Pricing of time-varying liquidity risk in Finnish stock market: new evidence

European Journal of Finance ◽

10.1080/1351847x.2019.1577746 ◽

2019 ◽

Vol 25 (13) ◽

pp. 1147-1165

Author(s):

Sheraz Ahmed ◽

Jani Hirvonen ◽

Syed Mujahid Hussain

Keyword(s):

Stock Market ◽

Liquidity Risk ◽

Time Varying ◽

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Trading Probability and Turnover as Measures of Liquidity Risk: Evidence from the U.K. Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1302850 ◽

2008 ◽

Author(s):

Ian D. McManus ◽

Peter N. Smith ◽

Steve H. Thomas

Keyword(s):

Stock Market ◽

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The Time-Varying Liquidity Risk of Value and Growth Stocks

SSRN Electronic Journal ◽

10.2139/ssrn.1572763 ◽

2010 ◽

Author(s):

Ferhat Akbas ◽

Ekkehart Boehmer ◽

Egemen Genc ◽

Ralitsa Petkova

Keyword(s):

Liquidity Risk ◽

Time Varying ◽

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Estimating Time-Varying Currency Betas: New Evidence from Nine Developed and Emerging Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2315940 ◽

2013 ◽

Author(s):

Ling Long ◽

Albert K.C. Tsui ◽

Zhaoyong Zhang

Keyword(s):

Emerging Markets ◽

Time Varying ◽

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Predictability of stock market returns: New evidence from developed and developing countries

Global Finance Journal ◽

10.1016/j.gfj.2021.100624 ◽

2021 ◽

pp. 100624

Author(s):

Xiyang Li ◽

Xiaoyue Chen ◽

Bin Li ◽

Tarlok Singh ◽

Kan Shi

Keyword(s):

Developing Countries ◽

Stock Market ◽

Market Returns ◽

Stock Market Returns ◽

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Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101476 ◽

2021 ◽

pp. 101476

Author(s):

Bana Abuzayed ◽

Nedal Al-Fayoumi

Keyword(s):

Stock Market ◽

Crude Oil ◽

Market Returns ◽

Stock Market Returns ◽

Crude Oil Prices ◽

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Stock market and macroeconomic variables: new evidence from India

Financial Innovation ◽

10.1186/s40854-019-0145-1 ◽

2019 ◽

Vol 5 (1) ◽

Author(s):

R. Gopinathan ◽

S. Raja Sethu Durai

Keyword(s):

Stock Market ◽

Macroeconomic Variables ◽

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Notice of Retraction: Study on time varying conditional correlations of stock market returns based on multivariate GARCH model

2010 IEEE International Conference on Advanced Management Science(ICAMS 2010) ◽

10.1109/icams.2010.5553092 ◽

2010 ◽

Author(s):

Yu Lin ◽

Yanxiang Chen

Keyword(s):

Stock Market ◽

Garch Model ◽

Multivariate Garch ◽

Time Varying ◽

Market Returns ◽

Stock Market Returns ◽

Multivariate Garch Model ◽

Conditional Correlations

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Economic policy uncertainty and stock market returns: New evidence

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2021.101525 ◽

2021 ◽

pp. 101525

Author(s):

Yongan Xu ◽

Jianqiong Wang ◽

Zhonglu Chen ◽

Chao Liang

Keyword(s):

Economic Policy ◽

Stock Market ◽

Policy Uncertainty ◽

Market Returns ◽

Stock Market Returns ◽

Economic Policy Uncertainty ◽

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Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

SSRN Electronic Journal ◽

10.2139/ssrn.1572738 ◽

2012 ◽

Author(s):

Jessica A. Wachter

Keyword(s):

Stock Market ◽

Market Volatility ◽

Time Varying ◽

Stock Market Volatility ◽

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Some Hypothesis on Commonality in Liquidity: New Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2052120 ◽

2011 ◽

Author(s):

Paresh K. Narayan ◽

Xinwei Zheng ◽

Zhichao Zhang

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

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