By constructing the first Australian investor sentiment index, this study explores the role of sentiment in explaining stock market anomalies. The Australian investor sentiment index is …
In this paper, we aim to make more “liquid” our general understanding of liquidity research in finance. Our review of the relevant literature shows that it covers an extensive territory …
In this paper, we review the history of scholarly finance research in the A sia P acific B asin. We do this by analysing the four leading regional finance journals–A ccounting and F …
KO Rudolf, S Ajour El Zein, NJ Lansdowne - Risks, 2021 - mdpi.com
Volatility and investor sentiment have been factors for the slow adoption rate of Bitcoin (BTC) that was first recognized in 2008 as a potential store of value, investment vehicle and a …
M Aitken, H Chen, S Foley - Journal of Empirical Finance, 2017 - Elsevier
We analyse the impact of two major financial frictions on market quality in a high-frequency environment: market fragmentation and exchange fees. We find fragmentation significantly …
The financial ratios of liquidity, profitability, solvency, activity, and basic earning ratio on share prices are the financial ratios used in this study to analyze the financial performance of …
D Petti, I Sergio - Journal of Risk and Financial Management, 2024 - mdpi.com
Bitcoin (BTC) represents an emerging asset class, offering investors an alternative avenue for diversification across various units of exchange. The recent global banking crisis of 9 …
This study examines the impact of corporate earnings announcements on trading activity and speed of price adjustment, analyzing algorithmic and non-algorithmic trades during the …
The effects and effectiveness of trading halts remain controversial among academics and regulators. This paper provides historical evidence regarding the efficacy of trading halts …