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Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana

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  • Alex Frino
  • Riccardo Palumbo
  • Francesco Capalbo
  • Dionigi Gerace
  • Vito Mollica

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  • Alex Frino & Riccardo Palumbo & Francesco Capalbo & Dionigi Gerace & Vito Mollica, 2013. "Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana," Abacus, Accounting Foundation, University of Sydney, vol. 49(4), pages 423-440, December.
    • Handle: RePEc:bla:abacus:v:49:y:2013:i:4:p:423-440
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    File URL: http://hdl.handle.net/10.1111/abac.12014
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    References listed on IDEAS

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    Cited by:

    1. Zreik, Ousayna & Louhichi, Waël, 2017. "Risk sentiment and firms’ liquidity in the French market," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 809-823.
    2. Hesham Abdelghany, 2015. "The effect of accounting disclosure quality and information asymmetry on the stock market activity ? an applied study on listed companies in the Egyptian stock market," Proceedings of International Academic Conferences 2704127, International Institute of Social and Economic Sciences.
    3. Frino, Alex & Mollica, Vito & Monaco, Eleonora & Palumbo, Riccardo, 2017. "The effect of algorithmic trading on market liquidity: Evidence around earnings announcements on Borsa Italiana," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 82-90.
    4. Zadeh, Mohammad Hendijani, 2023. "Stock liquidity and societal trust," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).

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