Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market

X Zhang, Z Wang, J Hao, F He - Pacific-Basin Finance Journal, 2022 - Elsevier
The daily price limit changed from 10% to 20% in the ChiNext market in 2020. This event
can be considered a quasi-natural experiment of change in market trading mechanisms. We …

Why do firms down-list or exit from securities markets? Evidence from the German Stock Exchange

W Bessler, J Beyenbach, MS Rapp… - Review of Managerial …, 2023 - Springer
Abstract In 2003, the German Stock Exchange instituted the Prime Standard as the highest
regulated stock market segment in Germany. We analyze the firms' delisting decisions from …

Active attention, retail investor base, and stock returns

Z Chen, KA Craig - Journal of Behavioral and Experimental Finance, 2023 - Elsevier
The vast investor attention literature assumes that active retail investor attention drives retail
investor base and therefore, stock demand and stock returns. We aim to provide empirical …

Liquidity and volatility of stocks moved from the main market to the alternative investment market (AIM)

M Mortazian - Asia-Pacific Financial Markets, 2022 - Springer
Companies moving from the Main market of London Stock Exchange to the AIM impair their
information environment when entering the AIM; the information environment is measured …

Peran Eksistensi Saham di LQ45 pada Kinerja Profitabilitas Perusahaan

H Karamoy, HHD Tasik - EKUITAS (Jurnal Ekonomi dan …, 2019 - ejournal.stiesia.ac.id
Many companies in Indonesia compete to improve the financial performance to be listed in
LQ45 index. LQ45 index is the house of 45 stocks with high liquidity, big market …

[HTML][HTML] The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity

DT Nguyen, TP Pham, NA Tran, R Zurbruegg - Journal of Financial Stability, 2024 - Elsevier
This paper explores the dynamic effects of counterparty risk on stock liquidity using data on
unsecured creditors after a debtor has declared bankruptcy. Through matched pair fixed …

Gated recurrent unit network: A promising approach to corporate default prediction

M Thor, Ł Postek - Journal of Forecasting, 2024 - Wiley Online Library
This paper presents a promising approach using gated recurrent unit (GRU) network to
predict bankruptcy based on the whole sequence of financial statements of the companies …

The impact of bank loan announcements on stock liquidity

TP Pham, H Singh - International Review of Economics & Finance, 2023 - Elsevier
We examine the impact of bank loan announcements on stock liquidity. Using a
comprehensive loan announcement sample over 14 years in Australia, we find that effective …

Exchange introduction and market competition: The entrance of MEMX and MIAX

ED Watson, D Woods - Global Finance Journal, 2022 - Elsevier
In September of 2020, two new equity exchanges, Members Exchange and Miami
International Holdings Pearl Equities Exchange, were introduced further fragmenting an …

Stock returns and liquidity after listing switch on the Warsaw Stock Exchange

D Podedworna-Tarnowska, D Kaszyński - Economics and Business …, 2022 - sciendo.com
The aim of the article is to evaluate the market reaction to the change of listing venue of
companies moving from the alternative market to the regulated market of the Warsaw Stock …