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Cross-sectional liquidity interactions from intraday perspectives
Kopp, Emanuel, (2008)
Effects of increased liquidity on the returns of small-cap equities : evidence from the Istanbul stock exchange
Aran, Serkan, (2008)
Single- and multiplayer trade execution strategies under transient price impact
Strehle, Elias, (2017)
Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios
Nirei, Makoto, (2012)
Stochastic herding in financial markets evidence from institutional investor equity portfolios