Author:
Gayda Leander,Grünthaler Thomas,Harren Jan
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference55 articles.
1. Asset pricing with liquidity risk;V V Acharya;Journal of Financial Economics,2005
2. Financial intermediaries and the crosssection of asset returns;T Adrian;Journal of Finance,2014
3. Illiquidity and stock returns: cross-section and time-series effects;Y Amihud;Journal of Financial Markets,2002
4. A descriptive study of high-frequency trade and quote option data;T Andersen;Journal of Financial Econometrics,2021
5. Hedging demand and market intraday momentum;G Baltussen;Journal of Financial Economics,2021