Unprecedented non-pharmaceutical interventions targeted to curb the spread of COVID-19
exerted a dramatic impact on the global economy and financial markets. This study is the …

This study examines the influence of the COVID-19 pandemic on the stock liquidity of S&P
500 firms. We construct a daily data set for stock liquidity and the numbers of COVID-19 …

The outbreak of the novel corona virus has heightened concerns surrounding the adverse
financial effects of the outbreak on stock market liquidity and economic policies. This paper …

Conventional wisdom says that, in the absence of default penalties, sovereign risk destroys
all foreign asset trade. We show that this conventional wisdom rests on one implicit …

We examine the dynamics and the drivers of market liquidity during the financial crisis, using
a unique volume-weighted spread measure. According to the literature we find that market …

Purpose The purpose of this study is to systematically review and analyze the literature in
the area of liquidity of financial markets. The study summarizes the key findings and …

In the aftermath of the 2007–2008 global financial crisis, there were heightened concerns
among the market participants and policymakers on the potential adverse effects of …

Using a new investor sentiment metric derived from Twitter, this paper examines how the
pandemic's death rate influences the impact of investor sentiment on stock liquidity. Recent …

This paper examines the impact of ownership structure, whether state owned, foreign owned
or institutionally owned, on Vietnamese stock market liquidity in different market conditions …

We document the negative effect of stock liquidity on default risk for a sample of 46
countries. We further find that default risk declines following the introduction of the Directive …