221 Burwood Highway
Burwood, Victoria 3125
Australia
Department of Finance
Liquidity determination, Commonality in liquidity, Emerging markets
Stock Splits; Liquidity; Chinese stock market
capital market openness, competition, cross-market arbitrage, bid-ask spread, effective spread, short-term volatility, Shanghai-Hong Kong Stock Connect
Foreign investors; Analyst coverage; Information disclosure; Corporate governance.
FinTech, Alternative Finance, Regulation, Policy, Asia Pacific, P2P Lending, Crowdfunding
Commonality in Liquidity, Asymmetric Information, Size Effects, Chinese Stock Exchange
FinTech, Alternative Finance, Crowdfunding, P2P Lending, Asia Pacific, China, Regulation
illiquidity factor, asymmetric information, market collapse
Volatility, Size Effects, Firms, Market
Cryptocurrency, Mimicking Portfolio, DCC-GARCH, Hedging, Sustainable Investment
Volatility, Size effects, Firms, Market
trading volume, information asymmetry, PIN, scheduled and unscheduled announcements
Commonality in Liquidity, Chinese Stock Exchange