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Stock Market Liquidity and the Business Cycle

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References

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1985Continuous Auctions and Insider Trading9,626 cited
1994Comparing Predictive Accuracy5,495 cited
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2008Market Liquidity and Funding Liquidity5,007 cited
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1999Stock Markets, Banks, and Economic Growth2,881 cited
2005Asset pricing with liquidity risk2,816 cited
1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
2000Commonality in liquidity1,748 cited
1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
2009Do liquidity measures measure liquidity?☆1,425 cited
1999A New Estimate of Transaction Costs1,340 cited
2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
2008Nowcasting: The real-time informational content of macroeconomic data

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