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Emerging Markets Finance and Trade Volume 51, 2015 - Issue 5
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Emerging Stock and Bond Markets: Performance and Volatility

Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market

Paresh Kumar NarayanCentre for Economics and Financial Econometrics Research, Deakin Business School, Deakin University, Burwood, Victoria, AustraliaCorrespondence[email protected]
,
Zhichao ZhangDurham University Business School, Durham, United Kingdom
&
Xinwei ZhengDepartment of Finance, Faculty of Business and Law, Deakin University, Burwood, Victoria, Australia
Pages 915-944 | Published online: 25 Aug 2015

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Jun Ren, Shengxian Gao & Dongliang Pan. (2023) Revealing the Default Risks in MSMEs Financial Leasing: Identification and Underlying Mechanism. Emerging Markets Finance and Trade 0:0, pages 1-14.
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Suraj Kumar & Krishna Prasanna. (2021) Liquidity commonality on National Stock Exchange: size and sector effect. Applied Economics Letters 28:14, pages 1208-1221.
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Xi Sun, Yihao Chen, Yulin Chen, Zhusheng Lou, Lingfeng Tao & Yihao Zhang. (2021) Comparing Asset Pricing Factor Models under Multivariate t-Distribution: Evidence from China. Discrete Dynamics in Nature and Society 2021, pages 1-13.
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Hao Zhang, Xian Luo, Minghui Han & Xiaojuan Liu. (2021) Cultural diversity in ownership and stock liquidity commonality: Evidence from China. Finance Research Letters 40, pages 101856.
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Syeda Hina Zaidi & Ramona Rupeika-Apoga. (2021) Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies. Risks 9:2, pages 43.
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Joanna Olbryś & Elżbieta Majewska. (2020) Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange. Journal of Risk and Financial Management 13:12, pages 328.
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Claudio Pilar Silva & Márcio André Veras Machado. (2020) The effect of foreign investment flow on commonality in liquidity on the Brazilian stock market. Revista Contabilidade & Finanças 31:84, pages 425-443.
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Joanna Olbryś. (2020) No Commonality in Liquidity on Small Emerging Markets? Evidence from the Central and Eastern European Stock Exchanges. Comparative Economic Research. Central and Eastern Europe 23:3, pages 91-109.
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Gaurav Kumar, Arun Kumar MisraAbhay PantMolla Ramizur Rahman. (2020) Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks. Global Business Review, pages 097215092094290.
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CLÁUDIO P. SILVA JÚNIOR & MÁRCIO A. V. MACHADO. (2020) IS COMMONALITY IN LIQUIDITY A PRICED RISK FACTOR?. RAM. Revista de Administração Mackenzie 21:2.
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Namitha K. Cheriyan & Daniel Lazar. (2019) Size Effect in Market-wide Liquidity Commonality: Evidence from the Indian Stock Market. Organizations and Markets in Emerging Economies 10:2, pages 335-355.
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Joanna Olbryś. 2019. Contemporary Trends and Challenges in Finance. Contemporary Trends and Challenges in Finance 137 145 .
Gaurav Kumar & Arun Kumar Misra. (2018) Commonality in liquidity: Evidence from India’s National Stock Exchange. Journal of Asian Economics 59, pages 1-15.
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Cuong Nguyen, Hao Manh Quach & Thu Phuong Truong. (2017) Transaction Costs and Liquidity Co-Movements within and Across Exchanges: Evidence from Vietnam. SSRN Electronic Journal.
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