Galariotis, Emilios C.; Giouvris, Evangelos - In: Review of Accounting and Finance 8 (2009) August, pp. 279-307
Purpose – The purpose of this paper is to test whether the 2007 identification of commonality in liquidity by Galariotis and Giouvris for the UK is robust to different methodological approaches; to find whether commonality is priced; and to identify how changes in trading regimes, hence liquidity...