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Market Liquidity
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Market Liquidity (2023)Market LiquidityMarket Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Handbook of Economic Growth (2005)Handbook of Economic GrowthLiquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Large Shareholders and Corporate Control (1986)Large Shareholders and Corpor…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Exit, Voice and Loyalty: Responses to Decline in Firms, Organizations, and States. (1970)Exit, Voice and Loyalty: Resp…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Market structure, information, futures markets, and price formation. (1984)Noise Trader Risk in Financial Markets (1990)Mergers and the Market for Corporate Control (1965)Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial intermediation and growth: Causality and causes (2000)A Monetary History of the United States, 1867-1960 (2017)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)PSYCHOLOGICAL CONDITIONS OF PERSONAL ENGAGEMENT AND DISENGAGEMENT AT WORK. (1990)A National Customer Satisfaction Barometer: The Swedish Experience (1992)Organizational Images and Member Identification (1994)The Evolution of Cooperation (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1936The General Theory of Employment, Interest and Money.14,687 cited
  • 1970Exit, Voice and Loyalty: Responses to Decline in Firms, Organizations, and States.11,189 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1986Large Shareholders and Corporate Control8,403 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2008Market Liquidity and Funding Liquidity5,024 cited
  • 2005Handbook of Economic Growth4,446 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,252 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1991

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Inferring Trade Direction from Intraday Data
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