Chen, Guojin; Xu, Aihuan; Zhao, Xiangqin - In: China Finance Review International 3 (2013) February, pp. 90-110
Purpose – The aim of this paper is to empirically analyze the source of commonality in liquidity change in China … tested the relationship between institutional investors' involuntary trading behaviors and commonality in liquidity change in … investors, their involuntary trading behaviors were an important source of commonality in liquidity change in China's stock …