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Commonality in liquidity
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
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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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2
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
Saved in:
3
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
Saved in:
4
Cross-sectional determinants of expected returns
Brennan, Michael J.
;
Chordia, Tarun
;
Subrahmanyam, Avanidhar
- In:
The legacy of Fischer Black
,
(pp. 161-186)
.
2005
Persistent link: https://www.econbiz.de/10003404044
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5
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
Saved in:
6
The hubris hypothesis of corporate takeovers
Roll, Richard
- In:
Mergers and corporate governance
,
(pp. 146-165)
.
2004
Persistent link: https://www.econbiz.de/10002364776
Saved in:
7
The hubris hypothesis of corporate takeovers
Roll, Richard
-
2008
Persistent link: https://www.econbiz.de/10003749551
Saved in:
8
The hubris hypothesis of corporate takeovers
Roll, Richard
-
2008
Persistent link: https://www.econbiz.de/10003740076
Saved in:
9
Investor evaluation of accounting information : some empirical evidence
Kaplan, Robert S.
;
Roll, Richard
-
2009
Persistent link: https://www.econbiz.de/10003851773
Saved in:
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