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Mostrando ítems 11-20 de 513
Uma nova forma de medir liquidez: construção e aplicação no mercado brasileiro
(Universidade Federal de Santa MariaBrasilAdministraçãoUFSMPrograma de Pós-Graduação em AdministraçãoCentro de Ciências Sociais e Humanas, 2017-02-17)
This study aimed to construct a liquidity measure using their proxies and assess their applicability in the financial context. To that, this study proposes the creation of a negotiability measure, which is a compendium of ...
The role of liquidity in asset pricing: the special case of the Portuguese Stock Market
(Universidad ESAN. ESAN EdicionesPE, 2017-12-01)
Purpose – The aim of this paper is to examine the role of liquidity in asset pricing in a tiny market, such as the Portuguese. The unique setting of the Lisbon Stock Exchange with regards to changes in classification from ...
The role of liquidity in asset pricing: the special case of the Portuguese Stock Market
(Universidad ESAN. ESAN EdicionesPE, 2017-12-01)
Purpose – The aim of this paper is to examine the role of liquidity in asset pricing in a tiny market, such as the Portuguese. The unique setting of the Lisbon Stock Exchange with regards to changes in classification from ...
Does Information Asymmetry matter in emerging markets?. Evidence from six Latin American stock markets
(Universidad EAFITEscuela de Economía y Finanzas, 2011-11-10)
Does informed trading affect emerging stock markets? Market microstructure literature establishes that information asymmetry reduces liquidity and moves prices in the direction of the trade. We test for this theoretical ...
Liquidez en los mercados accionarios colombianos: ¿cuánto hemos avanzado en los últimos 10 años?Liquidez nos mercados de ações colombianos: quanto avançamos nos últimos 10 anos?
En este artículo se reseña el sustancial progreso, en materia de liquidez, del mercado accionario colombiano en los últimos 10 años. Esto se ha manifestado en una importante reducción de los márgenes de oferta-demanda en ...
The pricing of liquidity risk in the colombian stock market
(Universidad de los AndesMaestría en EconomíaFacultad de Economía, 2021-12-06)
This document seeks to assess how liquidity risk impacts the return of assets in the Colombian financial market. For this, an extension of the CAPM ("Capital Asset Pricing Model") known as LCAPM ("Liquidity Adjusted Capital ...
Evaluación de indicadores de profundización en los mercados de valores pertenecientes al Mila 2008 – 2013: una propuesta estratégica desde el estudio comparativo con el mercado de valores de Estados Unidos
(Universidad de La Salle. Facultad de Ciencias Económicas y Sociales. Finanzas y Comercio Internacional, 2014)
The link Between Stock Exchange Sectors and Indices: Implications During the COVID-19 Pandemic
The paper investigates the impact of the COVID-19 pandemic, using the event study approach for the Bucharest Stock Exchange, by which Bucharest Stock Indices and listed firms grouped by sectors were analyzed. The paper ...
Micro & small caps liquidity and stock return : an analysis of the US market
(Universidad ESANPE, 2018)
In this study we analyze the impact of different liquidity factors on the expected returns of the small caps listed in the USA stock market and find evidence that the mentioned effect exists. We show the existence of a ...