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Commonality in liquidity in emerging markets: Another supply-side explanation
16 references·1 citing·38 second hop
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 2000Commonality in liquidity1,748 cited
  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1999A New Estimate of Transaction Costs1,340 cited
  • 2009Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data1,098 cited
  • 2007Liquidity and Expected Returns: Lessons from Emerging Markets1,081 cited
  • 2001

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Common factors in prices, order flows, and liquidity
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  • 2025Does the world need more traditional energy? A comparative analysis of ESG activities, free cash flow, and capital market implications44 cited