Stock Market Liquidity, Stock Market Volatility
An Empirical Study Of Volatility Of Nifty Returns And Net Fiis Flows
... modest volatility in FII inflows to India and it was found that stock market volatility was not the actual difficulty caused by fluctuations in FII inflows but the problems posed due to money ...
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Mexican Stock Market Index Volatility
... In late 2010, the Basel Committee on Banking Supervision issued the Basel III document enumerating measures focused on improvements in the definition of regulatory capital, introduction of a leverage ratio as a backstop ...
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Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market
... The liquidity of a stock market indicates the occurrence of larger volumes of trade within the shortest possible time and with the least possible cost of ...liquid market is characterized by ...
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Stock market liquidity and stock returns: evidence from the London Stock Exchange
... many! liquidity! studies! is! that! trading! ...the! volatility! of! ...to! liquidity,! but! also! to! ...resulting! market! equilibrium! critically! depends! on! volume! of! ...and! ...
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Does the weather affect stock market volatility?
... intertemporal market returns and ...if market participants tend to leave early on rainy days in order to beat the rush, then we can expect a negative impact of cloudiness on liquidity and ...
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Regulatory changes and market liquidity in Chinese stock markets
... daily stock returns for every listed firm are not available for the whole period from 1990 to ...of liquidity, there exist several possibilities to observe liquidity on the micro level using ...
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Policy risk and Stock Market volatility in China
... of market capitalization, forced state-owned brokers to promise to buy and hold shares until the index reached a higher level, mobilized state-controlled funds to purchase equities, cracked down on ...
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FINANCIAL LIBERALIZATION AND KUWAITI STOCK MARKET BEHAVIOUR
... emerging stock markets and its impacts on market volatility have attracted growing attention from academics and policymakers during the last few ...increasing liquidity, decreasing costs, ...
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Mexican Stock Market Index Volatility
... Memon, Bhutto and Abbas (2012) investigated the impact of capital structure on firm financial performance in textile sector of Pakistan with 141 textile firms from 2004-2009. The results indicate that all the ...
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AN ANALYSIS OF STOCK MARKET VOLATILITY OF BRICS COUNTRIES
... of market value. MICEX-RTS Group, is the Russian stock and derivatives ...competitive market through improved market infrastructure efficiency, product diversity and liquidity ...
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Essays on Stock Market Liquidity and Liquidity Risk Premium
... the liquidity risk puzzle. For instance, our previous analysis of market conditions suggests that investors are not strongly averse to liquidity risk during extreme down ...affects liquidity ...
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SYNTHETIC REVIEW: A REVIEW OF LITERATURE
... of stock market risk. It can be used to measure the market risk of a single instrument or the entire portfolio of ...While volatility can be expressed in different ways, statistically, ...
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Stock Market Volatility: Comparison Between Dhaka Stock Exchange and Chittagong Stock Exchange
... security market of Bangladesh with emerging and developed markets implies that the determinants of growth of capital markets in Asia may be structural as well as ...the market to attract new ...the ...
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PRICE AND LIQUIDITY CHANGES AFTER STOCK SPLITS - EMPIRICAL EVIDENCE FROM INDIAN STOCK MARKET
... the market effect of stock splits on stock price, return, volatility, and trading volume around the split ex-dates for a sample of stock splits undertaken in the Indian stock ...
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Commonality In Liquidity: Lessons From An Emerging Stock Market
... in liquidity, and different empirical tools have been proposed to explain commonality in liquidity in different ...simple market model adapted to market liquidity, for a market ...
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Futures Trading and Its Impact on Volatility of Indian Stock Market
... liberalized market economies who are exposed to volatile stock prices and interest rate changes entail suitable hedging products to pact with ...allow market participants to manage risk in the modern ...
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STUDY THE EFFECT OF LIQUIDITY OF STOCK ON STOCK RETURNS IN THE COMPANIES LISTED IN TEHRAN STOCK EXCHANGE
... of liquidity is Pasteur criteria (2003) that is based on an inverse relationship between price volatility and flow of ...of liquidity is market action that is defined as return to bid price ...
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Predictive Models for Disaggregate Stock Market Volatility
... of stock return volatility have long been studied over the past two decades (Campbell, Lettau, Malkiel and Xu, 2001; Sohn, ...on stock return volatility, others find such evidence ...between ...
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Volatility Mean Reversion and Stock Market Efficiency
... Indian stock market are characterized by mean reversion, inconsistent with the efficient market ...Indian stock market to be in formationally weak-inefficient relative to the empirical ...
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Return-Volatility Interactions in the Nigerian Stock Market
... the stock market volatility and economic ...that stock prices are determined by the future cash flow to the firms and the discounted ...by volatility in macroeconomic variables which in ...
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