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Market Liquidity: Theory, Evidence and Policy
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Market Liquidity: Theory, Evidence and Policy (2013)Market Liquidity: Theory, Evidence and Po…Trading activity and market liquidity in tradable mobility credit schemes (2023)Trading activity and market l…Liquidity in the global currency market (2022)Liquidity in the global curre…The impact of arbitrage on market liquidity (2021)The impact of arbitrage on ma…Shareholder Monitoring and Discretionary Disclosure (2020)Shareholder Monitoring and Di…Liquidity, implied volatility and tail risk: A comparison of liquidity measures (2020)Liquidity, implied volatility…Dynamical Models of Stock Prices Based on Technical Trading Rules—Part III: Application to Hong Kong Stocks (2014)Dynamical Models of Stock Pri…The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A multiple fuzzy inference systems framework for daily stock trading with application to NASDAQ stock exchange (2015)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures (2021)Asset pricing and the bid-ask spread (1986)Efficient Capital Markets: II (1991)The Limits of Arbitrage (1995)The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach (2023)Transaction-Cost Economics: The Governance of Contractual Relations (1979)A Survey of Corporate Governance (1997)Just “blah blah blah”? Stock market expectations and reactions to COP26 (2023)Continuous Auctions and Insider Trading (1985)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Efficient estimation of bid–ask spreads from open, high, low, and close prices (2024)Understanding individual human mobility patterns (2008)Travel and the Built Environment (2010)Modeling MobilityCoins—Charges, Incentives and Multi-period Budgets in Multimodal Transportation Networks (2024)Mode choice behavior in a tradable mobility credit scheme: A stated-preference experiment (2025)Who Gets What? A user perspective on initial credit allocation in Tradable Mobility Credit Schemes (2025)
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Cited by

  • 2022Liquidity in the global currency market45 cited
  • 2021The impact of arbitrage on market liquidity34 cited
  • 2020Shareholder Monitoring and Discretionary Disclosure29 cited
  • 2020Liquidity, implied volatility and tail risk: A comparison of liquidity measures28 cited
  • 2014Dynamical Models of Stock Prices Based on Technical Trading Rules—Part III: Application to Hong Kong Stocks24 cited
  • 2023Trading activity and market liquidity in tradable mobility credit schemes13 cited

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