing within the US stock market, exploring the complex relationship between market liquidity and stock returns. The research examines how liquidity risk factors contribute to stock price variations by analyzing a comprehensive dataset spanning multiple market conditions. The study uses advanced econometric techniques and panel data analysis to reveal significant evidence of liquidity risk's substantial role in determining asset pricing mechanisms. The findings contribute to the existing financial literature by providing empir
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Naik, Priyanka, and Y. V. Reddy. "Stock Market Liquidity: A Literature Review." SAGE Open 11, no. 1 (2021): 215824402098552. http://dx.doi.org/10.1177/2158244020985529.

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The purpose of this study is to identify the key aspects that have been studied in the area of stock market liquidity, accumulate their important findings, and also provide a quantitative categorization of reviewed literature that will facilitate in conducting further research. The study analyzes relevant research papers published after the global financial crisis of 2008 and finds that measurement of liquidity, factors influencing liquidity, the relationship between market liquidity and expected return, and market liquidity risk and its relationship with expected returns have been explored in
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Adler, Haymans Manurung, Marinda Machdar Nera, Marmen Simanjuntak Jerry, and Manurung Amran. "Determinant of Market Liquidity in Indonesia." Account and Financial Management Journal 09, no. 05 (2024): 3322–27. https://doi.org/10.5281/zenodo.11189645.

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ABSTRACT: This research aims to explore the Market volatility, Marketreturn, exchange rate and foreign stock buying, onmarket liquidity in the Indonesia Stock Exchange. This research use VAR (Vector Autoregression) to estimate coefficient model. Monthly data is used for period of January 2010to December 2023.This research found that Market Liquidity lag &ndash;1 and Lag-2 positively significant impact on Market Liquidity. Market Return negatively significant influence on Market Liquidity. Exchange Rate negatively significant impacton market liquidity. Pandemic eraor Covid-19positively signific
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Bernstein, Peter L. "Liquidity, Stock Markets, and Market Makers." Financial Management 16, no. 2 (1987): 54. http://dx.doi.org/10.2307/3666004.

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Dissertations / Theses on the topic "Stock market liquidity"

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Stahel, Christof W. "International stock market liquidity." Connect to this title online, 2004. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1091726658.

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Thesis (Ph. D.)--Ohio State University, 2004.<br>Title from first page of PDF file. Document formatted into pages; contains xi, 110 p.; also includes graphics. Includes bibliographical references (p. 70-76).
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Lange, Joe. "An intraday analysis of stock market liquidity /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906485.

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Tian, Shu. "Essays on Stock Market Liquidity and Liquidity Risk Premium." ScholarWorks@UNO, 2010. http://scholarworks.uno.edu/td/1153.

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This dissertation addresses issues concerning liquidity and its volatility. It consists of two essays. The first essay, "Liquidity, Macro Factors and the U.S. Equity Flows to Emerging Markets", examines the role of liquidity on equity flows from the U.S. to fifteen emerging markets around the world. Since liquidity has many dimensions, an emphasis is placed on utilizing various measures of liquidity. Moreover, both static and dynamic analyses, as well as short and long-horizon regressions, are performed to investigate the research questions. The results suggest that a liquid market attra
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Kim, Jaemin. "The impact of open market share repurchases on volatility and liquidity : are open market share repurchase firms making the market for their own shares? /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/8795.

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Ozdemir, Duygu. "Stock Market Liquidity Analysis: Evidence From The Istanbul Stock Exchange." Master's thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613789/index.pdf.

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The purpose of this thesis is to identify the factors playing a key role in the determination of the Turkish stock market liquidity in aggregate terms in a time series context and discuss the joint dynamics of the market-wide liquidity with its selected determinants and the trade volume. The main determinants tested are the level of return, the return volatility and the monetary stance of the Central Bank of the Republic of Turkey. The expected positive relationship between the liquidity and the return is confirmed, while the negative effect of the volatility on liquidity appears one-week lat
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Cândido, Maria Teresa. "Financial market liquidity, asset pricing, and financial crises /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9914068.

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Vo, Minh Tue 1965. "Insider trading, asymmetric information, and market liquidity : three essays on market microstructure." Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38528.

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This thesis comprises three essays on market microstructure, focusing on the issues of insider trading, asymmetric information and market liquidity. The first essay examines the effects of the mandatory disclosure regulations on the trading behavior of informed traders. Specifically, we compare the (perfect Bayesian) equilibrium when disclosure is mandatory to the equilibrium when insiders do not have to disclose their trades. We show that under mandatory disclosure the market becomes more efficient and more liquid, making the uninformed traders unambiguously better off. We also show that in o
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Zheng, Xinwei. "Commonality in liquidity : evidence from the Chinese stock market." Thesis, Durham University, 2008. http://etheses.dur.ac.uk/1321/.

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The thesis examines the commonality in liquidity on the Chinese stock market from three different aspects. Using a proprietary set of data from China, I confirm that commonality in liquidity is present in China and seems more significant and pervasive than that of similar markets. Its existence is robust to the influences of the size, industry, and up and down markets effects. In parallel to a market-wide component, I find in the commonality construct an industrial component. Liquidity of large firms' stocks is found to be more likely to move with market liquidity. I also find that Chinese inv
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Nikiforov, Andrei I. Brockman Paul D. "Three essays on stock market liquidity and earnings seasons." Diss., Columbia, Mo. : University of Missouri--Columbia, 2009. http://hdl.handle.net/10355/7016.

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Title from PDF of title page (University of Missouri--Columbia, viewed on Feb 26, 2010). The entire thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file; a non-technical public abstract appears in the public.pdf file. Dissertation advisor: Dr. Paul Brockman. Vita. Includes bibliographical references.
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Söderberg, Jonas. "Essays on the Scandinavian stock markets /." Växjö : Växjö University Press, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2449.

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Books on the topic "Stock market liquidity"

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Grossman, Sanford J. Liquidity and market structure. National Bureau of Economic Research, 1988.

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Baker, Malcolm. Market liquidity as a sentiment indicator. National Bureau of Economic Research, 2002.

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Francois-Serge, Lhabitant, and Gregoriou Greg N. 1956-, eds. Stock market liquidity: Implications for market microstructure and asset pricing. J. Wiley & Sons, 2007.

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Chordia, Tarun. An empirical analysis of stock and bond market liquidity. Federal Reserve Bank of New York, 2003.

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Jovanovic, Boyan. Liquidity effects in the bond market. National Bureau of Economic Research, 2001.

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Choi, Woon Gyu. Stock market liquidity and the macroeconomy: Evidence from Japan. International Monetary Fund, IMF Institute, 2005.

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Klimes, Micong. Liquidity in the German stock market: An analysis using order book data. Tectum Verlag, 2007.

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Engle, R. F. Measuring, forecasting, and explaining time varying liquidity in the stock market. National Bureau of Economic Research, 1997.

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Marsh, Terry A. Exchange listing and liquidity: A comparison of the American Stock Exchange with the NASDAQ National Market System. American Stock Exchange, 1986.

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Hasbrouck, Joel. The liquidity of alternative market centers: A comparison of the New York Stock Exchange, the American Stock Exchange, and the NASDAQ National Market System. American Stock Exchange, 1986.

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Book chapters on the topic "Stock market liquidity"

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Febra, Lígia, Maria Eduarda Fernandes, and Tiago Silva. "Stock Market Liquidity Impact on Economic Development." In Rethinking Management and Economics in the New 20’s. Springer Nature Singapore, 2023. http://dx.doi.org/10.1007/978-981-19-8485-3_4.

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Olbrys, Joanna, and Michal Mursztyn. "Dimensions of Market Liquidity: The Case of the Polish Stock Market." In Advances in Applied Economic Research. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-48454-9_12.

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Levine, Ross. "Stock Market Liquidity and Economic Growth: Theory and Evidence." In Finance, Research, Education and Growth. Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9781403920232_1.

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Olbryś, Joanna. "Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets." In Contemporary Trends and Challenges in Finance. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-15581-0_13.

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Huang, Yi-Ping, Shu-Heng Chen, Min-Chin Hung, and Tina Yu. "An Order-Driven Agent-Based Artificial Stock Market to Analyze Liquidity Costs of Market Orders in the Taiwan Stock Market." In Natural Computing in Computational Finance. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-23336-4_9.

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Baharuddin, Diana, Imbarine Bujang, and Hamizah Hassan. "The Impact of Reducing Tick Size on Malaysian’s Stock Market Liquidity." In Proceedings of the 2nd Advances in Business Research International Conference. Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-6053-3_14.

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Stereńczak, Szymon. "Stock Market Liquidity and Company Decisions to Pay Dividends: Evidence from the Warsaw Stock Exchange." In Contemporary Trends in Accounting, Finance and Financial Institutions. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-72862-9_3.

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Chakrabarty, Bidisha, and Konstantin Tyurin. "Market Liquidity, Stock Characteristics and Order Cancellations: The Case of Fleeting Orders." In Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230298101_2.

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Liu, Jing, Yanyan Xu, and Chengzheng Zhu. "The Causality Between Liquidity and Volatility: New Evidence from China’s Stock Market." In Proceedings of the Fourteenth International Conference on Management Science and Engineering Management. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-49829-0_18.

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Haroon, Omair, and Syed Aun R. Rizvi. "Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies." In Research on Pandemics. Routledge, 2021. http://dx.doi.org/10.4324/9781003214687-3.

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Conference papers on the topic "Stock market liquidity"

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Sizykh, Dmitry, Karina Tregub, Boris Belyakov, and Natalia Sizykh. "Model for Assessing the Liquidity of a Stock Market Trading Instrument." In 2024 17th International Conference on Management of Large-Scale System Development (MLSD). IEEE, 2024. http://dx.doi.org/10.1109/mlsd61779.2024.10739417.

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Ait Al, Mariam, Said Achchab, and Younes Lahrichi. "Hybrid Deep Learning Perspective on Stock Market Liquidity Prediction in the MENA Region." In 2024 International Conference on Intelligent Systems and Computer Vision (ISCV). IEEE, 2024. http://dx.doi.org/10.1109/iscv60512.2024.10620110.

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Yu, Dan, and Yan Zhou. "Liquidity of Stock Market and Corporate Value." In 2019 16th International Conference on Service Systems and Service Management (ICSSSM). IEEE, 2019. http://dx.doi.org/10.1109/icsssm.2019.8887822.

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Bal, Hakan. "Determinants of Stock Market Development in Eurasian Countries." In International Conference on Eurasian Economies. Eurasian Economists Association, 2021. http://dx.doi.org/10.36880/c13.02570.

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Stock market capitalization has been regarded as an important component of financial development of countries, as an instrument of economic growth. This study examines the effect of private credit, real income, inflation, foreign direct investment, financial openness, stock market liquidity, liquid liabilities, and domestic savings on stock market capitalization for 55 Eurasian countries between 1975 and 2017. I find that real income, stock market liquidity, foreign direct investment and financial openness have a positive effect, while inflation has a negative effect on stock market capitaliza
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Wang, Ya-Nan, Qi-Zong Wu, and Feng Liu. "An composite approach to measure stock liquidity in Chinese stock market." In 2010 International Conference on Machine Learning and Cybernetics (ICMLC). IEEE, 2010. http://dx.doi.org/10.1109/icmlc.2010.5580631.

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Li, Yuanhui. "Empirical Research of Liquidity Risk Based on China's Stock Market." In 2008 International Conference on Risk Management & Engineering Management. IEEE, 2008. http://dx.doi.org/10.1109/icrmem.2008.73.

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Zhu, Jingjing, and Yongjian Zong. "The Impact of Margin Trading on China's Stock Market Liquidity." In Proceedings of the Third International Conference on Economic and Business Management (FEBM 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/febm-18.2018.45.

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Kurniawan, Bagas, and Zaafri Ananto Husodo. "Liquidity Premium Foreign and Domestic Investor in Indonesian Stock Market." In The Fifth Padang International Conference On Economics Education, Economics, Business and Management, Accounting and Entrepreneurship (PICEEBA-5 2020). Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.201126.065.

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Ristati, Nada Putri, Mahdawi, Ghazali Syamni, and Nurlela. "Performance of Value Added, Stock Market Liquidity to Stock Return of Manufacturing in IDX." In Malaysia Indonesia International Conference on Economics Management and Accounting. SCITEPRESS - Science and Technology Publications, 2019. http://dx.doi.org/10.5220/0010609200002900.

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Będowska-Sójka, Barbara. "Commonality in Liquidity Measures. The evidence from the Polish Stock Market." In Hradec Economic Days 2019, edited by Petra Maresova, Pavel Jedlicka, and Ivan Soukal. University of Hradec Kralove, 2019. http://dx.doi.org/10.36689/uhk/hed/2019-01-003.

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Reports on the topic "Stock market liquidity"

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Levine, Ross, and Sergio Schmukler. Internationalization and Stock Market Liquidity. National Bureau of Economic Research, 2005. http://dx.doi.org/10.3386/w11894.

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Engle, Robert, and Joe Lange. Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market. National Bureau of Economic Research, 1997. http://dx.doi.org/10.3386/w6129.

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Levine, Ross, and Sergio Schmukler. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9614.

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Tirapat, Sunti. Does insider trading provide information in Thai market? Chulalongkorn University, 2013. https://doi.org/10.58837/chula.res.2013.10.

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There is much debate in the literatures whether insider trading is driven by opportunistic or liquidity trading. The study preliminary examines the information provided by insider trading in Thai capital market using the probability of information-based trading (PIN). It focuses on extending the traditional PIN model to examine the level of information asymmetry by various types of investors in the market (local retail, local institution, foreign, and broker investors). Using the data of insider trading from the 59-2 form provided by the Thai SEC during 2002 to 2008, the preliminary analysis f
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Carrasquilla-Barrera, Alberto, Arturo José Galindo-Andrade, Gerardo Hernández-Correa, et al. Report of the Board of Directors to the Congress of Colombia - July 2020. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-jun-dir-con-rep-eng.07-2020.

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In Colombia, as well as in the rest of the world, the Covid-19 pandemic has seriously damaged the health and well-being of the people. In order to limit the damage, local and national authorities have had to order large sectors of the population to be confined at their homes for long periods of time. An inevitable consequence of isolation has been the collapse of economic activity, expenditure, and employment, a phenomenon that has hit many countries of the world affected by the disease. It is an unprecedented crisis in modern times, not so much for its intensity (which is undoubtedly immense)
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Payment Systems Report - June of 2021. Banco de la República, 2022. http://dx.doi.org/10.32468/rept-sist-pag.eng.2021.

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Banco de la República provides a comprehensive overview of Colombia’s finan¬cial infrastructure in its Payment Systems Report, which is an important product of the work it does to oversee that infrastructure. The figures published in this edition of the report are for the year 2020, a pandemic period in which the con¬tainment measures designed and adopted to alleviate the strain on the health system led to a sharp reduction in economic activity and consumption in Colom¬bia, as was the case in most countries. At the start of the pandemic, the Board of Directors of Banco de la República adopted
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Financial Stability Report - September 2015. Banco de la República, 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.

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From this edition, the Financial Stability Report will have fewer pages with some changes in its structure. The purpose of this change is to present the most relevant facts of the financial system and their implications on the financial stability. This allows displaying the analysis more concisely and clearly, as it will focus on describing the evolution of the variables that have the greatest impact on the performance of the financial system, for estimating then the effect of a possible materialization of these risks on the financial health of the institutions. The changing dynamics of the ri
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Financial Stability Report - Second Semester of 2021. Banco de la República, 2022. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2021.

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Banco de la República’s main objective is to preserve the purchasing power of the currency in coordination with the general economic policy that is intended to stabilize output and employment at long-term sustainable levels. Properly meeting the goal assigned to the Bank by the 1991 Constitution critically depends on preserving financial stability. This is understood to be a general condition in which the financial system assesses and manages the financial risks in a way that facilitates the economy’s performance and efficient allocation of resources while, at the same time, it is able to, on
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