Work

The informational variables impact on firm’s liquidity in the French market

Year: 2022

Type: article

Abstract: This paper investigates the informational variables impact on stock liquidity in the French market. We use two types of informational variables: Google search volume from Google Trends database as a proxy of information demand and news headlines for each stock as a proxy for information supply. Concerning the liquidity proxies, we use these measures: the quoted spread, the turnover price impact and the Amihud illiquidity ratio. The results indicate that information variables have an influence on stock liquidity.

Source: International Journal of Accounting Business and Finance

DOI: 10.55429/ijabf.v2i1.94

Authors: Faten Moussa, Ezzeddine Delhoumi

Institutions: Mediterranean School of Business, South Mediterranean University, University of Carthage

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4387300364

FWCI: 0.337

Cites: 34

Cited by: 2

Related to: 10