Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference23 articles.
1. Amihud, Y., & Mendelson, H. (2015). The pricing of illiquidity as a characteristic and as risk. Multinational Finance Journal, 19(3), 149–168.
2. Barndorff-Nielsen, O. E., Hansen, P. R., Lunde, A., & Shephard, N. (2009). Realized kernels in practice: Trades and quotes. Econometrics Journal, 12(3), C1–C32.
3. Będowska-Sójka, B. (2017). How Jumps Affect Liquidity? The Evidence from Poland, Finance a úver-Czech. Journal of Economics and Finance, 1, 39–52.
4. Będowska-Sójka, B., & Jumps, L. D. A. (2016). The evidence from the Warsaw stock exchange. Emerging Markets Finance and Trade, 52(12), 2740–2755.
5. Bekaert, G., Harvey, C. R., & Lundblad, C. (2007). Liquidity and expected returns: Lessons from emerging markets. Review of Financial Studies, 20(6), 1783–1831.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献