Search results
Jan 9, 2021 · Literature Review. Priyanka Naik 1 and Y. V. Reddy 1. Abstract. The purpose of this study is to identify the key aspects that have been studied in the area of stock market liquidity, accumulate ...
- Login
Literature Review. Priyanka Naik 1 and Y. V. Reddy 1....
- Help Center
© 2008-2024 ResearchGate GmbH. All rights reserved. Terms;...
- Login
Jan 1, 2022 · Preface. This book addresses four standard business school subjects: microeconomics, nance, macroeconomics, and information systems as they relate to trading, liquid-. ity, transaction costs, and ...
Improving liquidity in frontier markets is a matter of urgency. At present, median trading volume in frontier stock exchanges2 is a meagre $8m a day3. This is only 2.6% of the global emerging markets (GEMs) and 0.6% of the developed market exchanges’ median daily trading volume, respectively. The outlook is even more concerning.
They also study how imperfections affect expected asset returns. Empirical papers estimate measures of illiquidity, some of which are derived from theoretical models, and relate them to asset characteristics and asset returns. In this paper we survey the theoretical and empirical literature on market liquidity.
- Dimitri Vayanos, Jiang Wang
- 2012
market liquidity is drying up is an important one, since the ability to buy and sell securities is ... income market is quite different from the stock markets with which most people are more
- 302KB
- 13
Overview and recommendations. Market liquidity refers to the ability of buyers and sellers of securities to transact efficiently and is measured by the speed with which large purchases and sales ...
People also ask
What factors influence market liquidity?
Why is liquidity important for equity markets?
What is stock market liquidity?
Is there a literature review on stock market liquidity?
How is liquidity quantified in the stock market?
What is market liquidity and its properties?
Kumar and Misra (2015) evaluated 95 articles and presented a review of literature on various aspects of stock market liquidity like measurement of liquidity, determinants of liquidity, intraday movements, and liquidity effects on firm value. Recently, Díaz and Escribano (2020) reviewed 177 articles and discussed the dimensional liquidity ...