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Liquidity and the law of one price : the case of the future-cash basis
Roll, Richard; Schwartz, Eduardo S.; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2201-2234
Persistent link: https://www.econbiz.de/10003550022
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Feedback from stock prices to cash flows
Subrahmanyam, Avanidhar; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2389-2413
Persistent link: https://www.econbiz.de/10001631759
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Market liquidity and trading activity
Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
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Investor psychology and security market under- and overreactions
Daniel, Kent - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 1839-1885
Persistent link: https://www.econbiz.de/10001251919