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Liquidity dynamics across public and private markets · Study

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ArticleLiquidity dynamics across public and private markets

Shaun Alexander Bond2012

Article2012

Liquidity dynamics across public and private markets

Shaun Alexander Bond · Qingqing Chang

19 citations·0/0 files stored·Journal of International Money and Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Housing Market and Economics

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References

1993Common risk factors in the returns on stocks and bonds 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1992The Cross-Section of Expected Stock Returns 2002Illiquidity and stock returns: cross-section and time-series effects 1991Inferring Trade Direction from Intraday Data 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics 1988Estimating the components of the bid/ask spread 2001Market Liquidity and Trading Activity

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2012Sell-order liquidity and the cross-section of expected stock returnsarticle · 9 shared references 2007Pricing the commonality across alternative measures of liquidityarticle · 8 shared references 2011Sell-Order Illiquidity and the Cross-Section of Expected Stock Returnspreprint · 8 shared references 2013Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiumsarticle · 7 shared references 2010Stock Returns and the Volatility of Liquidityarticle · 7 shared references 2010Illiquidity and Stock Returnsarticle · 7 shared references

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Year2012

Typearticle

Published2012-05-17

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations19

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jimonfin.2012.05.020

openalex_workW2029133601

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