The dynamic impact of monetary policy on stock market liquidity

X Lyu, H Hu - Economic Analysis and Policy, 2024 - Elsevier
Stock market liquidity is a crucial precondition for well-functioning financial markets, while
monetary policy is an important determinant for Stock market liquidity. This paper examines …

[PDF][PDF] The impact of macroeconomic variables on amman stock exchange (ase) liquidity measurements

RAA Mousa - Research Journal of Finance and Accounting, 2016 - researchgate.net
The purpose of this study was investigating the relationship between selected
macroeconomics variables: money supply 2, exchange rate ($/JOD), interest rate on time …

[PDF][PDF] Impact of idiosyncratic risk, systematic risk and investor sentiment on liquidity of stock: The Indian Case

SS Sen, SR Dutta, AS Roy… - The Orissa Journal of …, 2021 - academia.edu
This paper endeavours to investigate the combined impact of volatility, as decomposed into
systematic and idiosyncratic risk and investor sentiment on liquidity taking 97 non-financial …

[PDF][PDF] Can Sending Charcoal in the Snow Come True?——Monetary Policy and its Dynamic Impact on Stock Market Liquidity: Empirical Evidence from China

X Lyu, L Li - Monetary Policy and its Dynamic Impact on Stock …, 2023 - papers.ssrn.com
This paper employs a time-varying parameter vector autoregressive model to investigate the
short-, medium-, and long-term effects of monetary policy on stock market liquidity and …

Impact of Economic and Demographic Factors on Stock Market Investments in India: A Triangulated Study.

N Gupta-Bhattacharya, V Aganvd… - South Asian Journal …, 2014 - search.ebscohost.com
This paper examines the impact of macroeconomic and demographic factors on stock
market investment indicators by making use of a triangulated study of time series and cross …

[PDF][PDF] THE INTERTWINED RELATION OF CAPM AND LIQUIDITY IN AN EMERGING MARKET

O Briones - … , gestión del conocimiento y sostenibilidad: Tendencias … - uees.edu.ec
The main hypothesis in this research is to demonstrate whether there is a relation between
liquidity and CAPM in an emerging market. Our research uses OLS: time series and cross …

From 'Vas ist Das?'to '100 Anomalies': A Review of Methodology

S Singh, SS Yadav - 2017 - papers.ssrn.com
This paper endeavors to provide a review of methodology employed for studying four major
anomalies over time–size effect, value effect, liquidity effect and standardized unexpected …

Is the exchange rate a factor of bank liquidity changes? Study of the Czech Republic

V Kašparovská, J Laštůvková, L Střelec - Society and Economy, 2016 - akjournals.com
The effect of the exchange rate is often discussed in connection with economic performance,
net export and inflation rate. Within the context of current discussions, we aim to examine the …

IS THE EXCHANGE RATE A FACTOR OF BANK LIQUIDITY CHANGES? STUDY OF THE CZECH REPUBLIC1

E Rate - Society and Economy, 2016 - ceeol.com
The effect of the exchange rate is often discussed in connection with economic performance,
net export and inflation rate. Within the context of current discussions, we aim to examine the …