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Pricing of liquidity risk in the Brazilian stock marketPrecificação do risco de liquidez no mercado acionário brasileiro
(Lociedade Brasileira de Finanças, 2021)
Structural Equation Modeling Applied to the Reaction to Stock Dividends and Stock Splits: integrating signaling, liquidity and optimal price levelModelagem de Equações Estruturais Aplicada à Reação a Bonificações e Desdobramentos: integrando as hipóteses de sinalização, liquidez e nível ótimo de preços.
(Lociedade Brasileira de Finanças, 2011)
Friend or foe? Foreign investors and the liquidity of six asian emerging markets
(John Wiley & Sons, Inc., 2010)
Studying foreign flows and the liquidity of six Asian markets and the Johannesburg Stock Exchange, we provide evidence of two contrary effects of foreigners on liquidity. On the one hand, foreign trade has a negative but ...
Stochastic supply curves and liquidity costs: estimation for brazilian equities
(2018-06-26)
Market Liquidity is characterized by the easiness and freedom to trade assets at desired volumes and for prices perceived as representative of their values. When there is a scarcity of bid and ask offers at those terms, ...
Credit rating announcement and bond liquidity: the case of emerging bond markets
(Universidad ESAN. ESAN EdicionesPE, 2022-07-08)
Purpose: This study examines the effect of the informational content of local credit rating announcements in emerging markets on the liquidity of their bond markets. This study analyses the liquidity of bonds in various ...
Liquidez en los mercados accionarios colombianos. Cuánto hemos avanzado en los últimos 10 años?
(Universidad EAFITEscuela de Economía y Finanzas, 2010-08-15)
How to measure the liquidity of Colombian stocks and its recent evolution. In the context of market microstructure literature, we define and estimate a measure of liquidity for Colombian stocks and provide evidence of the ...
Do news improve liquidity through improved information or visibility? Evidence from Emerging Markets.
(Universidad EAFITEscuela de Economía y Finanzas, 2015-03-01)
Market microstructure models imply that informed trading reduces liquidity. We test for the effect of the frequency of new releases, as a proxy of information arrival, on liquidity in the Chilean stock market. We find that ...
Riesgo-país y tasas de descuento para empresas latinoamericanas
(Universidad ESAN. ESAN EdicionesPE, 2007-06-30)
This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies ...