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30. 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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31. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
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32. Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps. (2001). Herring, Richard J. ; Fernando, Chitru S..
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33. Market Structure and Stock Splits. (2001). Michayluk, David ; Kofman, Paul.
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34. Liquidity Risk and Expected Stock Returns. (2001). Stambaugh, Robert ; Pastor, Lubos.
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35. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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36. Mexican treasury securities primary auctions. (2001). Castellanos, Sara.
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37. A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?. (2001). Castellanos, Sara.
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38. The Emerging Landscape for Retail E-Commerce. (2001). Bakos, Yannis.
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39. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. (2000). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Roell, Ailsa A..
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40. The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli.
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41. Credit scoring and mortgage securitization: do they lower mortgage rates?. (2000). Passmore, Wayne ; Sparks, Roger ; Heuson, Andrea.
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42. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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43. Transaction-cost Expenditures and the Relative Performance of Mutual Funds. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
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44. Globalization of Equity Markets and the Cost of Capital. (1999). Stulz, René.
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45. Mutual fund trading costs. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
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46. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
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47. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
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48. Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets. (1999). Sarkar, Asani ; Chakravarty, Sugato.
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49. Seasonality in the rates of return on Japanese ADRs. (1999). Matsumoto, Keishiro ; Hoban, James P..
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50. Do Brokers Misallocate Customer Trades? Evidence From Futures Markets. (1998). Sarkar, Asani ; Wu, Lifan ; Park, Hun Y..
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51. Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan.
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52. Equilibrium liquidity premia. (1998). Yu, Dahai.
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53. Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange. (1997). Hu, Shing-Yang.
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54. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
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55. Solving an empirical puzzle in the capital asset pricing model. (1996). Akhavein, Jalal ; P. A. V. B. Swamy, ; Leusner, John.
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56. Liquidity, stock returns and ownership structure: an empirical study of the BSE. (1995). Krishnamurti, Chandrasekhar ; Eleswarapu, Venkat.
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57. Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses. (). Durham, J. Benson.
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58. A Survey of the Econometric Literature on the Real Effects of International Capital Flows in Lower Income Countries. (). Durham, J. Benson.
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