Stock market liquidity and corporate profit growth
V Sum - Available at SSRN 2304487, 2013 - papers.ssrn.com
This study examines how aggregate corporate profit growth (CP) dynamically influences
liquidity in the stock market using NYSE share turnover (STO) as a proxy. The VAR results …
liquidity in the stock market using NYSE share turnover (STO) as a proxy. The VAR results …
A Comparative Analysis on the Volume-Return Relationship of the Exchange-Traded Fund and the Stock Market
This article aims to examine the contemporaneous relationship between trading volume and
returns in the Taiwan exchange-traded fund (ETF) market, taking the stock market as a …
returns in the Taiwan exchange-traded fund (ETF) market, taking the stock market as a …
Does Short Selling Erode Market Liquidity?
V Sum, A Wang - Available at SSRN 2379931, 2014 - papers.ssrn.com
This study examines how stock market liquidity dynamically responds to the spike in short
interest ratio and dissects the causal linkage between short interest ratio and stock market …
interest ratio and dissects the causal linkage between short interest ratio and stock market …
Equity Trading Activity and Credit Spread Shock
V Sum - Journal of Trading, 2014 - papers.ssrn.com
This study investigates how equity trading activity dynamically responds to credit spread
shock. Based on the analysis of monthly data from 1925M1 to 2013M7, equity trading …
shock. Based on the analysis of monthly data from 1925M1 to 2013M7, equity trading …
[CITATION][C] Derivative market: efficient option pricing models and predictive informational content
M Feldmanisα, J Rumbaβ - 2012