Author:
Ibikunle Gbenga,Gregoriou Andros
Publisher
Springer International Publishing
Reference46 articles.
1. Acharya, V. V., & Pedersen, L. H. (2005). Asset Pricing with Liquidity Risk. Journal of Financial Economics, 77, 375–410.
2. Admati, A., & Pfleiderer, P. (1988). A Theory of Intraday Patterns: Volume and Price Variability. The Review of Financial Studies, 1, 3–40.
3. Amihud, Y. (2002). Illiquidity and Stock Returns: Cross-Section and Time-Series Effects. Journal of Financial Markets, 5, 31–56.
4. Amihud, Y., & Mendelson, H. (1986). Asset Pricing and the Bid-Ask Spread. Journal of Financial Economics, 17, 223–249.
5. Benz, E., & Hengelbrock, J. (2009). Price Discovery and Liquidity in the European CO
2
Futures Market: An Intraday Analysis. Paper presented at the Carbon Markets Workshop, 5 May 2009.