Dash for Cash: Month-End Liquidity Needs and the Predictability of Stock Returns

SSRN Electronic Journal
doi 10.2139/ssrn.2528692
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Testing the Predictability of Stock Returns

English

DASH for Less Cash?

JAMA Internal Medicine
Internal Medicine
2013English

International Equity Flows and the Predictability of US Stock Returns

Journal of Forecasting
StatisticsProbabilityUncertaintySimulationManagement ScienceComputer Science ApplicationsManagementModelingStrategyOperations Research
2007English

On the Predictability of Stock Returns in Real Time

SSRN Electronic Journal
1998English

A Note on the Pricing of Liquidity in Stock Returns

THE LAHORE JOURNAL OF ECONOMICS
2010English

Determinants of Stock Returns With Liquidity as Moderators: Empirical Study in Indonesia Stock Exchange

2019English

Can Liquidity Shifts Explain the Lockup Expiration Effect in Stock Returns?

SSRN Electronic Journal
2009English

Asset Liquidity and Stock Liquidity

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2012English

Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?

SSRN Electronic Journal
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy