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Common Patterns in Commonality in Returns, Liquidity, and Turnover Around the World · Study

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PreprintCommon Patterns in Commonality in Returns, Liquidity, and Turnover Around the World

George Andrew Karolyi2008

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Preprintgreen2008

Common Patterns in Commonality in Returns, Liquidity, and Turnover Around the World

George Andrew Karolyi · Kuan Hui Lee · Mathijs A. van Dijk

24 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1998Law and Finance 2002Illiquidity and stock returns: cross-section and time-series effects 2003Liquidity Risk and Expected Stock Returns 1995The Limits of Arbitrage 1986Asset pricing and the bid-ask spread 1980On the Impossibility of Informationally Efficient Markets 2005Asset pricing with liquidity risk 2005What matters for financial development? Capital controls, institutions, and interactions

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Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1101857

openalex_workW1517432587

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