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Excess demand and equilibration in multi-security financial markets : the empirical evidence
Asparouhova, Elena; Bossaerts, Peter L.; Plott, Charles - In: Journal of financial markets 6 (2003) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001731402
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Liquidity biases in asset pricing tests
Asparouhova, Elena; Bessembinder, Hendrik; Kalcheva, Ivalina - In: Journal of financial economics 96 (2010) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10003979145