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~isPartOf:"Stock market liquidity : implications for market microstructure and asset pricing"
~person:"Subrahmanyam, Avanidhar"
~person:"Wang, Yudong"
~type:"article"
~type_genre:"Aufsatz im Buch"
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Stock market liquidity : implications for market microstructure and asset pricing
The legacy of Fischer Black
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Order imbalance, liquidity, and market returns
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 3-21)
.
2008
Persistent link: https://www.econbiz.de/10003650440
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Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Stock market liquidity : implications for market …
,
(pp. 117-148)
.
2008
Persistent link: https://www.econbiz.de/10003650510
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