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Commonality in liquidity
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Journal of banking & finance
Journal of financial economics
61
The journal of finance : the journal of the American Finance Association
51
The review of financial studies
33
University of California at Los Angeles, Anderson Graduate School of Management
32
Journal of Finance
30
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Les cahiers de recherche / Centre d'Enseignement Supérieur des Affaires ; Ecole des Hautes Etudes Commerciales ; Institut Supérieur des Affaires ; Centre de Formation Continue ; Internat C.E.S.A.
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Stock market liquidity : implications for market microstructure and asset pricing
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Liquidity skewness
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2562-2571
Persistent link: https://www.econbiz.de/10008858290
Saved in:
2
Taxes and dividend clientele: Evidence from trading and ownership structure
Lee, Yi-tsung
;
Liu, Yu-jane
;
Roll, Richard
; …
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10003285601
Saved in:
3
Taxes and dividend clientele: Evidence from trading and ownership structure
Lee, Yi-Tsung
;
Liu, Yu-Jane
;
Roll, Richard
; …
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 229-246
Persistent link: https://www.econbiz.de/10005878712
Saved in:
4
Rational infinitely lived asset prices must be non-stationary
Roll, Richard
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1093-1097
Persistent link: https://www.econbiz.de/10001670758
Saved in:
5
Stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3289-3301
Persistent link: https://www.econbiz.de/10009660492
Saved in:
6
The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1239-1249
Persistent link: https://www.econbiz.de/10009245239
Saved in:
7
Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979
Saved in:
8
Common liquidity shocks and market collapse : lessons from the market for perps
Fernando, Chitru S.
;
Herring, Richard J.
;
Subrahmanyam, …
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1625-1635
Persistent link: https://www.econbiz.de/10003749393
Saved in:
9
Board quality and the cost of debt capital : the case of bank loans
Fields, L. Paige
;
Fraser, Donald R.
;
Subrahmanyam, Avanidhar
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1536-1547
Persistent link: https://www.econbiz.de/10009615793
Saved in:
10
Retail trading activity and major lifecycle events : the case of divorce
Grant, Andrew
;
Kalev, Petko S.
;
Subrahmanyam, Avanidhar
; …
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401922
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