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~isPartOf:"Stock market liquidity : implications for market microstructure and asset pricing"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
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Gil-Alaña, Luis A.
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Stock market liquidity : implications for market microstructure and asset pricing
CESifo working papers
10
Economics and finance working paper series
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Journal of banking & finance
5
Journal of financial economics
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Finance research letters
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Journal of financial and quantitative analysis : JFQA
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European review of economics and finance
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Pacific-Basin finance journal
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Reihe Ökonomie / Institut für Höhere Studien (IHS), Wien
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Stock returns : cyclicity, prediction and economic consequences
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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
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