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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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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003823652
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The cross-section of daily variation in liquidity
Chordia, Tarun; Shivakumar, Lakshmanan; Subrahmanyam, … - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 75-110
Persistent link: https://www.econbiz.de/10003424664
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Do market capitalisation and stocks traded converge? : new global evidence
Mishra, Sagarika; Narayan, Paresh Kumar - 2010
Persistent link: https://www.econbiz.de/10008665182
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World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret - In: Journal of banking & finance 34 (2010) 6, pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
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The relationship between liquidity and returns on the Chinese stock market
Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of Asian economics 22 (2011) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10009244045
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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
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Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 101-115
Persistent link: https://www.econbiz.de/10009708215