SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Liquidity and Market Structure
3 references·16 citing·35 second hop
Liquidity and Market Structure (1988)Liquidity and Market StructureBid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …The Cost of Transacting (1968)The Cost of TransactingThe Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The Flash Crash: High‐Frequen…The Illiquidity of Corporate Bonds (2011)The Illiquidity of Corporate …Low-Latency Trading (2011)Low-Latency TradingPresidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Presidential Address: Asset P…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…Liquidity and Market Efficiency (2007)Liquidity and Market Efficien…Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Liquidity and Expected Return…Liquidity and Asset Prices (2006)Liquidity and Asset PricesMarket Liquidity and Funding Liquidity (2005)Market Liquidity and Funding …Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Institutional Herding (2003)Institutional HerdingDoes Arbitrage Flatten Demand Curves for Stocks? (2002)Does Arbitrage Flatten Demand…Commonality in liquidity (2000)Commonality in liquidityA New Estimate of Transaction Costs (1999)A New Estimate of Transaction…Optimal control of execution costs (1998)Optimal control of execution …Liquidity and stock returns: An alternative test (1998)Liquidity and stock returns: …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Continuous Auctions and Insider Trading (1985)Common factors in prices, order flows, and liquidity (2001)Stealth-trading: Which traders' trades move stock prices? (2001)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Stock price reaction to news and no-news: drift and reversal after headlines (2003)Short sales, institutional investors and the cross-section of stock returns (2005)Limited-dependent and qualitative variables in econometrics (1983)Corporate Yield Spreads and Bond Liquidity (2007)Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data (2009)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)The Behavior of Stock-Market Prices (1965)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Corporate financing and investment decisions when firms have information that investors do not have (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Has Financial Development Made the World Riskier? (2005)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Noise Trader Risk in Financial Markets (1990)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Common risk factors in the returns on stocks and bonds (1993)Do liquidity measures measure liquidity?☆ (2009)Information Effects on the Bid-Ask Spread (1983)Market Liquidity and Trading Activity (2001)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1968The Cost of Transacting1,909 cited

Cited by

  • 2000Commonality in liquidity1,748 cited
  • 1999A New Estimate of Transaction Costs1,340 cited
  • 1998Liquidity and stock returns: An alternative test1,318 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2007Liquidity and Expected Returns: Lessons from Emerging Markets1,081 cited
  • 1998Optimal control of execution costs1,056 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 2007Liquidity and Market Efficiency984 cited
  • 2003Institutional Herding898 cited
  • 2011Low-Latency Trading880 cited
  • 2005Market Liquidity and Funding Liquidity863 cited
  • 2010Presidential Address: Asset Price Dynamics with Slow‐Moving Capital861 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
  • 2006Liquidity and Asset Prices821 cited
  • 2017The Flash Crash: High‐Frequency Trading in an Electronic Market794 cited