CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms
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DOI: 10.1016/j.frl.2020.101809
Abstract: Abstract This paper examines the dynamic relationship among stock illiquidity, corporate social responsibility (CSR) news release and media tone. Using news from 93 news publishers, we investigate the circumstance in which public news release is… read more here.
Keywords: news; csr news; news release; illiquidity ... See more keywords
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Banking and Finance"
DOI: 10.1016/j.jbankfin.2018.07.005
Abstract: The illiquidity risk premium hypothesis implies the existence of a positive relation between illiquidity in the option market and option returns. Based on numerous studies within the extant literature examining the roles of informed traders… read more here.
Keywords: risk premium; illiquidity risk; illiquidity; option ... See more keywords
Does illiquidity matter in residential properties?
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DOI: 10.1080/00036846.2016.1189506
Abstract: ABSTRACT No, it does not, despite the general perception that illiquidity matters in real estate. As expected, our evidence shows that the illiquidity costs for the U.S. residential properties are large. The costs are equivalent… read more here.
Keywords: quality; illiquidity matter; residential properties; matter residential ... See more keywords
Illiquidity Premium in the Indian Stock Market: An Empirical Study
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DOI: 10.18488/journal.aefr.2021.116.501.511
Abstract: India has the highest global mean illiquidity ratio (Amihud, Hameed, Kang, & Zhang, 2019), which is the primary motivation for this study. This paper aims to price the traded illiquidity and test the well-documented asset… read more here.
Keywords: market; asset pricing; model; illiquidity ... See more keywords