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~isPartOf:"Journal of financial markets"
~subject:"Capital income"
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Capital income
Liquidity
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Amihud, Yakov
2
Boudt, Kris
1
Broman, Markus S.
1
Chung, Kee H.
1
Chuwonganant, Chairat
1
Datar, Vinay T.
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Radcliffe, Robert C.
1
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1
Singh, Ajai K.
1
Sun, Ping-wen Steven
1
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Journal of financial markets
Journal of banking & finance
26
Journal of financial economics
18
Pacific-Basin finance journal
17
International review of financial analysis
15
Finance research letters
14
The review of financial studies
14
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Journal of international financial markets, institutions & money
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International journal of economics and finance
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NBER Working Paper
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Nepalese journal of economics : a publication of Uniglobe College
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The North American journal of economics and finance : a journal of financial economics studies
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Nepalese journal of finance : a publication of Uniglobe College
7
Research in international business and finance
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6
Asia-Pacific journal of financial studies
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
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ECONIS (ZBW)
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1
Market volatility and stock returns : the role of
liquidity
providers
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
Journal of financial markets
37
(
2018
),
pp. 17-34
Persistent link: https://www.econbiz.de/10012001008
Saved in:
2
Higher-moment
liquidity
risks and the cross-section of stock returns
Kim, Soonho
;
Na, Haejung
- In:
Journal of financial markets
38
(
2018
),
pp. 39-59
Persistent link: https://www.econbiz.de/10012001138
Saved in:
3
Liquidity
, style investing and excess comovement of exchange-traded fund returns
Broman, Markus S.
- In:
Journal of financial markets
30
(
2016
),
pp. 27-53
Persistent link: https://www.econbiz.de/10011722252
Saved in:
4
Price delay premium and
liquidity
risk
Lin, Ji-chai
;
Singh, Ajai K.
;
Sun, Ping-wen Steven
;
Yu, Wen
- In:
Journal of financial markets
17
(
2014
),
pp. 150-173
Persistent link: https://www.econbiz.de/10010437261
Saved in:
5
Intraday
liquidity
dynamics and news releases around price jumps : evidence from the DJIA stocks
Boudt, Kris
;
Petitjean, Mikael
- In:
Journal of financial markets
17
(
2014
),
pp. 121-149
Persistent link: https://www.econbiz.de/10010437262
Saved in:
6
Illiquidity and stock returns : cross-section and time-series effects
Amihud, Yakov
- In:
Journal of financial markets
5
(
2002
)
1
,
pp. 31-56
Persistent link: https://www.econbiz.de/10001657094
Saved in:
7
Hedge fund return sensitivity to global
liquidity
Kessler, Stephan
;
Scherer, Bernd
- In:
Journal of financial markets
14
(
2011
)
2
,
pp. 301-311
Persistent link: https://www.econbiz.de/10009266959
Saved in:
8
How do designated market makers create value for small-caps?
Menkveld, Albert J.
;
Wang, Ting
- In:
Journal of financial markets
16
(
2013
)
3
,
pp. 571-603
Persistent link: https://www.econbiz.de/10010348517
Saved in:
9
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
10
Liquidity
components : commonality in
liquidity
, underreaction, and equity returns
Ince, Baris
- In:
Journal of financial markets
60
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013397975
Saved in:
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