Uncovering the time-varying relationship between commonality in liquidity and volatility
نویسندگان
چکیده
منابع مشابه
Examining the Commonality in Liquidity and Volatility Risk
We estimate latent factor models of liquidity and volatility. Common liquidity and volatility factors are extracted using multiple liquidity and volatility measures. Additionally, latent factors are extracted by aggregating across both liquidity and volatility resulting in what we will call the common “uncertainty” factors. We find that volatility and the common uncertainty risk are significant...
متن کاملLiquidity and volatility commonality in the Canadian Stock Market
This paper studies liquidity and volatility commonality in the Canadian stock market. We show that five various liquidity measures display strong evidence of commonality at both market-wide and industry specific levels. Our findings extend the results of previous studies in liquidity commonality, and show that even after controlling for individual determinants of liquidity such as price, volume...
متن کاملthe relationship between learners critical thinking ability and their performance in the reading sections of the tofel and ielts test
the study reflected in this thesis aims at finding out relationships between critical thinking (ct), and the reading sections of tofel and ielts tests. the study tries to find any relationships between the ct ability of students and their performance on reading tests of tofel and academic ielts. however, no research has ever been conducted to investigate the relationship between ct and the read...
15 صفحه اولon the relationship between iranian learners personality type and communication strategies in speaking.
چکیده شخصیت به مجموعه عوامل روانی، عقلی، احساسی، و فیزیکی تشکیل دهنده یک فرد اطلاق میشود، خصوصا فرد ازدیدگاه دیگران ( مرجع). تدابیر یاد گیری سعی در اگاهی از اقدامات زبان اموزان موفق زبان دوم یا یک زبان بیگانه را دارد که توسط خود زبان اموزان گزارش میشود،یا حین یادگیری زبان دوم یا زبان بیگانه از انها قابل مشاهده است( روبین و وندن 1987). همچنین تدابیر ارتباطی به زبان اموزان کمک می کند تا بر مشکلا...
15 صفحه اولthe relationship between academic self-concept and academic achievement in english and general subjects of the students of high school
according to research, academic self-concept and academic achievement are mutually interdependent. in the present study, the aim was to determine the relationship between the academic self-concept and the academic achievement of students in english as a foreign language and general subjects. the participants were 320 students studying in 4th grade of high school in three cities of noor, nowshah...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Review of Financial Analysis
سال: 2020
ISSN: 1057-5219
DOI: 10.1016/j.irfa.2020.101466