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2. Does the credibility of open market share repurchase matter?. (2024). Hou, Han.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:280-297.

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3. Why do undervalued firms repurchase shares? Evidence based on the market-timing effect in China. (2024). Wang, Xiaoqiong ; Ma, Pengfei ; Li, Chengcheng.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001217.

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4. The price of firm-level information uncertainty. (2024). Wang, XI ; Gao, Chao.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008122.

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5. Information leakage prior to market switches and the importance of Nominated Advisers. (2024). Tsalavoutas, Ioannis ; Synapis, Angelos ; Siganos, Antonios.
   In: The British Accounting Review.
   RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002257.

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6. The persistence and consequences of share repurchases. (2024). Suh, Jungwon ; Kim, Hyunseok ; Guedhami, Omrane ; el Ghoul, Sadok.
   In: Journal of Business Finance & Accounting.
   RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:431-472.

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7. Policy uncertainty and corporate investment: public versus private firms. (2023). Schulz, Oliver ; Dreyer, Christian.
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   RePEc:spr:rvmgts:v:17:y:2023:i:5:d:10.1007_s11846-022-00603-y.

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8. The impact of share repurchases on equity finance and performance. (2023). Chen, Ni-Yun ; Liu, Chi-Chun.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:91:y:2023:i:c:p:198-212.

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9. Stock markets and economic uncertainty: Roles of legislative sessions and coalition strength. (2023). Sensarma, Rudra ; Chakraborty, Sandip ; Kakani, Ram Kumar ; Ghalke, Avinash.
   In: European Journal of Political Economy.
   RePEc:eee:poleco:v:78:y:2023:i:c:s0176268022001562.

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10. The effect of asymmetric information disappears: Evidence in share repurchases and market efficiency. (2023). Lee, Chien-Chiang ; Wang, Chih-Wei ; Park, Bokyung.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004634.

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11. Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model. (2022). Rounaghi, Mohammad Mahdi ; Arashi, Mohammad.
    In: Future Business Journal.
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12. VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak. (2022). Lu, Ran ; Zeng, Hongjun.
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:sef-02-2022-0121.

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13. Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies. (2022). Hsu, Yuan-Lin ; Lin, Shih-Kuei ; Tsai, Pei-Ling ; Chih, Hsiang-Hsuan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:81:y:2022:i:c:p:205-226.

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14. Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul.
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    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
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2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
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3. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
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   RePEc:eee:jbfina:v:50:y:2015:i:c:p:92-105.

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4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
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5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
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6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
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7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
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8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
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9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
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10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
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11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
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12. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
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13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
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14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
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15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
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16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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17. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
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18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
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19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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20. The Risk Components of Liquidity. (2008). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
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21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Boyson, Nicole ; Stahel, Christof.
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23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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24. Commodity Price Exposure and Ownerhsip Clienteles. (2008). Davies, Phil ; Schrand, Catherine ; Minton, Bernadette.
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25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
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26. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
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27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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28. Three Liquidity Crises in Retrospective: Implications for Central Banking Today. (2007). Sauer, Stephan.
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29. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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30. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
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31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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32. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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34. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
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36. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
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39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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40. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae B..
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41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
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42. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
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43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
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44. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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46. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
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48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
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49. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Tapia, Mikel ; Rubio, Gonzalo ; Nieto, Belen.
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50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
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