Order imbalance, liquidity, and market returns / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Liquidity provision in the Hong Kong warrants market evidence from equity, derivative and basket warrants / Paul Brockman and Dennis Y. Chung
Liquidity issues in the money markets / Mark D. Griffiths, Valdimir Kotomin and Drew B. Winters
Liquidity and the retail investor : the Australian market for retail CDOs / Paul U. Ali
Short-term interest rates volatility and liquidity risk / Cecilia Caglio, Giampaolo Gabbi and Giovanna Zanotti
Intraday liquidity in the Istanbul exchange / Cumhur Ekinci
International portfolio allocations during the Asian financial crisis : evidence from U.S. closed-end funds / Kalok Chan, Kee-Hong Bae and Wai-Ming Fongc
Evidence on the speed of convergence to market efficiency / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
Does market structure matter? Trading costs and return volatility around exchange listings / Hendrik Bessembinder and Subhrendu Rath
Tick size, market structure and trading costs / William G. Christie, Jeffrey H. Harris and Eugene Kandel
Intraday market dynamics around public information arrivals / Angelo Ranaldo
Returns, volatility and liquidity on the ASX : undisclosed vs. disclosed limit orders / David E. Allen.. [et al.]
Earnings surprise and stealth trading / Sugato Chakravarty, Chiraphol N. Chiyachantana and Christine Jiang
The impact of inter-dealer trading on market liquidity under asymmetric information / Kees G. Koedijk, Mathijs A. van Dijk and Irma W. van Leeuwen
Trading technology and stock market liquidity : a global perspective / Pankaj K. Jain and William F. Johnson
Increasing the liquidity of shares in Chinese companies / Margaret Wang
Stealth trading : which traders' trades move prices? / Sugato Chakravarty
Commonality in liquidity / Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam
On the dynamics of market illiquidity / Niklas Wagner
Liquidity and returns : the impact of inclusion into the S&P 500 Index / Tarun Chordia
The multiple dimensions of market-wide liquidity : implications for asset pricing / R. Burt Porter
Managing illiquidity : a hedge fund perspective / Greg N. Gregoriou and Francois-Serge Lhabitant
Liquidity asset pricing model in a segmented equity market / Zhian Chen and Peter Swan.
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Stock market liquidity : implications for market microstructure and asset pricing. ISBN 9780470181690. Published by Wiley in 2008. Publication and catalogue information, links to buy online and reader comments.
