Product market power and stock market liquidityJayant Raghunath Kale, Yee Cheng Loon2010-10-14articleJournal of Financial Markets119 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesCorporate Finance and GovernanceFinancial Analysis and Corporate GovernanceAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 119 citations exist upstream.References2001Econometric Analysis of Cross Section and Panel Data2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches2002Illiquidity and stock returns: cross-section and time-series effects1985Continuous Auctions and Insider Trading1988The Theory of Industrial Organization1997Industry costs of equity2003Liquidity Risk and Expected Stock Returns1986Asset pricing and the bid-ask spreadCited by2023How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective2020The impact of risk-taking level on green technology innovation: Evidence from energy-intensive listed companies in China2020In law we trust: Lawyer CEOs and stock liquidity2019Greasing Dirty Machines: Evidence of Pollution-Driven Bribery in China2017Does Exposure to Foreign Competition Affect Stock Liquidity? Evidence from Industry-Level Import Data2014Product Market Competition and Audit Fees2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market2011Trade Credit, Relationship-Specific Investment, and Product-Market Power