✦ LIBER ✦

Effects of large shareholding on information asymmetry and stock liquidity

✍ Scribed by Najah Attig; Wai-Ming Fong; Yoser Gadhoum; Larry H.P. Lang

Book ID: 116614759
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 204 KB
Volume: 30
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2005.12.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stock splits, liquidity, and information

Stock splits, liquidity, and information asymmetry—An empirical study on Tokyo Stock Exchange

✍ Fang Guo; Kaiguo Zhou; Jinghan Cai 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 277 KB

Information and liquidity effects of gov

Information and liquidity effects of government approved stock investments

✍ Kian-Guan Lim; Kie-Ann Wong; Wee-Yong Yeo; Soo-Chen Wong 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 112 KB

The Effect Of Stock Splits On Liquidity

The Effect Of Stock Splits On Liquidity And Excess Returns: Evidence From Shareholder Ownership Composition

✍ Patrick Dennis; Deon Strickland 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 92 KB

DO TRACKING STOCKS REDUCE INFORMATION AS

DO TRACKING STOCKS REDUCE INFORMATION ASYMMETRIES? AN ANALYSIS OF LIQUIDITY AND ADVERSE SELECTION

✍ John Elder; Pankaj K. Jain; Jang-Chul Kim 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 121 KB

Information asymmetry in warrants and th

Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand

✍ Nuttawat Visaltanachoti; Charlie Charoenwong; David K. Ding 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 546 KB

Is reversal of large stock-price decline

Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets

✍ Hyung-Suk Choi; Narayanan Jayaraman 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 189 KB

## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,