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   RePEc:gam:jsusta:v:17:y:2025:i:8:p:3700-:d:1638047.

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2. Multiobjective Optimization of the Economic Efficiency of Biodegradable Plastic Products: Carbon Emissions and Analysis of Geographical Advantages for Production Capacity. (2025). Weng, Yingbo ; Chen, Ning ; Zhang, Junpeng ; Zhong, Wei.
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   RePEc:gam:jsusta:v:17:y:2025:i:7:p:2874-:d:1619314.

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3. Taxation Business Environment Optimization and Enterprise Innovation Efficiency: Empirical Evidence from China’s Policy Tests. (2025). Zhang, Cui ; Yang, Tong.
   In: Sustainability.
   RePEc:gam:jsusta:v:17:y:2025:i:4:p:1563-:d:1590812.

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4. The Impact of Environmental, Social, and Governance (ESG) on the Green Development of Listed Companies in China’s Agricultural and Forestry Industries. (2025). Wang, Hui ; Yang, Guang ; Xue, Anzhu.
   In: Sustainability.
   RePEc:gam:jsusta:v:17:y:2025:i:10:p:4648-:d:1658923.

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5. Carbon emission reduction development, digital economy, and green transformation of Chinas manufacturing industry. (2025). Ma, Zongguo ; Ding, Chenhui ; Wang, XU ; Huang, Qiaozhi.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002364.

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6. How does green finance reform affect corporate ESG greenwashing behavior?. (2025). Hu, Shi ; Chen, Peilin ; Zhang, Chunli.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001243.

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7. International trade barriers, export and industrial resilience: An empirical study based on the EU and USA antidumping and countervailing policies on photovoltaic products. (2025). Xie, Zeyu ; Wang, Mudan.
   In: Energy Policy.
   RePEc:eee:enepol:v:201:y:2025:i:c:s0301421525000631.

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7. Trader activities, ownership, and stock price reactions to MSCI standard index changes: Evidence from Taiwan. (2016). Hung, Chung-Wen ; Shiu, Cheng-Yi.
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   RePEc:eee:mulfin:v:36:y:2016:i:c:p:49-63.

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8. Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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9. The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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10. Magnitudes of Market Inefficiency: Theory and Application. (2016). Tsukuda, Yoshihiko ; Miyakoshi, Tatsuyoshi ; Shimada, Junji.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:39:y:2016:i:c:p:23-36.

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11. Liquidity, ownership concentration, corporate governance, and firm value: Evidence from Thailand. (2016). Tong, Shenghui ; Jiraporn, Pornsit ; Jumreornvong, Seksak ; Prommin, Panu.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:31:y:2016:i:c:p:73-87.

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12. Is idiosyncratic volatility priced in commodity futures markets?. (2016). Fuertes, Ana-Maria ; Miffre, Joelle ; Fernandez-Perez, Adrian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:219-226.

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13. Debt, information asymmetry and bankers on board. (2015). Mergulhao, Joao ; de Matos, Joao Amaro.
    In: Nova SBE Working Paper Series.
    RePEc:unl:unlfep:wp597.

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14. Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:28:y:2015:i:11:p:3073-3108..

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15. Valuing Thinly-Traded Assets. (2014). Longstaff, Francis.
    In: NBER Working Papers.
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16. Is the Stock Market Just a Side Show? Evidence from a Structural Reform. (2014). Ribas, Rafael ; Campello, Murillo ; Wang, Yan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20121.

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17. A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of Market Microstructure and Mathematical Finance. (2014). Uchida, Yoshihiko ; Yoshikawa, Daisuke.
    In: IMES Discussion Paper Series.
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18. Measuring liquidity in emerging markets. (2014). Kang, Wenjin ; Zhang, Huiping.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:27:y:2014:i:c:p:49-71.

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19. How do designated market makers create value for small-caps?. (2013). Menkveld, Albert ; Wang, Ting.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:571-603.

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20. Illiquidity shocks and the comovement between stocks: New evidence using smooth transition. (2013). Savva, Christos ; Chelley-Steeley, Patricia ; Lambertides, Neophytos.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:23:y:2013:i:c:p:1-15.

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21. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. (2011). Vo, Xuan Vinh ; Batten, Jonathan.
    In: MPRA Paper.
    RePEc:pra:mprapa:29862.

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22. Changes in REIT Liquidity 1988–2007: Evidence from Daily Data. (2011). Cole, Rebel ; Cannon, Susanne.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:1:p:258-280.

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23. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
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24. Inter-temporal variation in the illiquidity premium. (2010). Moorman, Ted ; Jensen, Gerald R..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:2:p:338-358.

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25. Efficiency and the trading system: The case of SETSmm. (2010). Chelley-Steeley, Patricia ; Skvortsov, Leonid .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:509-518.

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26. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

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27. Financial reforms and time-varying microstructures in emerging equity markets. (2009). Lagoarde-Segot, Thomas ; Lagoarde-Ségot, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:10:p:1755-1769.

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28. Efficiency across Time: Evidence from the Nigerian Stock Exchange. (2008). Kalu O., Emenike.
    In: MPRA Paper.
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29. A tale of two prices: Liquidity and asset prices in multiple markets. (2008). Subrahmanyam, Marti G. ; Hong, Dong ; Chan, Justin S. P., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:947-960.

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30. Liquidity, the Value of the Firm, and Corporate Finance. (2008). Amihud, Yakov ; Mendelson, Haim.
    In: Journal of Applied Corporate Finance.
    RePEc:bla:jacrfn:v:20:y:2008:i:2:p:32-45.

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31. Liquidité, coût du capital et organisation de la négociation des valeurs boursières. (2006). Foucault, Thierry.
    In: Revue d'Économie Financière.
    RePEc:prs:recofi:ecofi_0987-3368_2006_num_82_1_4041.

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32. Stock and Bond Liquidity and its Effect on Prices and Financial Policies. (2006). Amihud, Yakov ; Mendelson, Haim.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:1:p:19-32.

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33. Determinants of bond holdings by foreign investors. (2006). Bailey, Warren ; Bae, Kee-Hong.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:30-11.

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34. Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data.. (2005). Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0507006.

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35. The Impact of the Suspension of Opening and Closing Call. (2005). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0506006.

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36. Liquidity of emerging markets. (2005). Lesmond, David A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:77:y:2005:i:2:p:411-452.

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37. The Impact of the Suspension of Opening and Closing Call. (2004). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0411012.

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38. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-16.

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39. Presión sobre los precios en las revisiones del índice IBEX35. (2003). Gomez Sala, Juan ; Yzaguirre, Jorge .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:491-531.

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40. Allocations, adverse selection, and cascades in IPOs: Evidence from the Tel Aviv Stock Exchange. (2003). Hauser, Shmuel ; Amihud, Yakov ; Amir, Kirsh ; Shmuel, Hauser ; Yakov, Amihud.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:68:y:2003:i:1:p:137-158.

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41. The Effects of Automation on Liquidity, Volatility, Stock Returns and Efficiency: Evidence from the Tunisian Stock Market. (2003). Sioud, Olfa Benouda ; Hmaied, Dorra Mezzez.
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:1:y:2003:i:2:n:3.

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42. An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds. (2003). Yang, Jing ; D'Souza, Chris.
    In: Staff Working Papers.
    RePEc:bca:bocawp:03-28.

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43. Illiquidity and stock returns: cross-section and time-series effects. (2002). Amihud, Yakov.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56.

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44. A note on trading mechanism and securities value: The analysis of rejects from continuous trade. (2001). Lauterbach, Beni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:2:p:419-430.

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45. Market microstructure and securities values: : Evidence from the Paris Bourse. (2001). PIWOWAR, MICHAEL S. ; Muscarella, Chris J..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:4:y:2001:i:3:p:209-229.

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46. The Emerging Landscape for Retail E-Commerce. (2001). Bakos, Yannis.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:1:p:69-80.

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47. Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets. (2000). Theissen, Erik.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:3:y:2000:i:4:p:333-363.

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48. Market microstructure: A survey. (2000). Madhavan, Ananth.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258.

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49. - EVALUATION OF THE FIXING TRADING SYSTEM IN THE SPANISH MARKET. (1999). Abad, David ; Rubia, Antonio.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:1999-17.

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50. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-083.

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