Publisher: Cambridge University Press
E-ISSN: 1756-6916|52|4|1605-1637
ISSN: 0022-1090
Source: Journal of Financial and Quantitative Analysis, Vol.52, Iss.4, 2017-07, pp. : 1605-1637
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
The Time Variation of Liquidity Risk on US Stock Markets
Credit and Capital Markets – Kredit und Kapital, Vol. 51, Iss. 2, 2018-06 ,pp. :
Stock Market Declines and Liquidity
THE JOURNAL OF FINANCE, Vol. 65, Iss. 1, 2010-02 ,pp. :
Stock Market Liquidity and the Business Cycle
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 1, 2011-02 ,pp. :
The impact of policy responses on stock liquidity
Applied Economics Letters, Vol. 21, Iss. 12, 2014-08 ,pp. :
Liquidity and Autocorrelations in Individual Stock Returns
THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 5, 2006-10 ,pp. :