Determinants Of Liquidity In The Swiss Stock Market
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Understanding Global Liquidity
Author | : Sandra Eickmeier |
Publisher | : |
Total Pages | : 42 |
Release | : 2013 |
Genre | : International finance |
ISBN | : |
Stock Market Liquidity in Chile
Author | : Mr.Luis Brandao-Marques |
Publisher | : International Monetary Fund |
Total Pages | : 29 |
Release | : 2016-11-16 |
Genre | : Business & Economics |
ISBN | : 1475554699 |
Chile has a large but relatively illiquid stock market. Global factors such as global risk appetite and monetary policy in advanced economies are key cyclical determinants of liquidity in Chilean equities. Evidence from a cross-section of emerging markets suggests strong protection of minority shareholders can help improve stock market liquitidity. Currently, illiquid in Chilean may have to pay 31⁄2 percent more as cost of equity. Corporate governance should be improved, namely through the adoption of a stewardship code.
Measuring Liquidity in Financial Markets
Author | : Abdourahmane Sarr |
Publisher | : International Monetary Fund |
Total Pages | : 72 |
Release | : 2002-12 |
Genre | : Business & Economics |
ISBN | : |
This paper provides an overview of indicators that can be used to illustrate and analyze liquidity developments in financial markets. The measures include bid-ask spreads, turnover ratios, and price impact measures. They gauge different aspects of market liquidity, namely tightness (costs), immediacy, depth, breadth, and resiliency. These measures are applied in selected foreign exchange, money, and capital markets to illustrate their operational usefulness. A number of measures must be considered because there is no single theoretically correct and universally accepted measure to determine a market's degree of liquidity and because market-specific factors and peculiarities must be considered.
International Convergence of Capital Measurement and Capital Standards
Author | : |
Publisher | : Lulu.com |
Total Pages | : 294 |
Release | : 2004 |
Genre | : Bank capital |
ISBN | : 9291316695 |
Liquidity and Asset Prices
Author | : Yakov Amihud |
Publisher | : Now Publishers Inc |
Total Pages | : 109 |
Release | : 2006 |
Genre | : Business & Economics |
ISBN | : 1933019123 |
Liquidity and Asset Prices reviews the literature that studies the relationship between liquidity and asset prices. The authors review the theoretical literature that predicts how liquidity affects a security's required return and discuss the empirical connection between the two. Liquidity and Asset Prices surveys the theory of liquidity-based asset pricing followed by the empirical evidence. The theory section proceeds from basic models with exogenous holding periods to those that incorporate additional elements of risk and endogenous holding periods. The empirical section reviews the evidence on the liquidity premium for stocks, bonds, and other financial assets.
Collateral Frameworks
Author | : Kjell G. Nyborg |
Publisher | : Cambridge University Press |
Total Pages | : 345 |
Release | : 2017 |
Genre | : Business & Economics |
ISBN | : 1107155843 |
The first book-length study of the importance of collateral frameworks in monetary policy, focusing on the Eurozone and euro crisis.
Managing Elevated Risk
Author | : Iwan J. Azis |
Publisher | : Springer |
Total Pages | : 129 |
Release | : 2014-12-11 |
Genre | : Business & Economics |
ISBN | : 9812872841 |
This book discusses the risks and opportunities that arise in Emerging Asia given the context of a new environment in global liquidity and capital flows. It elaborates on the need to ensure financial and overall economic stability in the region through improved financial regulation and other policy measures to minimize the emergent risks. "Managing Elevated Risk: Global Liquidity, Capital Flows, and Macroprudential Policy—An Asian Perspective" also explores the range of policy options that may be deployed to address the impact of global liquidity on domestic financial and socio-economic conditions including income inequality. The book is primarily aimed at policy makers, financial market regulators and supervisory agencies to help them improve national regulatory systems and to promote harmonization of national regulations and practices in line with global standards. Scholars and researchers will also gain important information and knowledge about the overall impacts of changing global liquidity from the book.
Banks and Capital Requirements
Author | : Benjamin H. Cohen |
Publisher | : |
Total Pages | : 27 |
Release | : 2014 |
Genre | : Bank capital |
ISBN | : 9789291311446 |
The Empirical Analysis of Liquidity
Author | : Craig Holden |
Publisher | : Now Publishers |
Total Pages | : 90 |
Release | : 2014-11-28 |
Genre | : Business & Economics |
ISBN | : 9781601988744 |
We provide a synthesis of the empirical evidence on market liquidity. The liquidity measurement literature has established standard measures of liquidity that apply to broad categories of market microstructure data. Specialized measures of liquidity have been developed to deal with data limitations in specific markets, to provide proxies from daily data, and to assess institutional trading programs. The general liquidity literature has established local cross-sectional patterns, global cross-sectional patterns, and time-series patterns.