1. Does brand capital improve stock liquidity? Evidence from China. (2025). Majeed, Muhammad Ansar ; Ullah, Irfan ; Tariq, Samia ; Ahsan, Tanveer.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:30:y:2025:i:1:p:382-404.

   Full description at Econpapers || Download paper

2. The impact of confucian culture on the cost of equity capital: The moderating role of marketization process. (2023). Wang, Zhi ; Tan, Huan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:86:y:2023:i:c:p:112-126.

   Full description at Econpapers || Download paper

3. National culture and saving: How collectivism, uncertainty avoidance, and future orientation play roles. (2021). Srivisal, Narapong ; Sanoran, Kanyarat Lek ; Bukkavesa, Kanix.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000685.

   Full description at Econpapers || Download paper

1. Acharya, V. ; Pedersen, L.H. Asset pricing with liquidity risk. 2005 Journal of Financial Economics. 77 375-410

2. Aggarwal, R. ; Goodell, J. Culture institutions and financing choices: How and why are they related?. 2014 Research in International Business and Finance. 31 101-111
   Paper not yet in RePEc: Add citation now
   

3. Aggarwal, R. ; Kearney, C. ; Lucey, B. Gravity and culture in foreign portfolio investment. 2012 Journal of Banking and Finance. 36 525-538

4. Amihud, Y. Illiquidity and stock returns: Cross-section and time-series effects. 2002 Journal of Financial Markets. 5 31-56

5. Asch, S.E. Social psychology. 1952 Prentice­Hall: Englewood Oiffs, NJ
   Paper not yet in RePEc: Add citation now
   
6. Asch, S.E. Studies of independence and conformity: I. A minority of one against a unanimous majority. 1956 Psychological Monographs: General and Applied. 70 1-70
   Paper not yet in RePEc: Add citation now
   

7. Baker, M. ; Wurgler, J. Investor sentiment and the cross-section of stock returns. 2006 Journal of Finance. 61 1645-1680

8. Banerjee, A.V. A simple model of herd behavior. 1992 Quarterly Journal of Economics. 57 797-817

9. Barber, B.M. ; Odean, M. All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. 2008 Review of Financial Studies. 21 785-818

10. Barrett, D. ; Wosinska, W. ; Butner, J. ; Petrova, P. ; Gornik-Durose, M. ; Cialdini, R. Individual differences in the motivation to comply across cultures: The impact of social obligation. 2004 Personality and Individual Differences. 37 19-31
    Paper not yet in RePEc: Add citation now
    
11. Baumeister, R.F. ; Bratslavsky, E. ; Finkenaur, C. ; Vohs, K.D. Bad is stronger than good. 2001 Review of General Psychology. 5 323-370
    Paper not yet in RePEc: Add citation now
    

12. Bekaert, G. ; Harvey, C.R. ; Lundblad, C. Liquidity and expected returns: Lessons from emerging markets. 2007 The Review of Financial Studies. 20 1783-1831

13. Bernardo, A.E. ; Welch, I. Liquidity and financial market runs. 2004 Quarterly Journal of Economics. 119 135-158

14. Bikhchandani, S.D. ; Hirshleifer, S.D. ; Welch, I. A theory of fads, fashion, custom, and cultural change as informational cascades. 1992 Journal of Political Economy. 100 992-1026

15. Bond, R. ; Smith, P.B. Culture and conformity: A meta-analysis of studies using Asch’s (1952, 1956) line judgment task. 1996 Psychological Bulletin. 119 111-137
    Paper not yet in RePEc: Add citation now
    

16. Brockman, P. ; Chung, D.Y. ; Pérignon, C. Commonality in liquidity: A global perspective. 2009 Journal of Financial and Quantitative Analysis. 44 851-882

17. Brunnermeier, M.K. ; Pedersen, L.H. Market liquidity and funding liquidity. 2009 Review of Financial Studies. 22 2201-2238

18. Bushee, B.J. ; Miller, G.S. Investor relations, firm visibility, and investor following. 2012 The Accounting Review. 87 867-897
    Paper not yet in RePEc: Add citation now
    

19. Bushman, R. ; Piotroski, J. ; Smith, A. What determines corporate transparency?. 2004 Journal of Accounting Research. 42 207-252

20. Camerer, C. ; Weigelt, K. Information mirages in experimental asset markets. 1991 Journal of Business. 64 463-493

21. Chang, C. ; Lin, S. The effects of national culture and behavioral pitfalls on investors' decision making: Herding behavior in international stock markets. 2015 International Review of Economics and Finance. 37 380-392

22. Chiang, T.C. ; Zheng, D. An empirical analysis of herd behavior in global stock markets. 2010 Journal of Banking and Finance. 34 1911-1921

23. Chordia, T. ; Roll, R. ; Subramanyam, A. Commonality in liquidity. 2000 Journal of Financial Economics. 56 3-28

24. Chordia, T. ; Sarkar, A. ; Subrahmanyam, A. An empirical analysis of stock and bond market liquidity. 2005 Review of Financial Studies. 18 85-129

25. Christie, W.G. ; Huang, R.D. Following the pied piper: Do individual returns herd around the market?. 1995 Financial Analysts Journal. 51 31-37
    Paper not yet in RePEc: Add citation now
    

26. Chui, A. ; Kwok, C. National culture and life insurance consumption. 2008 Journal of International Business Studies. 39 88-101

27. Chui, A. ; Titman, S. ; Wei, J. Individualism and Momentum around the World. 2010 Journal of Finance. 65 361-392

28. Cialdini, R.B. ; Wosinska, W. ; Barrett, D.W. ; Butner, J. ; Gornik-Durose, M. Compliance with a request in two cultures: The differential influence of social proof and commitment/consistency on collectivists and individualists. 1999 Personality and Social Psychology Bulletin. 25 1242-1253
    Paper not yet in RePEc: Add citation now
    

29. Cook, D.O. ; Kieschnick, R. ; van Ness, R.A. On the marketing of IPOs. 2006 Journal of Financial Economics. 82 35-61

30. Coughenour, J.F. ; Saad, M.M. Common market makers and commonality in liquidity. 2004 Journal of Financial Economics. 73 37-69

31. Dang, T.L. ; Moshirian, F. ; Wee, C.K.G. ; Zhang, B. Cross-listings and liquidity commonality around the world. 2015 Journal of Financial Markets. 22 1-26

32. Davis, A. Media effects and the question of the rational audience: Lessons from the financial market. 2006 Media Culture Society. 28 603-625
    Paper not yet in RePEc: Add citation now
    
33. Deutsch, M. ; Gerard, H.B. A study of normative and informative social influences upon individual judgment. 1955 Journal of Abnormal and Social Psychology. 51 629-636
    Paper not yet in RePEc: Add citation now
    

34. Devenow, A. ; Welch, I. Rational herding in financial economics. 1996 European Economic Review. 40 603-615

35. Eun, C.S. ; Wang, L. ; Xiao, S.C. Culture and R2. 2015 Journal of Financial Economics. 115 283-303

36. Fogli, A. ; Veldkamp, L. Germs, social networks and growth. 2012 New York University:

37. Fong, C. ; Wyer, R. Cultural, social, and emotional determinants of decisions under uncertainty. 2003 Organizational Behavior and Human Decision Processes. 90 304-322

38. Freud, S. Group psychology and the analysis of the ego (translation by J. Strachey). 1921 The International Psycho-Analytical Library:
    Paper not yet in RePEc: Add citation now
    
39. Freud, S. Massenpsychologie und Ich-Analyse. 1921 Internationaler Psychoanalytischer Verlag:
    Paper not yet in RePEc: Add citation now
    

40. Gârleanu, N. ; Pedersen, L.H. Liquidity and risk management. 2007 American Economic Review. 97 193-197

41. Galariotis, E.C. ; Krokida, S.I. ; Spyrou, S.L. Herd behavior and equity market liquidity: Evidence from major markets. 2016 International Review of Financial Analysis. 2016 140-149

42. Gorodnichenko, Y. ; Roland, G. Culture, institutions and the wealth of nations. 2017 Review of Economics and Statistics. 99 402-416

43. Gorodnichenko, Y. ; Roland, G. Which dimensions of culture matter for long-run growth?. 2011 American Economic Review. 101 492-498

44. Greenfield, P. Three approaches to the psychology of culture: Where do they come from? Where can they go?. 2000 Asian Journal of Social Psychology. 3 223-240
    Paper not yet in RePEc: Add citation now
    

45. Griffin, J. ; Nardari, F. ; Stulz, R.M. Do investors trade more when stocks have performed well? Evidence from 46 countries. 2007 Review of Financial Studies. 20 905-951

46. Guiso, L. ; Sapienza, P. ; Zingales, L. Trusting the stock market. 2008 The Journal of Finance. 63 2557-2600

47. Hameed, A. ; Kang, W. ; Viswanathan, S. Stock market declines and liquidity. 2010 Journal of Finance. 65 257-293

48. Hasbrouck, J. Trading costs returns for U.S. equities: Estimating effective costs from daily data. 2009 Journal of Finance. 64 1445-1477

49. Hasbrouck, J. ; Seppi, D.J. Common factors in prices, order flows, and liquidity. 2001 Journal of Financial Economics. 59 383-411

50. Heine, S. ; Hazel, M. ; Darrin, L. ; Shinobu, K. Is there a universal need for positive self-regard?. 1999 Psychological Review. 106 766-794
    Paper not yet in RePEc: Add citation now
    

51. Hillert, A. ; Jacobs, H. ; Müller, S. Media makes momentum. 2014 Review of Financial Studies. 27 3467-3501

52. Ho, T.-H. ; Camerer, C. ; Weigelt, Iterated dominance and iterated best response in experimental ‘p-beauty contest’ games. 1998 American Economic Review. 88 947-969

53. Hofstede, G. Culture’s consequences: International differences in work-related values. 1980 Sage publications: Beverly Hills, CA
    Paper not yet in RePEc: Add citation now
    
54. Hofstede, G. Culture’s consequences. 2001 Sage: Thousand Oaks, CA
    Paper not yet in RePEc: Add citation now
    

55. Hope, O.K. Disclosure practices, enforcement of accounting standards and analysts' forecast accuracy: An international study. 2003 Journal of Accounting Research. 41 235-272

56. House, R.J. ; Javidan, M. ; Hanges, P.J. ; Dorfman, P.W. Understanding cultures and implicit leadership theories across the globe: An introduction to project GLOBE. 2002 Journal of World Business. 37 3-10

57. Huberman, G. ; Halka, D. Systematic liquidity. 2001 Journal of Financial Research. 24 161-178

58. Ince, O. ; Porter, R.B. Individual equity return data from Thomson Datastream: Handle with care. 2006 Journal of Financial Research. 29 463-479

59. Jin, L. ; Myers, S. R-squared around the world: New theory and new tests. 2006 Journal of Financial Economics. 79 257-292

60. Kahneman, D. Maps of bounded rationality. 2003 The American Economic Review. -

61. Kamara, A. ; Lou, X. ; Sadka, R. The divergence of liquidity commonality in the cross section of stocks. 2008 Journal of Financial Economics. 89 444-466

62. Karolyi, A. The gravity of culture for finance. 2016 Journal of Corporate Finance. 41 610-625

63. Karolyi, A. ; Lee, K.-H. ; Van Dijk, M. Understanding commonality in liquidity around the world. 2012 Journal of Financial Economics. 105 82-112

64. Kaufman, D. ; Kraay, A. ; Mastruzzi, M. Governance Matters VIII: Governance indicators for 1996–2008. 2009 World Bank Policy Research Unit:

65. Kempf, A. ; Mayston, D. Liquidity commonality beyond best prices. 2008 Journal of Financial Research. 31 25-40

66. Keynes, J.M. A treatise on money. 1930 Macmillan: London, UK
    Paper not yet in RePEc: Add citation now
    
67. Keynes, J.M. The general theory of employment, interest and money. 1936 Macmillan: London, UK
    Paper not yet in RePEc: Add citation now
    

68. Keynes, J.M. The general theory of employment. 1937 Quarterly Journal of Economics. 51 209-223

69. Kim, H.S. ; Markus, H.R. Deviance or uniqueness, harmony or conformity? A cultural analysis. 1999 Journal of Personality and Social Psychology. 77 785-800
    Paper not yet in RePEc: Add citation now
    

70. Kirkman, B.L. ; Lowe, K.B. ; Gibson, C.B. A quarter century of cultures consequences: A review of empirical research incorporating Hofstede's cultural values framework. 2006 Journal of International Business Studies. 37 285-320

71. Kluckhohn, K. Culture and behavior. 1954 En : . Addison-Wesley: Cambridge, MA
    Paper not yet in RePEc: Add citation now
    

72. Koch, A. ; Ruenzi, S. ; Starks, L. Commonality in Liquidity: A Demand-side Explanation. 2016 Review of Financial Studies. 29 1943-1974

73. Kodres, L. ; Pritsker, M. A rational expectations model of financial contagion. 1998 Board of Governors of the Federal Reserve System: Mimeo

74. Korajczyk, R.A. ; Sadka, R. Pricing the commonality across alternative measures of liquidity. 2008 Journal of Financial Economics. 8 45-72

75. Kyle, A. Continuous auctions and insider trading. 1985 Econometrica. 53 1315-1335

76. Kyle, A.S. ; Xiong, W. Contagion as a wealth effect. 2001 The Journal of Finance. 56 1401-1440

77. Lang, M. ; Maffett, M. Transparency and liquidity uncertainty in crisis periods. 2011 Journal of Accounting and Economics. 52 101-125

78. Le Bon, G. In The crowd: A study of the popular mind. 1896 Unwin: London, UK
    Paper not yet in RePEc: Add citation now
    

79. Lee, S.M. ; Peterson, S. Culture, entrepreneurial orientation, and global competitiveness. 2000 Journal of World Business. 35 401-416

80. Lehavy, R. ; Sloan, R.G. Investor recognition and stock returns. 2008 Review of Accounting Studies. 13 327-361
    Paper not yet in RePEc: Add citation now
    
81. Li, Y. ; Zahra, S. Formal institutions, culture, and venture capital activity: A cross-country analysis. 2012 Journal of Business Venturing. 27 95-111
    Paper not yet in RePEc: Add citation now
    

82. Lo, A.W. ; Wang, J. Trading volume: Definitions, data analysis, and implications of portfolio theory. 2000 Review of Financial Studies. 13 257-300

83. Markus, H.R. ; Kitayama, S. Culture and the self: Implications for cognition, emotion, and motivation. 1991 Psychological Review. 98 224-253
    Paper not yet in RePEc: Add citation now
    
84. Mayer, R.C. ; Davis, J.H. ; Schoorman, F.D. An integrative model of organizational trust. 1995 Academy of Management Review. 20 709-734
    Paper not yet in RePEc: Add citation now
    
85. Mills, J. ; Clark, M.S. Exchange and communal relationships. 1982 Review of Personality and Social Psychology. 3 121-144
    Paper not yet in RePEc: Add citation now
    
86. Morck, R. ; Yeung, B. ; Yu, W. The information content of stock markets: Why do emerging markets have synchronous stock price movements?. 2000 Journal of Financial Economics. 58 215-260
    Paper not yet in RePEc: Add citation now
    
87. Murray, D. ; Schaller, M. Historical prevalence of infectious diseases within geopolitical regions: A tool for investing origins of culture. 2010 Journal of Cross-Cultural Psychology. 41 99-108
    Paper not yet in RePEc: Add citation now
    

88. Newey, W.K. ; West, K. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

89. Nofsinger, J.R. Social mood and financial economics. 2005 Journal of Behavioral Finance. 6 144-160
    Paper not yet in RePEc: Add citation now
    

90. Oberlechner, T. ; Hocking, S. Information sources, news, and rumors in financial markets: Insights into the foreign exchange market. 2004 Journal of Economic Psychology. 25 407-424

91. Pastor, L. ; Stambaugh, R. Liquidity risk and expected stock returns. 2003 Journal of Political Economy. 111 642-685

92. Petrova, P.K. ; Cialdini, R.B. ; Sills, S.J. Consistency-based compliance across cultures. 2007 Journal of Experimental Social Psychology. 43 104-111
    Paper not yet in RePEc: Add citation now
    

93. Rosch, C.G. ; Kaserer, C. Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality. 2013 Journal of Banking and Finance. 37 2284-2302

94. Sadka, R. Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk. 2006 Journal of Financial Economics. 80 309-349

95. Scharfstein, D. ; Stein, J. Herd Behavior and investment. 1990 American Economic Review. 80 465-479

96. Schmeling, M. Investor sentiment and stock returns: Some international evidence. 2009 Journal of Empirical Finance. 16 394-408

97. Shiller, R.J. Irrational exuberance. 2005 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
    

98. Slovic, P. Perceived risk, trust, and democracy. 1993 Risk Analysis. 13 675-682

99. Solomon, D.H. ; Soltes, E. ; Sosyura, D. Winners in the spotlight: Media coverage of fund holdings as a driver of flows. 2014 Journal of Financial Economics. 113 53-72

100. Stulz, R. ; Williamson, R. Culture, openness and finance. 2003 Journal of Financial Economics. 70 313-349

101. Tabellini, G. Culture and institutions: Economic development in the regions of Europe. 2010 Journal of European Economic Association. 8 677-716

102. Tang, L. ; Koveos, P.E. A framework to update Hofstede's cultural value indices: Economic dynamics and institutional stability. 2008 Journal of International Business Studies. 39 1045-1063

103. Thompson, P.A. Invested interests? Reflexivity, representation and reporting in financial markets. 2013 Journalism. 14 208-227
     Paper not yet in RePEc: Add citation now
     
104. Triandis, H.C. Individualism-collectivism and personality. 2001 Journal of Personality. 69 907-924
     Paper not yet in RePEc: Add citation now
     
105. Trotter, W., 1916. Instincts of the herd in war and peace.
     Paper not yet in RePEc: Add citation now
     

106. Vayanos, D. Flight to quality, flight to liquidity, and the pricing of risk. Working paper. 2004 National Bureau of Economic Research: Cambridge, MA

107. Welch, I. Sequential sales, learning and cascades. 1992 The Journal of Finance. 47 695-732

108. Williamson, O. The new institutional economics: Taking stock, looking ahead. 2000 Journal of Economic Literature. 38 595-613

109. Zheng, X. ; El Ghoul, S. ; Guedhami, O. ; Kwok, C. Collectivism and corruption in bank lending. 2013 Journal of International Business Studies. 44 363-390

110. Zheng, X. ; El Ghoul, S. ; Guedhami, O. ; Kwok, C. National culture and corporate debt maturity. 2012 Journal of Banking & Finance. 36 468-488

1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
   In: Papers.
   RePEc:arx:papers:2007.07842.

   Full description at Econpapers || Download paper

2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

   Full description at Econpapers || Download paper

3. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:50:y:2015:i:c:p:92-105.

   Full description at Econpapers || Download paper

4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

   Full description at Econpapers || Download paper

5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10497.

   Full description at Econpapers || Download paper

6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10437.

   Full description at Econpapers || Download paper

7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
   In: Papers.
   RePEc:arx:papers:1303.3148.

   Full description at Econpapers || Download paper

8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10151.

   Full description at Econpapers || Download paper

9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
   In: Working Papers.
   RePEc:hhs:lunewp:2013_010.

   Full description at Econpapers || Download paper

10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:27:y:2013:i:2:p:29-50.

    Full description at Econpapers || Download paper

11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

    Full description at Econpapers || Download paper

12. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

    Full description at Econpapers || Download paper

13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
    In: Working papers.
    RePEc:bfr:banfra:279.

    Full description at Econpapers || Download paper

14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
    In: Papers.
    RePEc:arx:papers:1003.0889.

    Full description at Econpapers || Download paper

15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
    In: Review of Applied Economics.
    RePEc:ags:reapec:143268.

    Full description at Econpapers || Download paper

16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
    In: MPRA Paper.
    RePEc:pra:mprapa:19677.

    Full description at Econpapers || Download paper

17. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

    Full description at Econpapers || Download paper

18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-916.

    Full description at Econpapers || Download paper

19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

20. The Risk Components of Liquidity. (2008). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2008_007.

    Full description at Econpapers || Download paper

21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

    Full description at Econpapers || Download paper

22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Boyson, Nicole ; Stahel, Christof.
    In: Working Papers.
    RePEc:ecl:upafin:08-2.

    Full description at Econpapers || Download paper

23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-8.

    Full description at Econpapers || Download paper

24. Commodity Price Exposure and Ownerhsip Clienteles. (2008). Davies, Phil ; Schrand, Catherine ; Minton, Bernadette.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-7.

    Full description at Econpapers || Download paper

25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0749.

    Full description at Econpapers || Download paper

26. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

    Full description at Econpapers || Download paper

27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12877.

    Full description at Econpapers || Download paper

28. Three Liquidity Crises in Retrospective: Implications for Central Banking Today. (2007). Sauer, Stephan.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:2011.

    Full description at Econpapers || Download paper

29. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-030.

    Full description at Econpapers || Download paper

30. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2007-16.

    Full description at Econpapers || Download paper

31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

    Full description at Econpapers || Download paper

32. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6309.

    Full description at Econpapers || Download paper

33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6117.

    Full description at Econpapers || Download paper

34. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12376.

    Full description at Econpapers || Download paper

35. A Skeptical Appraisal of Asset-Pricing Tests. (2006). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12360.

    Full description at Econpapers || Download paper

36. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12020.

    Full description at Econpapers || Download paper

37. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-036.

    Full description at Econpapers || Download paper

38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
    In: Working Papers.
    RePEc:fem:femwpa:2006.131.

    Full description at Econpapers || Download paper

39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

    Full description at Econpapers || Download paper

40. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae B..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5491.

    Full description at Econpapers || Download paper

41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Bekaert, Geert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11413.

    Full description at Econpapers || Download paper

42. Idiosyncratic volatility, stock market volatility, and expected stock returns. (2005). Guo, Hui.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-028.

    Full description at Econpapers || Download paper

43. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

    Full description at Econpapers || Download paper

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..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

    Full description at Econpapers || Download paper

45. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10755.

    Full description at Econpapers || Download paper

46. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:425.

    Full description at Econpapers || Download paper

47. Liquidity Black Holes. (2003). Shin, Hyun Song ; Morris, Stephen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1434.

    Full description at Econpapers || Download paper

48. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
    In: DFAEII Working Papers.
    RePEc:ehu:dfaeii:200205.

    Full description at Econpapers || Download paper

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.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb026022.

    Full description at Econpapers || Download paper

50. Liquidity Risk and Expected Stock Returns. (2002). Stambaugh, Robert ; Pastor, Lubos.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3494.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:23:54 || Missing content? Let us know