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An Operational Measure of Liquidity
5 references·16 citing·44 second hop
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this work references cited by second hop

References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1976THE ECONOMICS OF JOB SEARCH: A SURVEY1,026 cited
  • 1984Flexibility and Uncertainty286 cited
  • 1981The role of money supply shocks in the short-run demand for money163 cited
  • 2017The Quantity Theory of Money: A Restatement91 cited

Cited by

  • 2009Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets137 cited
  • 1996Search and Liquidity in Single‐Family Housing127 cited
  • 2007School Quality, House Prices and Liquidity94 cited
  • 1988The Division of Markets is Limited by the Extent of Liquidity (Spatial Competition With Externalities)92 cited
  • 2008Real Estate Returns and Risk with Heterogeneous Investors79 cited
  • 1989Computer-based modeling environments78 cited
  • 2000An exploratory analysis of the order book, and order flow and execution on the Saudi stock market73 cited
  • 2019Measuring the multi-faceted dimension of liquidity in financial markets: A literature review61 cited
  • 1999The Effects of Trading Methods on Volatility and Liquidity: Evidence from the Taiwan Stock Exchange48 cited
  • 1995SELECTING A SELLING INSTITUTION: AUCTIONS VERSUS SEQUENTIAL SEARCH

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45 cited
  • 2001Intraday market liquidity on the Swiss Stock Exchange40 cited
  • 2005The credit-spread puzzle38 cited
  • 2006The Euro’s Challenge to the Dollar35 cited
  • 1997The hedging performance in new agricultural futures markets: A note31 cited
  • 2011What Moves CDS Spreads?29 cited
  • 2014Empirical tests on the liquidity-adjusted capital asset pricing model28 cited