The Best in Town: A Comparative Analysis of Low-Frequency Liquidity Estimators

Author:

Johann Thomas,Theissen Erik

Publisher

Elsevier BV

Reference43 articles.

1. Liquidity and expected returns: Lessons from emerging markets;G Bekaert;Review of Financial studies,2007

2. Short-term traders and liquidity: a test using bombay stock exchange data;H Berkman;Journal of Financial Economics,1998

3. Lifting the veil: An analysis of pre-trade transparency at the nyse;E Boehmer;The Journal of Finance,2005

4. An analysis of the amihud illiquidity premium;M Brennan;Review of Asset Pricing Studies,2013

5. Corporate governance and liquidity;K Chung;Journal of Financial and Quantitative Analzsis,2010

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