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Common factors in prices, order flows, and liquidity
Hasbrouck, Joel, (2001)
Reassessment of contagion and competitive intra-industry effects of bankruptcy announcements
Haensly, Paul J., (2001)
Liquidity effects in the bond market
Jovanovic, Boyan, (2001)
Liquidity dynamics across small and large firms
Chordia, Tarun, (2004)
The Cross-Section of Daily Variation in Liquidity
Chordia, Tarun, (2011)
Commonality in liquidity
Chordia, Tarun, (2000)