DO FOREIGN FUNDS AFFECT INDONESIAN CAPITAL MARKET LIQUIDITY?

نویسندگان

چکیده

Trading Volume (Liquidity) is the perfect complement to returns. Therefore, research regarding volume becomes an important thing in capital market. Various factors that influence Liquidity (TV) are bid-ask spread; interest rates, exchange and foreign funds. The study uses Amihud Illiquidity Ratio (AIR) as a proxy for liquidity. data Indonesian Composite Index liquidity, all variables, daily basis; 2016-2019 period, divided into odd even semester, with linear regression model. results showed spread decreases trading volume, rate rates had positive effect on AIR, where greater depreciation higher lower For 2019, fund has negative coefficient, which shows funds increase market In there will be strengthening between rate
 Keyword: liquidity; volume; Ratio; rate.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Do foreign-owned banks affect banking system liquidity risk?

Dinger, Valeriya—Do foreign-owned banks affect banking system liquidity risk? Existing empirical research shows that foreign-owned banks play a stabilizing role in emerging economies’ banking systems. Anecdotal evidence suggests that this stabilizing role can be attributed to transnational banks’ access to more diversified sources of liquidity. There exists, however, no empirical evidence so fa...

متن کامل

Can Hedge Funds Time Market Liquidity?

This paper examines how hedge funds manage their market risk according to changes in aggregate liquidity conditions. Using a large sample of equity-oriented hedge funds during the period of 1994–2008, we find strong evidence that hedge-fund managers possess the ability to time market liquidity at both the style category level and the individual fund level. They increase (decrease) their portfol...

متن کامل

Can hedge funds time market liquidity?

We explore a new dimension of fund managers' timing ability by examining whether they can time market liquidity through adjusting their portfolios'market exposure as aggregate liquidity conditions change. Using a large sample of hedge funds, we find strong evidence of liquidity timing. A bootstrap analysis suggests that top-ranked liquidity timers cannot be attributed to pure luck. In out-of-sa...

متن کامل

Capital Market Governance: How Do Security Laws Affect Market Performance?

This paper examines the link between capital market governance (CMG) and several key measures of market performance. Using detailed data from individual stock exchanges, we develop a composite CMG index that captures three dimensions of security laws: the degree of earnings opacity, the enforcement of insider laws, and the effect of removing short-selling restrictions. We find that improvements...

متن کامل

Liquid Capital and Market Liquidity

It is widely believed that the resilience of the stock market and its ability to accurately set prices are affected by credit conditions in the economy. A scarcity of deployable capital may cause market-makers to become financially constrained, leading to a breakdown in intermediation. This paper describes another channel by which the supply of available capital affects secondary market liquidi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Jurnal Ilmiah Ekonomi dan Bisnis

سال: 2021

ISSN: ['2442-9813', '1829-9822']

DOI: https://doi.org/10.31849/jieb.v18i2.6313