Nonlinear market liquidity: An empirical examination-Reference-Cited by-同舟云学术

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Nonlinear market liquidity: An empirical examination

Published:2023-05 Issue: Volume:87 Page:102532
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Chuliá Helena,Mosquera-López Stephania,Uribe Jorge M.

Funder

Ministerio de Ciencia e Innovación

España Ministerio de Ciencia e Innovación

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005

2. Divide and conquer: A theory of intraday and day-of-the-week mean effects;Admati;Review of Financial Studies,1989

3. High frequency market making: Implications for liquidity;Ait-Sahalia;SSRN Electronic Journal,2017

4. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002

5. Liquidity and stock returns;Amihud;Financial Analysts Journal,1986

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

1. A Monte Carlo analysis of the determinants of market liquidity and its implications for regulatory policymakers;Journal of Governance and Regulation;2024

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