COVID-19 and the Stock Market: Liquidity, Pricing Efficiency, and Trading

2021 ◽  
Author(s):  
Kee H. Chung ◽  
Chairat Chuwonganant
Keyword(s):  
Stock Market ◽  
Market Liquidity ◽  
Pricing Efficiency ◽  
Stock Market Liquidity ◽  
Liquidity Pricing

Corporate Governance and Stock Market Liquidity

2019 ◽  
Author(s):  
Erick Rading Outa ◽  
Nelson Maina Waweru ◽  
Peterson K Ozili
Keyword(s):  
Corporate Governance ◽  
Stock Market ◽  
Market Liquidity ◽  
Stock Market Liquidity

Predicting US recessions with stock market illiquidity

2016 ◽  
Vol 16 (1) ◽  
Author(s):  
Shiu-Sheng Chen ◽  
Yu-Hsi Chou ◽  
Chia-Yi Yen
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Stock Returns ◽  
Cross Section ◽  
Market Liquidity ◽  
Credit Spreads ◽  
Stock Market Liquidity ◽  
Predictive Content ◽  
Dynamic Link

AbstractIn this paper, we investigate the dynamic link between recessions and stock market liquidity by examining the predictive content of illiquidity for US recessions. After controlling for other commonly featured recession predictors such as term spreads and credit spreads, we find that the illiquidity measure proposed by (Amihud, Y. 2002. “Illiquidity and Stock Returns: Cross-Section and Time-Series Effects.”

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