Short-term traders and liquidity:: a test using Bombay Stock Exchange data
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- Type
- article
- Published
- 1998-03-01
- Cited by
- 148
- References
- 11
- OpenAlex
- https://openalex.org/W1511996992
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:152863721
Keywords
Market liquidity, Monetary economics, Term (time), Stock exchange, Stock (firearms)
References
- Market microstructure and asset pricing: An empirical investigation of NYSE and NASDAQ securities
- Option Listing And Stock Returns
- Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
- Asset pricing and the bid-ask spread
- Continuous Auctions and Insider Trading
- The Price Effect of Option Introduction
- When financial markets work too well: A cautious case for a securities transactions tax
- Discounts on Restricted Stock: The Impact of Illiquidity on Stock Prices
- Market microstructure and asset pricing: On the compensation for illiquidity in stock returns
- Using tax policy to curb speculative short-term trading
- Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange
- Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
- The Price Effect of Option Introduction
Cited by
- Essays on Stock Market Liquidity and Liquidity Risk Premium
- Le transfert de marché de cotation sur NYSE Euronext Paris : motivations et conséquences pour l'entreprise et ses actionnaires.
- The impact of financial analyst coverage on stock properties : the experience of the Malaysian research incentive scheme
- Volatility in Emerging Stock Markets: An Examination of the Middle Eastern Region
- U.S. Energy Futures Markets: Liquidity and Optimal Speculative Position Limits
- The effects of non-trading on the illiquidity ratio
- The impact of microstructure innovations in emerging stock makets: evidence from Mumbai, India
- Liquidity and Volatility in the Chinese Commodity Futures Market: Evidence from Intraday Data
- Liquidity and stock returns in order driven markets : a thesis presented in partial fulfilment of the requirements for the degree of Master of Business Studies in Finance at Massey University
- AN INVESTIGATION OF PRICE MOVEMENTS DURING THE ANNOUNCEMENT OF ACQUISITION NEWS: THE CASE OF JAKARTA STOCK EXCHANGE
- Valuing Thinly Traded Assets
- An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Parts II and III)
- Investors' horizon and stock prices
- Systematic Liquidity Risk and Stock Price Reaction to Large One-Day Price Changes: Evidence from London Stock Exchange.
- Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine
- Why Do Companies Pay Stock Dividends? The Case of Bonus Distributions in an Inflationary Environment
- Market Liquidity: Asset Pricing, Risk, and Crises
- A Creative Institutional Response to Twin Problems of Liquidity and Information Gaps in Certain Emerging Markets
- An Analysis of Temporal Relation between Monetary Conditions and Illiquidity Premium in Indonesia
- Microstructure and asset pricing
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