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Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 501-530

Persistent link: https://www.econbiz.de/10001604100

Determinants of daily fluctuations in liquidity and trading activity

Chordia, Tarun; Roll, Richard; Subrahmanyam, Avanidhar - In: Cuadernos de economía 40 (2003), pp. 728-751

Persistent link: https://www.econbiz.de/10001900612

The impact of trading mechanisms on the transmission of information across international stock markets during the market crash

Liu, Yu-jane - In: Research in international business and finance 12 (1995), pp. 203-227

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Shareholder heterogeneity : further evidence

Lee, Yi-tsung; Liaw, Gwohorng - In: Advances in investment analysis and portfolio … 9 (2002), pp. 181-202

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Fat-finger trade and market quality : the first evidence from China

Gao, Ming; Liu, Yu-jane; Wu, Weili - In: The journal of futures markets 36 (2016) 10, pp. 1014-1025

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US Treasury inflation-indexed bonds : the design of a new security

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Volatility, correlation, and diversification in a multi-factor world

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Investor psychology and security market under- and overreactions

Daniel, Kent - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 1839-1885

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Feedback from stock prices to cash flows

Subrahmanyam, Avanidhar; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2389-2413

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An empirical analysis of stock and bond market liquidity

Chordia, Tarun (contributor); Sarkar, Asani (contributor); … - 2003 - [Elektronische Ressource]

This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid-ask spreads and depth), returns, volatility, and...

Persistent link: https://www.econbiz.de/10001752003