Publisher
University of Chicago Press
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Business and International Management
Cited by
41 articles.
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1. The Value of ETF Liquidity;The Review of Financial Studies;2024-08-21
2. Size Discount and Size Penalty: Trading Costs in Bond Markets;The Review of Financial Studies;2024-04-01
3. When large traders create noise;Journal of Financial Economics;2023-11
4. A theory of procyclical market liquidity;Journal of Economic Dynamics and Control;2022-05
5. Gender and herding;Journal of Empirical Finance;2021-12