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Hua, Jian - 2020

We present resiliency as a measure of liquidity, and assess its relationship to expected returns. We establish a … liquidity-related measures and control variables. The results are significant for both value-weighted and equal-weighted returns …

Persistent link: https://www.econbiz.de/10012851808

Commonality in liquidity in the US corporate bond market

Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 86-129). 2016

Persistent link: https://www.econbiz.de/10011733594

Index revisions, stock liquidity and the cost of equity capital

Rahman, Abdul; Rajib, Prabina - In: Global business review 19 (2018) 4, pp. 1072-1089

Persistent link: https://www.econbiz.de/10011915135

Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market

Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003760003

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

Information costs and liquidity effects from changes in the FTSE 100 List

Gregoriou, Andros; Ioannidis, Christos - In: The European journal of finance 12 (2006) 4, pp. 347-360

Persistent link: https://www.econbiz.de/10003338142

Liquidity and autocorrelations in individual stock returns

Avramov, Doron; Chordia, Tarun; Goyal, Amit - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2365-2394

Persistent link: https://www.econbiz.de/10003378711

The fragility of discretionary liquidity provision : lessons from the collapse of the auction rate securities market

Han, Song; Li, Dan - 2010

Persistent link: https://www.econbiz.de/10008670003

Liquidity and market efficiency : a large sample study

Chung, Dennis Y.; Hrazdil, Karel - In: Journal of banking & finance 34 (2010) 10, pp. 2346-2357

Persistent link: https://www.econbiz.de/10008857750

Essays in liquidity

Moulton, Pamela C. - 2003

Persistent link: https://www.econbiz.de/10003385440

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