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Journal articles on the topic 'Liquidity'

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Published: 4 June 2021

Last updated: 1 June 2024

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1

Rozhkov, Y. V. "THE USE OF LIQUIDING AS A BANK MANAGEMENT CATEGORY." Vestnik of Khabarovsk State University of Economics and Law, no. 3 (January 20, 2021): 61–64. http://dx.doi.org/10.38161/2618-9526-2020-3-12.

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The article describes the theoretical problems related to the use of «bank liquidity» category. «Function» category is revealed in relation to the liquidity of credit institutions. It is proposed to introduce «liquiding» category into scientific and practical circulation as a quintessence that combines the concepts of «liquidity», «liquidity management», «liquidity risk management»

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2

Muhammad Yar Khan, Javaria Liaqat, Tahira Awan, and Wajid Khan. "The Impact of Macroeconomic Factors on Banks Liquidity Risk: Evidence From Pakistan." Journal of Business & Tourism 5, no. 2 (November 6, 2021): 155–63. http://dx.doi.org/10.34260/jbt.v5i2.147.

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The aim of the study is to identify the factors that influence liquidity risks of the banks by considering the panel of 18 top listed banks in Pakistan during a period of 2010 -2016. The study employed panel random effect regression model to absorb time-invariant shocks, which gives robust inferences. The results of liquidity risk confirmed that the country’s economic growth and price inflation further escalates liquidly risk while, FDI inflows reduces liquidity risks in Pakistani’s banks, thus it is concluded that bank’s liquidity risks required easy monetary policy to advancing loans and charging low interest rate, which ultimately will increase ROA, and ROE, while it would helpful to decrease high risk of bank’s liquidly in a given country.

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3

Corcuera, José Manuel, Florence Guillaume, Dilip B. Madan, and Wim Schoutens. "Implied liquidity: towards stochastic liquidity modelling and liquidity trading." International Journal of Portfolio Analysis and Management 1, no. 1 (2012): 80. http://dx.doi.org/10.1504/ijpam.2012.046910.

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4

Buchner, Axel. "Equilibrium liquidity premia of private equity funds." Journal of Risk Finance 17, no. 1 (January 18, 2016): 110–28. http://dx.doi.org/10.1108/jrf-07-2015-0068.

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Purpose – The purpose of this paper is to propose a novel theory of the equilibrium liquidity premia of private equity funds and explore its asset-pricing implications. Design/methodology/approach – The theory assumes that investors are exposed to the risk of facing surprise liquidity shocks, which upon arrival force them to liquidate their positions on the secondary private equity markets at some stochastic discount to the fund’s current net asset value. Assuming a competitive market where fund managers capture all rents from managing the funds and investors just break even on their positions, liquidity premia are defined as the risk-adjusted excess returns that fund managers must generate to compensate investors for the costs of illiquidity. The model is calibrated to data of buyout funds and is illustrated by using numerical simulations. Findings – The model analysis generates a rich set of novel implications. These concern how fund characteristics affect liquidity premia, the role of the investors’ propensities of liquidity shocks in determining liquidity premia and the impact of market conditions and cycles on liquidity premia. Originality/value – This is the first paper that derives liquidity premia of private equity funds in an equilibrium setting in which investors are exposed to the risk of facing surprise liquidity shocks.

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5

Benson, Karen, Robert Faff, and Tom Smith. "Injecting liquidity into liquidity research." Pacific-Basin Finance Journal 35 (November 2015): 533–40. http://dx.doi.org/10.1016/j.pacfin.2015.10.001.

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6

Gopalan, Radhakrishnan, Ohad Kadan, and Mikhail Pevzner. "Asset Liquidity and Stock Liquidity." Journal of Financial and Quantitative Analysis 47, no. 2 (January 24, 2012): 333–64. http://dx.doi.org/10.1017/s0022109012000130.

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AbstractWe study the relation between asset liquidity and stock liquidity. Our model shows that the relation may be either positive or negative depending on parameter values. Asset liquidity improves stock liquidity more for firms that are less likely to reinvest their liquid assets (i.e., firms with less growth opportunities and financially constrained firms). Empirically, we find a positive and economically large relation between asset liquidity and stock liquidity. Consistent with our model, the relation is more positive for firms that are less likely to reinvest their liquid assets. Our results also shed light on the value of holding liquid assets.

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7

Brunnermeier, Markus K., and Lasse Heje Pedersen. "Market Liquidity and Funding Liquidity." Review of Financial Studies 22, no. 6 (November 26, 2008): 2201–38. http://dx.doi.org/10.1093/rfs/hhn098.

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8

JOHNSON, T. "Volume, liquidity, and liquidity risk☆." Journal of Financial Economics 87, no. 2 (February 2008): 388–417. http://dx.doi.org/10.1016/j.jfineco.2007.03.006.

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9

Goyenko, Ruslan Y., Craig W. Holden, and Charles A. Trzcinka. "Do liquidity measures measure liquidity?☆." Journal of Financial Economics 92, no. 2 (May 2009): 153–81. http://dx.doi.org/10.1016/j.jfineco.2008.06.002.

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10

Wang, Youyu. "Study on the effectiveness of fluidity clause in the era of Civil Code." BCP Business & Management 49 (August 16, 2023): 189–203. http://dx.doi.org/10.54691/bcpbm.v49i.5425.

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In the background of the concept of substantive guarantee introducing in the Civil Code, invalidating the effectiveness of liquidity pledge clauses rigidly in the sales guarantee is no longer appropriate. Although there is a new development in the Civil Code for liquidity pledge clauses, which tends to moderate the legitimacy of liquidity pledge clauses, it does not specify the effectiveness of the clause, and there is a certain legislative gap. With the loss of the necessity of the legislative purpose of the foundation of liquidity pledge clauses and the decline of the comparative law, the analogous application of liquidity pledge clauses to the sales guarantee will result in an undue generalization of the validity range of the liquidity pledge rule. Therefore, the legitimacy of liquidity pledge clauses should be permitted in the case of the sales guarantee. At the same time, vesting liquidation obligation should be introduced in this form of guarantee, and the obligation to liquidate should be imposed on the creditor, which is a way to clear the obstacles faced by the lifting of the ban on liquidity pledge clauses and to protect the balance of interests of both parties. At the same time, if the difference between the value of the collateral and the claim does not “exceed 24% per year”,the liquidation procedure can not be requested ,thus maximizing the efficiency value of liquidity pledge clauses.

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11

Anwar, Yuli. "PENGARUH LIKUIDITAS DAN HUTANG JANGKA PANJANG TERHADAP KEMAMPULABAAN (Studi Kasus pada PT. Matahari Putra Prima Tbk. dan PT. Ramayana Lestari Sentosa Tbk.)." Jurnal Ilmiah Binaniaga 7, no. 02 (May 23, 2019): 1. http://dx.doi.org/10.33062/jib.v7i02.309.

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The purpose of this research is to get an understanding about how is liquidity and long-term debt can influence the profitabillity. By doing this research,we expect that the result can give the advantage for others related to know how the influence of liquidity and long-term debt toward the profitability. The conslusion based on the classic assumption test showing that liquidity and long-term debt has a significant influence according to profitability. These can be seen from one of the classic assumption test,test f,which means p-value from f or signification grade is 0.000 ≤ α = 5%,the result shows that H0 refused dan Ha accepted. It means there is a relation between dependent variable with various independent variable Test statistics of the variables influence liquidity and long-term debt of the ROA, a significant effect. Liquidity has a positive influence on ROA and long term-debt has a negative effect on ROA. Keywords: Liquidate,Long-term debt, and Profitability

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12

Cubitt, Sean. "Liquidity." Cultural Politics 13, no. 3 (November 1, 2017): 281–83. http://dx.doi.org/10.1215/17432197-4211217.

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13

Saputro, Kurniawan Yogi, and Arini Wildaniyati. "Pengaruh Dana Pihak Ketiga, Capital Adequacy Ratio (CAR), dan Non Performing Financing (NPF) Terhadap Likuiditas Perbankan Syariah Di Indonesia Tahun 2015-2019." JURNAL EKOMAKS Jurnal Ilmu Ekonomi Manajemen dan Akuntansi 10, no. 1 (April 22, 2021): 14–19. http://dx.doi.org/10.33319/jeko.v10i1.83.

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Abstractâ€” This study aims to determine the effect of Third Party Funds on Liquidity, the effect of Capital Adequacy Ratio (CAR) on Liquidity, the effect of Non Performing Financing (NPF) on Liquidity, and the influence of Third Party Funds, Capital Adequacy Ratio (CAR), and Non Performing Financing ( NPF) against Liquidity. The sampling technique used was purposive sampling technique. The data obtained comes from secondary data in the form of banking annual financial reports for 2015-2019 which are downloaded from the official website of the bank concerned. Data analysis was performed using descriptive statistics, classical assumption test, multiple linear regression analysis, determinant coefficient test, t test and F test. The results of the hypothesis research indicate that the Third Party Funds variable is 0,000, the Capital Adequacy ratio (CAR) variable is 0.013, the variable NonPerforming Financing is 0.196, and simultaneously is 0.000. With these results it can be stated that only Third Party Funds, Capital Adequacy Ratio (CAR) have a positive and significant effect on Liquidity, while Non Performing Financing (NPF) Â has no positive and significant effect on liquidity. Simultaneously, Third Party Funds, Capital Adequacy Ratio (CAR), Non Performing Financing (NPF), have a positive and significant effect on liquidity.Â Keywordsâ€”: Third Party Funds; Capital Adequacy Ratio, Non Performing Financing, and Liquidity.

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14

Huang, Ming. "Liquidity shocks and equilibrium liquidity premia." Journal of Economic Theory 109, no. 1 (March 2003): 104–29. http://dx.doi.org/10.1016/s0022-0531(02)00039-x.

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15

Umar, Muhammad, and Gang Sun. "Interaction among funding liquidity, liquidity creation and stock liquidity of banks." Journal of Financial Regulation and Compliance 24, no. 4 (November 14, 2016): 430–52. http://dx.doi.org/10.1108/jfrc-11-2015-0062.

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Purpose This study aims to explore the relationship between three different kinds of bank liquidity: funding liquidity; liquidity creation; and stock liquidity. Design/methodology/approach It used the data from listed banks of BRICS countries spanning the period 2007-2014. Simultaneous equations model and three-stage least square estimation were used for analysis. Findings First of all, increase in liquidity creation is linked to decline in funding liquidity, but variation in funding liquidity does not describe changes in liquidity creation. Second, higher stock illiquidity is associated with greater liquidity creation, but liquidity creation does not determine variation in stock liquidity. Lastly, there is no direct relationship between funding liquidity and stock liquidity; however, stock liquidity indirectly affects funding liquidity through liquidity creation. Practical implications The findings highlight the fact that capital is not the only determinant of liquidity creation, rather stock liquidity is an equally important determinant in the case of listed banks of BRICS countries. This fact has been highlighted by the recent financial crisis. Furthermore, funding liquidity depends on liquidity creation which depends on stock liquidity. However, the stock liquidity of banks neither depends on liquidity creation nor funding liquidity. Originality/value To the best of the authors’ knowledge, this study is the first one to provide the empirical evidence for the relationship between three different kinds of bank liquidity.

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16

Sadewo, Falen, Budi Santoso, and I. Nyoman Nugraha Ardana Putra. "PENGARUH PROFITABILITAS DAN LIKUIDITAS TERHADAP NILAI PERUSAHAAN DENGAN STRUKTUR MODAL SEBAGAI VARIABEL INTERVENING (Studi pada Perusahaan Manufaktur yang terdaftar di Bursa Efek Indonesia Sektor Industri Barang Konsumsi Periode 2015-2019)." JMM UNRAM - MASTER OF MANAGEMENT JOURNAL 11, no. 1 (February 22, 2022): 39–55. http://dx.doi.org/10.29303/jmm.v11i1.704.

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This study aims to analyze the effect of profitability and liquidity on firm value through capital structure as an intervening variable in manufacturing companies in the consumer goods industry listed on the Indonesia Stock Exchange. This type of research is quantitative research. The sampling method used was purposive sampling method. Samples obtained as many as 28 companies from 2015 to 2019. To answer the hypothesis, this study uses multiple linear regression panel data which is analyzed using Eviews version 9 and path analysis. The result of this study shows profitability and capital structure have significant effect on firm value, while liquidty has no effect on firm value. Profitability has no effect on capital structure and liquidity affects capital structure. Furthermore, capital structure has not been able to mediate the effect of profitability on firm value. Capital structure is able to mediate the effect of liquidity on firm value. In allocating owned funds, it is necessary to be more careful in analyzing the performance of a company such as by looking at profitability, liquidity, capital structure to increase the expected value of the company.

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17

Fatikhudin, Mochamad. "Determinan Struktur Modal Pada Perusahaan LQ45 Yang Terdaftar Di Bursa Efek Indonesia Periode Tahun 2011-2015." Jurnal Ilmu Manajemen Advantage 1, no. 1 (November 30, 2017): 14–25. http://dx.doi.org/10.30741/adv.v1i1.14.

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The purpose of this research is to determine the effect of profitability, liquidity, sales growth, and the firm size in a partial and simultaneous to capital structure in LQ45 company. The population in this study is LQ45 companies listed on the Indonesian Stock Exchange period 2011-2015. This research is use purposive sampling method, and get the total sample of 21 companies. The data used is secondary data derived from Annual Report and Indonesian Capital Market Directory (ICMD). Data analysis that use in this research is multiple regrestion. Result of this research showed profitability has a negative influence to capital structure. Although liquidty profitability where as the variable of liquidity, growth of sales and firm size are not influential to capital structure. Simultatily the profitability, liquidity, growth of sales and firm size are influencial to capital structure. The amount of adjusted R square is 0,239 it means 23,9 percentage dependent variable of capital structure can be explained by four independent variable, they are profitability, liquidity, growth of sales, and firm size, but 76,1 percentage capital structure explained by other variable outside (node).

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18

Önder, Yasin Kürşat. "Liquidity crises, liquidity lines and sovereign risk." Journal of Development Economics 154 (January 2022): 102772. http://dx.doi.org/10.1016/j.jdeveco.2021.102772.

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19

Müseyib qızı Babazadə, Sehrayi. "Liquidity risk and liquidity regulation management processes." SCIENTIFIC WORK 76, no. 3 (March 18, 2022): 101–6. http://dx.doi.org/10.36719/2663-4619/76/101-106.

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İstənilən bankın idarə olunmasının ən mühüm vəzifələrindən biri müvafiq likvidlik səviyyəsini təmin etməkdir. Bank münasib qiymətə cəlb oluna bilən vəsaitlərə və məhz onlara ehtiyac olduğu anda çıxış imkanına malik olduğu halda likvid hesab olunur. Bu o deməkdir ki, bank ya lazımi miqdarda likvid vəsaitə malikdir, ya da onları kreditlər və ya aktivlərin satışı ilə tez əldə edə bilər. Rusiyada başlayan maliyyə böhranı bankın likvidliyinin tənzimlənməsinə xüsusi aktuallıq verdi. Dinamik artım nümayiş etdirmiş bir çox Rusiya bankları yüksək dəyişkən maliyyə şəraitində likvidlik problemini həll edə bilməyiblər və hazırda çətin vəziyyətdədirlər. Açar sözlər: bank, likvidlik, likvidliyin tənzimlənməsi Sehrayi Museib Babazadeh Liquidity risk and liquidity regulation management processes Abstract One of the most important tasks of any bank management is to ensure an appropriate level of liquidity. A bank is considered liquid if it has funds that can be attracted at a reasonable price and have access to them when they are needed. This means that the bank either has the necessary amount of liquid funds or can obtain them quickly through loans or the sale of assets. The financial crisis in Russia has given special importance to the regulation of the bank's liquidity. Many Russian banks, which have shown dynamic growth, have not been able to solve their liquidity problems in a highly volatile financial environment and are currently in a difficult position. Key words: bank, liquidity, liquidity regulation

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20

Charoenwong, Charlie, Beng Soon Chong, and Yung Chiang Yang. "Asset Liquidity and Stock Liquidity: International Evidence." Journal of Business Finance & Accounting 41, no. 3-4 (December 13, 2013): 435–68. http://dx.doi.org/10.1111/jbfa.12052.

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21

Nguyen, Duong, and Tribhuvan N. Puri. "Systematic liquidity, characteristic liquidity and asset pricing." Applied Financial Economics 19, no. 11 (June 2009): 853–68. http://dx.doi.org/10.1080/09603100802167254.

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22

Zhang, Dewei, Chongfeng Wu, and Chunyang Zhou. "Optimal liquidity reserve with funding liquidity risk." Applied Economics Letters 20, no. 16 (November 2013): 1449–52. http://dx.doi.org/10.1080/13504851.2013.826860.

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23

Bradrania, M. Reza, and Maurice Peat. "Characteristic liquidity, systematic liquidity and expected returns." Journal of International Financial Markets, Institutions and Money 33 (November 2014): 78–98. http://dx.doi.org/10.1016/j.intfin.2014.07.013.

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24

Qian, Xiaolin, Lewis H. K. Tam, and Bohui Zhang. "Systematic liquidity and the funding liquidity hypothesis." Journal of Banking & Finance 45 (August 2014): 304–20. http://dx.doi.org/10.1016/j.jbankfin.2013.08.020.

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25

Chatterjee, Ujjal K. "Bank liquidity creation and asset market liquidity." Journal of Financial Stability 18 (June 2015): 139–53. http://dx.doi.org/10.1016/j.jfs.2015.03.006.

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26

Krishnamurthy, Arvind. "Amplification Mechanisms in Liquidity Crises." American Economic Journal: Macroeconomics 2, no. 3 (July 1, 2010): 1–30. http://dx.doi.org/10.1257/mac.2.3.1.

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I describe two amplifications mechanisms that operate during crises and discuss the benefits of policy given each mechanism. The first mechanism involves asset prices and balance sheets. A negative shock to agents' balance sheets causes them to liquidate assets, lowering prices, further deteriorating balance sheets and amplifying the shock. The second mechanism involves investors' Knightian uncertainty. Unusual shocks to untested financial innovations increase agents' uncertainty about their investments, causing them to disengage from markets and amplifying the crisis. Liquidity provision by the central bank alleviates the crisis in both mechanisms. Ex ante policies such as liquidity/capital requirements may also be beneficial. (JEL E32, E44, G01, G21, G32)

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27

Pawlak, Joanna, Łukasz Kopiński, Dariusz Paszko, and Barbara Banach-Albińska. "LIQUIDITY AS A MEASURE OF EFFICIENCY OF FRUIT AND VEGETABLE PRODUCER GROUPS AND ORGANIZATIONS." Journal of Agribusiness and Rural Development 48, no. 2 (August 5, 2018): 205–12. http://dx.doi.org/10.17306/j.jard.2018.00402.

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This study attempts to assess the financial liquidityof fruit and vegetable producer groups and organizations.Based on static liquidity ratios, the analysis was used for a preliminaryassessment of the financial condition of the abovementionedeconomic operators in the context of forecastingtheir further market activity. Financial statements from 2012–2015 served as research material. The survey extended to 78groups and organizations of fruit and vegetable producers. Asshown by the results, most of the operators surveyed failed tomeet all the criteria of financial liquidity management. Theaverage and median values of current, quick and cash ratiossuggest that the operators face quite a high liquidity risk. Thiswas confirmed by the results of detailed studies which showedthat the liquidity ratios reported by ca. 60% of the operatorswere below the recommended optimum. Therefore, in the reportingperiod considered, such operators could be unable tomeet their liabilities as they fall due. This may pose a severethreat to their continued existence and further development.

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28

Tarkka, Juha. "What Can We Learn from the Real Bills Doctrine?" Credit and Capital Markets – Kredit und Kapital: Volume 52, Issue 1 52, no. 1 (January 1, 2019): 89–113. http://dx.doi.org/10.3790/ccm.52.1.89.

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Abstract The historical development of bank liquidity doctrines is surveyed from the real bills doctrine and its antecedents to the present day. The underlying ideas of the succession of several dominant liquidity doctrines are analysed and compared, with attention to their historical contexts and respective weaknesses as exposed by experience. While the real bills doctrine is obsolete as such, its central idea that the liquidity of banks requires their credit to be linked to real income generation in the economy is unique among the different liquidity doctrines and can be useful as the liquidity regulation of banks is now subject to renewed interest. Zusammenfassung Der Artikel bietet einen Überblick über die historische Entwicklung von Theorien der Bankenliquidität seit der Real Bills Doktrin. Die den unterschiedlichen Liquiditätstheorien zugrundeliegenden Ideen werden analysiert und verglichen, mit besonderem Augenmerk auf ihren historischen Kontext und ihre jeweiligen Schwächen. Auch wenn die Real Bills Doktrin weitgehend überholt ist, so bleibt trotzdem ihre Kernidee, dass die Liquidität der Banken eine Koppelung der Bankkredite an die Schaffung realen Einkommens erfordert, einzigartig unter den verschiedenen Liquiditätsdoktrinen. In Zeiten eines erneuten Interesses an der Liquiditätsregulierung von Banken kann sich diese Idee als nützlich erweisen. JEL Classification: B12; B26; G21

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29

Czelleng, Adam. "Market liquidity and funding liquidity: Empirical analysis of liquidity flows using VAR framework." Acta Oeconomica 70, no. 4 (December 1, 2020): 513–30. http://dx.doi.org/10.1556/032.2020.00034.

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AbstractOne of the many consequences of financialization in the past decades has been the significant appreciation of the importance of financial markets' liquidity. In order to maintain financial stability, one must have a clear understanding of the sources of market liquidity (ML). A finer comprehension of liquidity and its direction would help policy makers in fine-tuning the current regulations while also identifying each of the elements that compose it. In this paper, a recursive vector autoregressive model is utilized to empirically analyze how to detect the causality relations between funding and ML in four post-communist countries (Czech Republic, Hungary, Slovakia and Poland). For the analyses freely accessible data on the balance sheets of aggregated banking sectors was utilized with the overall aim of finding a proxy for funding liquidity (FL) in every examined country. As a proxy for ML, government bonds' bid-ask spreads were utilized in the model. The paper provides an empirical evidence that FL drives ML in each economy. The results are clear, statistically significant and robust. They can be understood as evidence for the importance of the role of the trader's FL for the liquidity of financial assets' markets. The results of the paper have important implications for monetary policy, as well as micro- and macro-prudential regulation.

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30

Achmad, Daniel Noor, Annaria Magdalena, and Frans Wijaya. "Pengaruh Perputaran Persediaan Terhadap Likuiditas Pada PT Indofood Tbk dan PT Mandom Tbk." Jurnal Ilmiah Manajemen Kesatuan 2, no. 3 (December 1, 2014): 207–19. http://dx.doi.org/10.37641/jimkes.v2i3.804.

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Inventory is very important especially as building blocks for companies in producing a product will be sold. Whereas production process defines assessment of liquidity level crucial to the company 's ability to pay its short-term debts at maturity. Based on the graphic of the INTO movement, Current, Cash, Quick Ratio we can see the relationship benveen invent.ory tumover (INTO) with liquidity (Cash Ratio, Quick Ratio and Current Ratio) of PT Indofood Tbk in 2007 until the year 2009 showed that when inventory turnaround went slow, the company 's liquidity would decrease. And on the contrary, the company's liquidity would increase when the inventory tumaround was fast. In 2010 and 2011 showed a decreased inventory turnover but increased liquidity, this is due to the presence ofotherfactors influencing company 's liquidity such as the management of the company's most liquid current assets. Overall, inventory tumaround at PT. Mandom, Tbk on every year in the period 2007 to 2011 are fluctuating. This can be seen from the increasing and decreasing value of the company. We can still say that PT. Mandom Tbk still holds consumer preferences, and can still fulfil consumers ' demands, and being innovative at the same time. Qualitatively, the company experienced a slower performance but managed to slowly get into performance again. For 5 years, 2010 is the year when the company experienced the highest inventory turnover achieved as much as 4.78 times, and 2008 was the lowest inventory turnover as much as 3.42. Keywords: INTO and LIQUIDTY

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31

Nguyen, Kim Quoc Trung, Thi Hang Nga Phan, and Nguyen Minh Hang. "The effect of liquidity on firm’s performance: Case of Vietnam." Journal of Eastern European and Central Asian Research (JEECAR) 11, no. 1 (February 10, 2024): 176–87. http://dx.doi.org/10.15549/jeecar.v11i1.1344.

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This paper aims to estimate the effect of liquidity on the profitability of firms listed on the Ho Chi Minh City Stock Exchange (HSX) in Vietnam during the COVID-19 outbreak. Using a quantitative research method (the feasible generalized least squares method - FGLS), six factors affecting the firms' performance from 2012 to 2021 are identified: COVID-19, the liquidity ratio, firm age, firm size, tangible assets, and gross domestic product growth. This paper has especially highlighted liquidity's negative and significant effect on firms' performance during the pandemic. Therefore, the study findings indicate that manufacturing firms with high liquidity during COVID-19 lose the opportunity to increase revenue due to funds tied to working capital that cannot be used to support the company's operations under the trade-off theory. Besides, high liquidity also increases the company's opportunity cost, which decreases company profitability. However, the study was conducted in a country with government intervention, political stability, and peace, unlike a country in a period of war and economic difficulties, such as Ukraine. Therefore, the article used a cross-country database for more generalizable results.

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32

Golts, Maxim, and Mark Kritzman. "Liquidity Options." Journal of Derivatives 18, no. 1 (August 31, 2010): 80–89. http://dx.doi.org/10.3905/jod.2010.18.1.080.

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33

Butler, Gabriel. "Liquidity Aggregation." Journal of Trading 2, no. 2 (March 31, 2007): 108–14. http://dx.doi.org/10.3905/jot.2007.682146.

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34

Hugoson, Rolf. "Clarifying Liquidity." Contributions to the History of Concepts 14, no. 2 (December 1, 2019): 46–66. http://dx.doi.org/10.3167/choc.2019.140203.

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This article is a history of liquidity presented as interaction between metaphors and theoretical concepts in social contexts. While taking note of Zygmunt Bauman’s metaphor “liquid modernity,” the study instead surveys the wider conceptual field. The text turns around mercantile liquidity (liquidity as clarification) and liquidity in modern economics (characteristic of all assets), as well as older metaphors, notably the famous phrase of the Communist Manifesto, “all that is solid melts into air” (Alles Ständische und Stehende verdampft), which is revealed to have resonance in texts by poets, notably Heinrich Heine. The main result is the historical consistency of the field, where liquidity is a promise of knowledge and clarity.

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35

Pontiff, Jeffrey, and Rohit Singla. "Liquidity Risk?" Critical Finance Review 8, no. 1-2 (December 17, 2019): 257–76. http://dx.doi.org/10.1561/104.00000075.

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36

Tadić, Anđelko. "Liquidity risk." Oditor - casopis za Menadzment, finansije i pravo 4, no. 1 (2018): 139–52. http://dx.doi.org/10.5937/oditor1801139t.

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37

Schulman, Evan. "Shackled Liquidity." Journal of Portfolio Management 18, no. 4 (July 31, 1992): 42–46. http://dx.doi.org/10.3905/jpm.1992.409418.

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38

Portokalis, Georgeann. "Evaporating Liquidity." CFA Digest 43, no. 1 (February 2013): 47–49. http://dx.doi.org/10.2469/dig.v43.n1.7.

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39

Fraser, Donald R., John C. Groth, and Steven S. Byers. "LIQUIDITY REVISITED." Studies in Economics and Finance 17, no. 1 (February 1996): 3–32. http://dx.doi.org/10.1108/eb028724.

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40

Mainelli, Michael. "Liquidity=Diversity." Journal of Risk Finance 9, no. 2 (February 29, 2008): 211–17. http://dx.doi.org/10.1108/15265940810853968.

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41

Asriyan, Vladimir, William Fuchs, and Brett Green. "Liquidity Sentiments." American Economic Review 109, no. 11 (November 1, 2019): 3813–48. http://dx.doi.org/10.1257/aer.20180998.

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Abstract:

We develop a rational theory of liquidity sentiments in which the market outcome in any given period depends on agents’ expectations about market conditions in future periods. Our theory is based on the interaction between adverse selection and resale considerations giving rise to an intertemporal coordination problem that yields multiple self-fulfilling equilibria. We construct “sentiment” equilibria in which sunspots generate fluctuations in prices, volume, and welfare, all of which are positively correlated. The intertemporal nature of the coordination problem disciplines the set of possible sentiment dynamics. In particular, sentiments must be sufficiently persistent and transitions must be stochastic. We consider an extension with production in which asset quality is endogenously determined and provide conditions under which sentiments are a necessary feature of any equilibrium. A testable implication is that assets produced in good times are of lower average quality than those produced in bad times. (JEL D84, D82, E32, E44, G12)

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42

Asher, Anthony, Simon Webb, and Andrew Doughman. "Liquidity risks." Monash Business Review 4, no. 3 (November 2008): 26–29. http://dx.doi.org/10.2104/mbr08049.

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43

Farhi, E., and J. Tirole. "Bubbly Liquidity." Review of Economic Studies 79, no. 2 (November 18, 2011): 678–706. http://dx.doi.org/10.1093/restud/rdr039.

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44

Hall, Sarah. "Liquidity Lost." Journal of Cultural Economy 9, no. 1 (July 9, 2015): 105–7. http://dx.doi.org/10.1080/17530350.2015.1040437.

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Fisher, Kenneth L., and Meir Statman. "Mental Liquidity." Journal of Behavioral Finance 8, no. 2 (May 29, 2007): 79–83. http://dx.doi.org/10.1080/15427560701378321.

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46

Roll, Richard, and Avanidhar Subrahmanyam. "Liquidity skewness." Journal of Banking & Finance 34, no. 10 (October 2010): 2562–71. http://dx.doi.org/10.1016/j.jbankfin.2010.04.012.

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Parlatore, Cecilia. "Collateralizing liquidity." Journal of Financial Economics 131, no. 2 (February 2019): 299–322. http://dx.doi.org/10.1016/j.jfineco.2018.02.013.

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48

Nagel, Stefan. "Evaporating Liquidity." Review of Financial Studies 25, no. 7 (June 19, 2012): 2005–39. http://dx.doi.org/10.1093/rfs/hhs066.

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49

Huberman, Gur, and Dominika Halka. "SYSTEMATIC LIQUIDITY." Journal of Financial Research 24, no. 2 (June 2001): 161–78. http://dx.doi.org/10.1111/j.1475-6803.2001.tb00763.x.

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Almeida, Heitor, Murillo Campello, and Dirk Hackbarth. "Liquidity mergers." Journal of Financial Economics 102, no. 3 (December 2011): 526–58. http://dx.doi.org/10.1016/j.jfineco.2011.08.002.

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