Affiliation:
1. Department of Finance, Economics and Management School; Wuhan University; Wuhan P.R. China
Funder
National Natural Science Foundation of China
Wuhan University
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference58 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. Price movements in speculative markets: Trends or random walks;Alexander;Industrial Management Review,1961
3. Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon;Andersen;Journal of Empirical Finance,1999
4. The illiquidity of corporate bonds;Bao;Journal of Finance,2011
5. Simple technical trading rules and the stochastic properties of stock returns;Brock;Journal of Finance,1992
Cited by
22 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