create a website

Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China. (2024). Tan, Songtao ; Shi, Xiaojun ; Peng, Yueqian.
In: Journal of Empirical Finance.
RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000690.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 51

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Abdi, F. ; Ranaldo, A. A simple estimation of bid–ask spreads from daily close, high, and low prices. 2017 Rev. Financ. Stud.. 30 4437-4480

  2. Agarwal, S. ; Chen, V.Y.S. ; Zhang, W. The information value of credit rating action reports: A textual analysis. 2016 Manage. Sci.. 62 2218-2240

  3. Azar, P.D. ; Lo, A.W. The wisdom of Twitter crowds: Predicting stock market reactions to FOMC meetings via Twitter feeds. 2016 J. Portf. Manag.. 42 123-134
    Paper not yet in RePEc: Add citation now
  4. Bae, K.-H. ; Kang, J.-K. ; Wang, J. Does increased competition affect credit ratings? A reexamination of the effect of Fitch’s market share on credit ratings in the corporate bond market. 2015 J. Financ. Quant. Anal.. 50 1011-1035
    Paper not yet in RePEc: Add citation now
  5. Barta, Z. ; Makszin, K. The politics of creditworthiness: Political and policy commentary in sovereign credit rating reports. 2021 J. Public Policy. 41 307-330

  6. Becker, B. ; Milbourn, T. How did increased competition affect credit ratings?. 2011 J. Financ. Econ.. 101 493-514

  7. Bian, S. ; Jia, D. ; Li, R. ; Sun, W. ; Yan, Z. ; Zheng, Y. Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China. 2021 Pac.-Basin Finance J.. 68 -

  8. Bian, S. ; Li, F. ; Yan, Z. Do retail investors matter?. 2021 :
    Paper not yet in RePEc: Add citation now
  9. Blankespoor, E. ; Miller, G.S. ; White, H.D. The role of dissemination in market liquidity: Evidence from firms’ use of Twitter. 2013 Account. Rev.. 89 79-112

  10. Chen, Y. Predicting financial distress of listed companies based on information disclosure texts: A study using Chinese annual report management discussions and analyses. 2019 Chinese J. Manage. Sci.. 7 23-34
    Paper not yet in RePEc: Add citation now
  11. Cho, C.H. ; Roberts, R.W. ; Patten, D.M. The language of US corporate environmental disclosure. 2010 Account. Organizations Soc.. 35 431-443

  12. Cong, L.W. ; Feng, G. ; He, J. ; He, X. Growing the Efficient Frontier on Panel Trees. 2023 Cornell University:
    Paper not yet in RePEc: Add citation now
  13. Da, Z. ; Engelberg, J. ; Gao, P. The sum of all FEARS: Investor sentiment and asset prices. 2014 Rev. Financ. Stud.. 28 1-32
    Paper not yet in RePEc: Add citation now
  14. Davis, A.K. ; Tama-Sweet, I. Managers use of language across alternative disclosure outlets: Earnings press releases versus MD & A. 2012 Contemp. Account. Res.. 29 804-837

  15. Del Gaudio, B.L. ; Megaravalli, A.V. ; Sampagnaro, G. ; Verdoliva, V. Mandatory disclosure tone and bank risk-taking: Evidence from europe. 2019 Econom. Lett.. -
    Paper not yet in RePEc: Add citation now
  16. Demers, E. ; Vega, C. Understanding the role of managerial optimism and uncertainty in the price formation process: Evidence from the textual content of earnings announcements. 2014 :
    Paper not yet in RePEc: Add citation now
  17. Deng, K. ; Qiao, G. Triple a default. 2022 Pacific Basin Finance J.. 74 -
    Paper not yet in RePEc: Add citation now
  18. Durnev, A. ; Mangen, C. The spillover effects of MD & A disclosures for real investment: The role of industry competition. 2020 J. Account. Econ.. -

  19. Ferris, S.P. ; Hao, G. ; Liao, M. The effect of issuer conservatism on IPO pricing and performance. 2013 Rev. Finance. 17 993-1027

  20. Hanley, K.W. ; Hoberg, G. The information content of IPO prospectuses. 2009 Rev. Financ. Stud.. 23 2821-2864
    Paper not yet in RePEc: Add citation now
  21. Hart, R.P. ; Jarvis, S.E. Political debate forms, styles, and media. 1997 Am. Behav. Scientist. 40 1095-1122
    Paper not yet in RePEc: Add citation now
  22. Henry, E. Are investors influenced by how earnings press releases are written?. 2008 J. Bus. Commun.. 45 363-407
    Paper not yet in RePEc: Add citation now
  23. Heston, S.L. ; Sinha, N.R. News vs. sentiment: Predicting stock returns from news stories. 2017 Financ. Anal. J.. 73 67-83

  24. Huang, J.-Z. ; Liu, B. ; Shi, Z. Determinants of short-term corporate yield spreads: Evidence from the commercial paper market. 2023 Rev. Finance. 27 539-579

  25. Jiang, F. ; Lee, J. ; Martin, X. ; Zhou, G. Manager sentiment and stock returns. 2018 J. Financ. Econ.. -
    Paper not yet in RePEc: Add citation now
  26. Jiang, F. ; Meng, L. ; Tang, G. Media text sentiment and stock return prediction. 2021 China Econ. Q.. 4 1323-1344
    Paper not yet in RePEc: Add citation now
  27. Jing, H. ; Miao, X. ; Wei, L. Bank risk aggregation based on dual perspectives of bank managers and credit rating agencies. 2022 Procedia Comput. Sci.. 214 280-287
    Paper not yet in RePEc: Add citation now
  28. Lev, B. ; Gu, F. The End of Accounting and the Path Forward for Investors and Managers. 2016 John Wiley & Sons, Inc.: Hoboken, New Jersey
    Paper not yet in RePEc: Add citation now
  29. Li, F. ; Yang, M. ; Zhang, T. Does prospectus readability matter for bond issuance pricing? Evidence from China. 2023 Pacific Basin Finance J.. 80 -

  30. Li, J. ; Chen, Y. ; Shen, Y. ; Wang, J. ; Huang, Z. Measuring China’s stock market sentiment. 2019 :
    Paper not yet in RePEc: Add citation now
  31. Li, S. ; Jiang, Y. Does the tone of annual report text affect audit opinions?. 2020 Account. Res.. 5 178-192
    Paper not yet in RePEc: Add citation now
  32. Li, S. ; Li, Y. ; Huang, J. ; Su, Y. Construction of a Chinese emotional dictionary based on bilingual information and label propagation algorithm. 2013 J. Chin. Inf. Process.. 27 75-81
    Paper not yet in RePEc: Add citation now
  33. Liu, W. ; Zhu, Y. ; Li, C. ; Xiang, H. ; Wen, Z. Research on the construction method of Chinese basic emotion word dictionary. 2009 J. Comput. Appl. (Chinese). 29 2875-2877
    Paper not yet in RePEc: Add citation now
  34. Liu, X. ; Chong, B.S. ; Feng, X. Does the market differentiate between investor-paid and issuer-paid ratings in the pricing of asset-backed securities?. 2023 Pacific Basin Finance J.. 79 -

  35. Loughran, T. ; McDonald, B. The use of word lists in textual analysis. 2015 J. Behav. Finance. 16 1-11

  36. Loughran, T. ; McDonald, B. When is a liability not a liability? Textual analysis, dictionaries, and 10-ks. 2011 J. Finance. 66 35-65

  37. Manela, A. ; Moreira, A. News implied volatility and disaster concerns. 2017 J. Financ. Econ.. 123 137-162

  38. Mitra, L. ; Mitra, G. Applications of news analytics in finance: A review. 2012 En : The Handbook of News Analytics in Finance. :
    Paper not yet in RePEc: Add citation now
  39. Mys̆ková, R. ; Hájek, P. Mining risk-related sentiment in corporate annual reports and its effect on financial performance. 2020 Technol. Econ. Dev. Econ.. 26 1422-1443
    Paper not yet in RePEc: Add citation now
  40. Price, S.M. ; Doran, J.S. ; Peterson, D.R. ; Bliss, B.A. Earnings conference calls and stock returns: The incremental informativeness of textual tone. 2012 J. Bank. Financ.. 36 992-1011

  41. Rogers, J.L. ; Van Buskirk, A. ; Zechman, S. Disclosure tone and shareholder litigation. 2011 Account. Rev.. 86 2155-2183
    Paper not yet in RePEc: Add citation now
  42. Slapnik, U. ; Lončarski, I. On the information content of sovereign credit rating reports: Improving the predictability of rating transitions. 2021 J. Int. Financial Mark. Inst. Money. 73 -

  43. Tetlock, P.C. Giving content to investor sentiment: The role of media in the stock market. 2007 J. Finance. 62 1139-1168

  44. Wang, J. ; Huang, Y. Characterization of financial technology media sentiment and its impact on the online loan market. 2018 China Econ. Q. (Chinese). 17 1623-1650
    Paper not yet in RePEc: Add citation now
  45. Wang, Y. ; Fang, H. ; Luo, R. Does state ownership affect rating quality? Evidence from China’s corporate bond market. 2022 Econ. Model.. 111 -

  46. Whissell, C. Objective analysis of text: II. Using an emotional compass to describe the emotional tone of situation comedies. 1998 Psychol Rep.. 82 643-646
    Paper not yet in RePEc: Add citation now
  47. Xie, D. ; Lin, L. Can managerial tone predict future company performance? Empirical analysis based on annual performance meetings of listed companies in China. 2015 Account. Res.. 2 20-27+93
    Paper not yet in RePEc: Add citation now
  48. Yao, J. ; Feng, X. ; Wang, Z. ; Ji, R. ; Zhang, W. Tone, sentiment and market impacts: The construction of Chinese sentiment dictionary in finance. 2021 J. Manage. Sci. Eng.. 24 26-
    Paper not yet in RePEc: Add citation now
  49. You, J. ; Zhang, B. ; Zhang, L. Who captures the power of the pen?. 2018 Rev. Financ. Stud.. 31 43-96

  50. Zhang, X. ; Zhang, Z. The cross-section of Chinese corporate bond returns. 2023 J. Finance Data Sci.. 9 -
    Paper not yet in RePEc: Add citation now
  51. Zhou, Y. ; Fan, J. ; Xue, L. How much can machines learn finance from Chinese text data?. 2024 Manage. Sci.. -
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts. (2022). Shin, Donghwa ; Rubtsov, Alexey ; Augustin, Patrick.
    In: LawFin Working Paper Series.
    RePEc:zbw:lawfin:41.

    Full description at Econpapers || Download paper

  2. Asymmetric information modelling in the realized spread: A new simple estimation of the informed realized Spread. (2022). Saleemi, Jawad.
    In: EconStor Open Access Articles and Book Chapters.
    RePEc:zbw:espost:261367.

    Full description at Econpapers || Download paper

  3. Spreads and Volatility in House Returns. (2022). Chinloy, Peter ; John, Kose ; Jiang, Cheng.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:369-:d:893137.

    Full description at Econpapers || Download paper

  4. Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). SADEFO KAMDEM, Jules ; Sadefo-Kamdem, Jules ; Assoil, Ayad.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00129-7.

    Full description at Econpapers || Download paper

  5. The currency that came in from the cold - Capital controls and the information content of order flow. (2021). Vitale, Paolo ; Pétursson, Thórarinn ; Breedon, Francis.
    In: Economics.
    RePEc:ice:wpaper:wp86.

    Full description at Econpapers || Download paper

  6. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh.
    In: Working Papers.
    RePEc:hhs:oruesi:2021_015.

    Full description at Econpapers || Download paper

  7. Information content of liquidity and volatility measures. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

    Full description at Econpapers || Download paper

  8. Turnover premia in Chinas stock markets. (2021). Chen, Wei ; Yeh, Chung-Ying ; Zhang, Bing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

    Full description at Econpapers || Download paper

  9. Bias in the effective bid-ask spread. (2021). Hagstromer, Bjorn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:142:y:2021:i:1:p:314-337.

    Full description at Econpapers || Download paper

  10. Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model. (2021). Hueng, C. ; Huang, Peng ; Beyene, Nardos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302993.

    Full description at Econpapers || Download paper

  11. What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

    Full description at Econpapers || Download paper

  12. Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

    Full description at Econpapers || Download paper

  13. The quality premium with leverage and liquidity constraints. (2021). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000429.

    Full description at Econpapers || Download paper

  14. Trading activity and price discovery in Bitcoin futures markets. (2021). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

    Full description at Econpapers || Download paper

  15. Fraud commitment in a smaller world: Evidence from a natural experiment. (2021). Xiong, Jiacai ; Tong, Jamie Yixing ; Zhang, Feida Frank ; Ouyang, Caiyue.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921002121.

    Full description at Econpapers || Download paper

  16. Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). Tapking, Jens ; Lemke, Wolfgang ; Altavilla, Carlo ; Linzert, Tobias ; von Landesberger, Julian.
    In: Occasional Paper Series.
    RePEc:ecb:ecbops:2021278.

    Full description at Econpapers || Download paper

  17. Gender, ethnicity and stock liquidity: evidence from South Africa. (2021). Nguyen, Ha Thanh ; Muniandy, Balachandran.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2337-2377.

    Full description at Econpapers || Download paper

  18. Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Makhankova, Natalia ; Burova, Anna ; Akhmetov, Artur.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps82.

    Full description at Econpapers || Download paper

  19. Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Karray-Meziou, Fatma ; Cherief, Amina.
    In: Papers.
    RePEc:arx:papers:2105.08377.

    Full description at Econpapers || Download paper

  20. Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-39.

    Full description at Econpapers || Download paper

  21. Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction. (2020). Gurgul, Henryk ; Syrek, Robert ; Duda, Jarosaw.
    In: Statistics in Transition New Series.
    RePEc:exl:29stat:v:21:y:2020:i:5:p:99-118.

    Full description at Econpapers || Download paper

  22. Liquidity risk and stock performance during the financial crisis. (2020). Dang, Tung ; Hue, Thi Minh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302831.

    Full description at Econpapers || Download paper

  23. Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

    Full description at Econpapers || Download paper

  24. The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Song, Shiyun ; Albuquerque, Rui ; Yao, Chen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

    Full description at Econpapers || Download paper

  25. Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Agarwal, Vineet ; Poshakwale, Sunil ; Aghanya, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

    Full description at Econpapers || Download paper

  26. Liquidity connectedness and output synchronisation. (2020). Inekwe, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

    Full description at Econpapers || Download paper

  27. In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

    Full description at Econpapers || Download paper

  28. Uncovering the time-varying relationship between commonality in liquidity and volatility. (2020). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301101.

    Full description at Econpapers || Download paper

  29. Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo ; Ramos, Henrique Pinto.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

    Full description at Econpapers || Download paper

  30. More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016.

    Full description at Econpapers || Download paper

  31. Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

    Full description at Econpapers || Download paper

  32. Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Lamas, Matías ; Broto, Carmen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:217-229.

    Full description at Econpapers || Download paper

  33. Shorting in Broad Daylight: Short Sales and Venue Choice. (2020). Samadi, Mehrdad ; Sokobin, Jonathan S ; Reed, Adam V.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:55:y:2020:i:7:p:2246-2269_6.

    Full description at Econpapers || Download paper

  34. On the Performance of Cryptocurrency Funds. (2020). Bianchi, Daniele ; Babiak, Mykola.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp672.

    Full description at Econpapers || Download paper

  35. Portfolio Optimization with 2D Relative-Attentional Gated Transformer. (2020). Kim, Tae Wan ; Khushi, Matloob.
    In: Papers.
    RePEc:arx:papers:2101.03138.

    Full description at Econpapers || Download paper

  36. Small is beautiful? How the introduction of mini futures contracts affects the regular contract. (2019). Theissen, Erik ; Greppmair, Stefan.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1906.

    Full description at Econpapers || Download paper

  37. “Uncovering the time-varying relationship between commonality in liquidity and volatility”. (2019). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201916.

    Full description at Econpapers || Download paper

  38. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

    Full description at Econpapers || Download paper

  39. When do low-frequency measures really measure transaction costs?. (2019). Jahan-Parvar, Mohammad ; Zikes, Filip.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-51.

    Full description at Econpapers || Download paper

  40. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
    In: CFDS Discussion Paper Series.
    RePEc:fds:dpaper:201909.

    Full description at Econpapers || Download paper

  41. Seasonality in cryptocurrencies. (2019). Kaiser, Lars.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304513.

    Full description at Econpapers || Download paper

  42. Option prices and implied volatility in the crude oil market. (2019). Soini, Vesa ; Lorentzen, Sindre.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:515-539.

    Full description at Econpapers || Download paper

  43. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda.
    In: Economic Systems.
    RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302358.

    Full description at Econpapers || Download paper

  44. Cycles of Declines and Reversals Following Overnight Market Declines. (2018). Abdi, Farshid.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:29.

    Full description at Econpapers || Download paper

  45. Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Abdi, Farshid ; Wu, Botao.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:28.

    Full description at Econpapers || Download paper

  46. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201826.

    Full description at Econpapers || Download paper

  47. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2018_004.

    Full description at Econpapers || Download paper

  48. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Cai, Jun ; Ahn, Hee-Joon ; Yang, Cheol-Won.
    In: Economies.
    RePEc:gam:jecomi:v:6:y:2018:i:4:p:67-:d:189816.

    Full description at Econpapers || Download paper

  49. Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:94-111.

    Full description at Econpapers || Download paper

  50. New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan.
    In: MPRA Paper.
    RePEc:pra:mprapa:79102.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 16:01:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.