Commonality in liquidity across options and stock futures markets
The Empirical Analysis of Liquidity
Factoring Information into Returns
1 LIQUIDITY AND LIQUIDITY RISK IN THE CORPORATE BOND MARKET Gady Jacoby, George Theocharides and Steven X. Zheng Seminar Presentation Seoul National University. - ppt download
Asset Pricing with Extreme Liquidity Risk
Liquidity of financial markets: a review
Does Liquidity Management Induce Fragility in Treasury Prices? Evidence from Bond Mutual Funds
Liquidity risk in stock returns: An event-study perspective
Systematic liquidity and the funding liquidity hypothesis - ScienceDirect
What Drives the Liquidity Premium: Factors or Characteristics
PDF) Commonality in Liquidity: Evidence from the Option Market
Liquidity components: Commonality in liquidity, underreaction, and equity returns - ScienceDirect
Commonality in Liquidity and Real Estate Securities | SpringerLink
Liquidity Risk and Expected Stock Returns | Journal of Political Economy: Vol 111, No 3
Understanding commonality in liquidity around the world - ScienceDirect
Commonality in Liquidity and Real Estate Securities | SpringerLink
PPT - Lecture 7 PowerPoint Presentation, free download - ID:283901
EXPECTED RETURNS AND LIQUIDITY RISK: DOES ENTREPRENEURIAL INCOME MATTER?
Commonality in Liquidity and Real Estate Securities | SpringerLink
Liquidity components: Commonality in liquidity, underreaction, and equity returns - ScienceDirect
