Determinants of stock market liquidity–a macroeconomic perspective

P Naik, YV Reddy - … and Finance in Emerging Market Economies, 2024 - Taylor & Francis
This study examines the impact of macroeconomic indicators on the liquidity of the Indian
stock market by using the Granger Causality, Vector Auto-Regressive Model, and Impulse …

[PDF][PDF] Faktor yang mempengaruhi harga saham: bukti empiris dari Indonesia

GMH Putro, SY Astuti, N Mas'adah… - Journal of Culture …, 2023 - journal.umg.ac.id
The financial ratios of liquidity, profitability, solvency, activity, and basic earning ratio on
share prices are the financial ratios used in this study to analyze the financial performance of …

Market liquidity and volatility: Does economic policy uncertainty matter? Evidence from Asian emerging economies

Z Muzaffar, IR Malik - Plos one, 2024 - journals.plos.org
This research investigates the complex interaction between liquidity and volatility while
considering Economic Policy Uncertainty (EPU) as a moderating factor. Using a …

Does Public Sentiment Impact Stock Price Movements? Evidence from India

A Banerjee, S Kundu - Journal of Emerging Market Finance, 2024 - journals.sagepub.com
This study analyses the impact of a weighted measure of public sentiment about firms on
their stock price movement using a sample of 5.4 million tweets from the official Twitter …

Make Some 'Noise'Tonight—Overnight Return as Investor Sentiment Index: Indian Evidence

STG Nair, A Raghunandanan, RK Nair - Vision, 2024 - journals.sagepub.com
This research, following Aboody et al., 2018, Journal of Financial and Quantitative Analysis,
53 (2), 485–505, and using 612,066 firm-day data daily stock returns, examines whether …

The Launch of a Night Trading Session and Currency Futures Market Liquidity: Evidence from the Thailand Futures Exchange

W Jongadsayakul - Journal of Risk and Financial Management, 2023 - mdpi.com
The Thailand Futures Exchange launched USD Futures as the first currency futures contract
on 5 June 2012. However, it has been available for night trading since 27 September 2021 …

Corporate Reputation and Stock Liquidity: the US case.

F Domingos, L Febra, M Costa - European Journal of …, 2022 - search.ebscohost.com
Purpose: The purpose of this paper is to analyse if there is a positive relationship between
corporate reputation communication through media ranking and stock liquidity …

Does Inflation Targeting Help Information Transmission?

S Das, J Surti, S Tomar - Available at SSRN 3701541, 2020 - papers.ssrn.com
This paper studies the informational impact of inflation targeting on financial market volatility
in an emerging market context by using a novel monetary policy regime-switching approach …

Cross-border merger impact on wealth of acquirers: evidence from emerging nation

S Agarwal, A Jain - Afro-Asian Journal of Finance and …, 2023 - inderscienceonline.com
The paper tries to assess the impact of cross-border mergers and acquisitions
announcements on the Indian acquiring firm's shareholder wealth. A total of 110 CBMA …

Assessment of Stock Market Liquidity and Efficiency: Evidence from an Emerging Country

R Monga, D Aggrawal, J Singh - Organizations and Markets in Emerging …, 2023 - ceeol.com
The study examines the market efficiency, multi-dimensions of liquidity, and their
interconnectedness for the Emerging Indian Stock Market. In contrast to the extant literature …