Stock Market Liquidity and the Business Cycle

By Randi Næs, Johannes A. Skjeltorp, B. Ødegaard. 2011

449 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/42c9241f98477b443067bb9b1b39282961424c29

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. C. Kaserer
2. C. Rösch
3. Syed Aun R. Rizvi
4. Omair Haroon

In Finance

1. C. Kaserer
2. C. Rösch
3. Syed Aun R. Rizvi
4. Omair Haroon

Citations in the corpus

• Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality (2013, methodology): “Also Naes et al. (2011), by taking a more general view on the relation of business cycles and market liquidity, show that stock market liquidity tends to dry up during economic downturns, using an U.S. sample that covers NYSE common shares from 1947 to 2008 and a Norwegian sample from the Oslo…”
• Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies (2020, background): “Liquidity has been shown to dry up before crises hit real economy (Næs, Skjeltorp, and Ødegaard 2011).”