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~isPartOf:"The review of financial studies"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Ahn, Dong-Hyun"
~person:"Gao, Pengjie"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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The review of financial studies
Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
28
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21
An empirical analysis of stock and bond market liquidity
Chordia, Tarun
;
Sarkar, Asani
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 85-129
Persistent link: https://www.econbiz.de/10002646547
Saved in:
22
Risk adjustment and trading strategies
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 459-485
Persistent link: https://www.econbiz.de/10001764236
Saved in:
23
Partial adjustment or stale prices? : Implications from stock index and futures return autocorrelations
Ahn, Dong-Hyun
;
Boudoukh, Jabob
;
Richardson, Matthew
; …
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 655-689
Persistent link: https://www.econbiz.de/10001688863
Saved in:
24
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
Saved in:
25
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
Saved in:
26
Informed speculation and hedging in a noncompetitive securities market
Spiegel, Matthew
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 307-329
Persistent link: https://www.econbiz.de/10001123792
Saved in:
27
Risk aversion, market liquidity, and price efficiency
Subrahmanyam, Avanidhar
- In:
The review of financial studies
4
(
1991
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10001329867
Saved in:
28
A theory of trading in stock index futures
Subrahmanyam, Avanidhar
- In:
The review of financial studies
4
(
1991
)
1
,
pp. 17-51
Persistent link: https://www.econbiz.de/10001102565
Saved in:
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