Follow the Leader: Using the Stock Market to Uncover Information Flows Between Firms

2018 ◽  
Author(s):  
Anna D. Scherbina ◽  
Bernd Schlusche
Keyword(s):  
Stock Market ◽  
Information Flows

Information Flows Among the Major Stock Market Areas

2001 ◽  
Author(s):  
Francisco J. Climent ◽  
Vicente Meneu ◽  
Ángel Pardo Tornero
Keyword(s):  
Stock Market ◽  
Information Flows ◽  
Market Areas

Information flows among the major stock market areas

2001 ◽  
Vol 2 (3) ◽  
pp. 284-292 ◽  
Author(s):  
FJ Climent ◽  
V Meneu ◽  
A Pardo
Keyword(s):  
Stock Market ◽  
Information Flows ◽  
Market Areas

scholarly journals Information flows and stock market volatility

2018 ◽  
Vol 34 (1) ◽  
pp. 129-148 ◽  
Author(s):  
Chew Lian Chua ◽  
Sarantis Tsiaplias
Keyword(s):  
Stock Market ◽  
Market Volatility ◽  
Information Flows ◽  
Stock Market Volatility

scholarly journals Commonality In Liquidity: Lessons From An Emerging Stock Market

2015 ◽  
Vol 31 (5) ◽  
pp. 1927 ◽  
Author(s):  
Kais Tissaoui ◽  
Zied Ftiti ◽  
Chaker Aloui
Keyword(s):  
Stock Market ◽  
Firm Size ◽  
Private Information ◽  
Trading Volume ◽  
Market Liquidity ◽  
Information Flows ◽  
Public And Private ◽  
Order Imbalance ◽  
The Impact ◽  
The Relationship

<p><em>This study investigates commonality in liquidity in Tunisia, an order-driven, emerging stock market. We analyze the impact of information flow on the relationship between market liquidity and liquidity of securities, in addition to firm size and industry determinants. The effect of liquidity commonality on the liquidity of securities depends on firm size. The effect of market-wide commonality on liquidity is found to be stronger than that of industry-wide commonality. Our results show that public and private information flows improve liquidity. Systematic trading volume dominates systematic order imbalance in explaining liquidity; however, this effect is lesser compared to that of market liquidity.</em></p>

Understanding information flows among individual companies in Korean stock market

2013 ◽  
Author(s):  
Ho-Yong Kim ◽  
◽  
Seok-Won Ahn ◽  
Gab-Jin Oh ◽  
◽  
...  
Keyword(s):  
Stock Market ◽  
Information Flows ◽  
Korean Stock Market
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