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Higher-moment liquidity risks and the cross-section of stock returns
Kim, Soonho; Na, Haejung - In: Journal of financial markets 38 (2018), pp. 39-59
Persistent link: https://www.econbiz.de/10012001138
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The maximum bid-ask spread
Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Journal of financial markets 41 (2018), pp. 1-16
Persistent link: https://www.econbiz.de/10012001724
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Option pricing with stochastic liquidity risk : theory and evidence
Feng, Shih-ping; Hung, Mao-Wei; Wang, Yaw-huei - In: Journal of financial markets 18 (2014), pp. 77-95
Persistent link: https://www.econbiz.de/10010442476
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Price delay premium and liquidity risk
Lin, Ji-chai; Singh, Ajai K.; Sun, Ping-wen Steven; Yu, Wen - In: Journal of financial markets 17 (2014), pp. 150-173
Persistent link: https://www.econbiz.de/10010437261
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How do designated market makers create value for small-caps?
Menkveld, Albert J.; Wang, Ting - In: Journal of financial markets 16 (2013) 3, pp. 571-603
Persistent link: https://www.econbiz.de/10010348517