Evaporating Liquidity

Author:

Nagel Stefan

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference44 articles.

1. A Theory of Intraday Patterns: Volume and Price Variability

2. Adrian T. Etula E. Muir T. Financial Intermediaries and the Cross-section of Asset Returns. Working Paper, Northwestern University and Federal Reserve Bank of New York; 2011.

3. Liquidity and leverage

4. Illiquidity and stock returns: cross-section and time-series effects

5. Hedge fund leverage

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