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

Faten Moussa () and Ezzeddine Delhoumi ()

International Journal of Accounting, Business and Finance, 2022, vol. 2, issue 1, 1-13

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.

Keywords: Liquidity; Bid-Ask spread; Information asymmetry; Information demand and supply; Amihud ratio; Turnover Price Impact (search for similar items in EconPapers)
Date: 2022
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