Liquidity and market efficiency in the world's largest carbon market-Reference-Cited by-同舟云学术

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Liquidity and market efficiency in the world's largest carbon market

Published:2016-12 Issue:4 Volume:48 Page:431-447
ISSN:0890-8389
Container-title:The British Accounting Review
language:en
Short-container-title:The British Accounting Review

Author:

Ibikunle Gbenga^ORCID,Gregoriou Andros,Hoepner Andreas G.F.,Rhodes Mark

Publisher

Elsevier BV

Subject

Accounting

Reference56 articles.

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

2. A theory of intraday patterns: volume and price variability;Admati;The Review of Financial Studies,1988

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

4. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986

5. Price discovery and liquidity in the European CO2 futures market: an intraday analysis;Benz,2009

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4. Liquidity and Market Efficiency in Borsa Istanbul;Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi;2024-07-02

5. Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market;Journal of Emerging Market Finance;2024-06-02

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