Author:
Haghighi Afshin,Faff Robert,Oliver Barry
Reference77 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
3. Liquidity commonality and high frequency trading: Evidence from the French stock market;Anagnostidis;International Review of Financial Analysis,2020
4. Trading imbalances, predictable reversals, and cross-stock price pressure;Andrade;Journal of Financial Economics,2008
5. Attention Induced Trading and Returns: Evidence from Robinhood Users;Barber,2020