1. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects;Y Amihud;Journal of Financial Markets,2002
2. Connected Stocks
3. The price pressure of aggregate mutual fund flows;A Ben-Rephael;Journal of Financial and Quantitative Analysis,2011
4. Liquidity and Financial Market Runs;Welch Bernardo;Quarterly Journal of Economics,2004
5. Trading costs, liquidity, and asset holdings;R Bhushan;Review of Financial Studies,1992