Analyst Disagreement, Mispricing, and Liquidity*
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.2007.01278.x/fullpdf
Reference68 articles.
1. Synchronization risk and delayed arbitrage;Abreu;Journal of Financial Economics,2002
2. Bubbles and crashes;Abreu;Econometrica,2003
3. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
4. Theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988
5. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
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