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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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Commonality in liquidity
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Stock market liquidity : implications for market …, (pp. 327-348). 2008
Persistent link: https://www.econbiz.de/10003650781
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Liquidity and returns : the impact of inclusion into the S&P 500 index
Chordia, Tarun - In: Stock market liquidity : implications for market …, (pp. 359-386). 2008
Persistent link: https://www.econbiz.de/10003650789