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Liquidity commonality and return co-movement
Domowitz, Ian; Hansch, Oliver; Wang, Xiaoxin - In: Journal of Financial Markets 8 (2005) 4, pp. 351-376
Persistent link: https://www.econbiz.de/10005319988
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Market microstructure: A survey
Madhavan, Ananth - In: Journal of Financial Markets 3 (2000) 3, pp. 205-258
Persistent link: https://www.econbiz.de/10005320049
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Stock returns and trading at the close
Cushing, David; Madhavan, Ananth - In: Journal of Financial Markets 3 (2000) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10005322088
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Should securities markets be transparent?
Madhavan, Ananth; Porter, David; Weaver, Daniel - In: Journal of Financial Markets 8 (2005) 3, pp. 265-287
Persistent link: https://www.econbiz.de/10005322147