Matches in SemOpenAlex for { <https://semopenalex.org/work/W13685848> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W13685848 abstract "3 Introduction. 6 2. Liquidity 8 2.1 Asset Pricing and Liquidity. 8 2.2. Liquidity proxies 10 The Stock Turnover. 10 The BidAsk Spread 11 Liquidity ratio 11 Illiquidity ratio 11 Return Reversal 11 Standardized Turnover 12 The Width 12 The Depth: 13 Immediacy: 13 Resiliency: 13 2.3. Liquidity models 13 Stocks and Portfolios. 14 3. Data and Methodology. 14 3.1. London Stock Exchange. 14 3.2. Data Sample. 14 3.3. Methodology. 15 Regression Method. 16 Regressions on Individual stocks. 16 Regressions on Decile Portfolios. 17 4. Descriptive Statistics of variables. 19 4.2. Decile Portfolios. 20 5. Regression Results. 21 5.1. Regression results on stock returns. 21" @default.
- W13685848 created "2016-06-24" @default.
- W13685848 creator A5023291121 @default.
- W13685848 date "2014-05-01" @default.
- W13685848 modified "2023-09-27" @default.
- W13685848 title "Liquidity pricing at the London Stock Exchange" @default.
- W13685848 cites W2104964789 @default.
- W13685848 cites W2129525919 @default.
- W13685848 cites W3121425277 @default.
- W13685848 cites W3121453935 @default.
- W13685848 cites W3123129688 @default.
- W13685848 cites W3123870023 @default.
- W13685848 hasPublicationYear "2014" @default.
- W13685848 type Work @default.
- W13685848 sameAs 13685848 @default.
- W13685848 citedByCount "0" @default.
- W13685848 crossrefType "journal-article" @default.
- W13685848 hasAuthorship W13685848A5023291121 @default.
- W13685848 hasConcept C10138342 @default.
- W13685848 hasConcept C105795698 @default.
- W13685848 hasConcept C106159729 @default.
- W13685848 hasConcept C111472728 @default.
- W13685848 hasConcept C138885662 @default.
- W13685848 hasConcept C147021879 @default.
- W13685848 hasConcept C149782125 @default.
- W13685848 hasConcept C162324750 @default.
- W13685848 hasConcept C166957645 @default.
- W13685848 hasConcept C181236170 @default.
- W13685848 hasConcept C183582576 @default.
- W13685848 hasConcept C200870193 @default.
- W13685848 hasConcept C204036174 @default.
- W13685848 hasConcept C205649164 @default.
- W13685848 hasConcept C2780340563 @default.
- W13685848 hasConcept C33923547 @default.
- W13685848 hasConcept C556758197 @default.
- W13685848 hasConceptScore W13685848C10138342 @default.
- W13685848 hasConceptScore W13685848C105795698 @default.
- W13685848 hasConceptScore W13685848C106159729 @default.
- W13685848 hasConceptScore W13685848C111472728 @default.
- W13685848 hasConceptScore W13685848C138885662 @default.
- W13685848 hasConceptScore W13685848C147021879 @default.
- W13685848 hasConceptScore W13685848C149782125 @default.
- W13685848 hasConceptScore W13685848C162324750 @default.
- W13685848 hasConceptScore W13685848C166957645 @default.
- W13685848 hasConceptScore W13685848C181236170 @default.
- W13685848 hasConceptScore W13685848C183582576 @default.
- W13685848 hasConceptScore W13685848C200870193 @default.
- W13685848 hasConceptScore W13685848C204036174 @default.
- W13685848 hasConceptScore W13685848C205649164 @default.
- W13685848 hasConceptScore W13685848C2780340563 @default.
- W13685848 hasConceptScore W13685848C33923547 @default.
- W13685848 hasConceptScore W13685848C556758197 @default.
- W13685848 hasLocation W136858481 @default.
- W13685848 hasOpenAccess W13685848 @default.
- W13685848 hasPrimaryLocation W136858481 @default.
- W13685848 hasRelatedWork W1511684459 @default.
- W13685848 hasRelatedWork W1773866207 @default.
- W13685848 hasRelatedWork W1973182184 @default.
- W13685848 hasRelatedWork W2008219015 @default.
- W13685848 hasRelatedWork W2036251761 @default.
- W13685848 hasRelatedWork W2068919039 @default.
- W13685848 hasRelatedWork W2076968766 @default.
- W13685848 hasRelatedWork W2136887132 @default.
- W13685848 hasRelatedWork W2148875370 @default.
- W13685848 hasRelatedWork W2277843642 @default.
- W13685848 hasRelatedWork W2368631269 @default.
- W13685848 hasRelatedWork W2374406703 @default.
- W13685848 hasRelatedWork W2611635560 @default.
- W13685848 hasRelatedWork W2800810464 @default.
- W13685848 hasRelatedWork W2914749114 @default.
- W13685848 hasRelatedWork W3013394748 @default.
- W13685848 hasRelatedWork W3108963107 @default.
- W13685848 hasRelatedWork W3122081398 @default.
- W13685848 hasRelatedWork W3124585874 @default.
- W13685848 hasRelatedWork W3125218009 @default.
- W13685848 isParatext "false" @default.
- W13685848 isRetracted "false" @default.
- W13685848 magId "13685848" @default.
- W13685848 workType "article" @default.