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2. The Liquidity Discount in the Italian Market. (2020). Bagna, Emanuel.
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3. An Analysis of the External and Internal Factors Affecting Honda Motor Company’s Performance. (2019). Chong, Sze Chin.
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4. Investor sentiment and stock market liquidity: Evidence from an emerging economy. (2019). Kumari, Jyoti.
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5. Detection of algorithmic trading. (2017). Bogoev, Dimitar ; Karam, Arze.
   In: Physica A: Statistical Mechanics and its Applications.
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6. Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Dempsey, Michael ; Al-Awadhi, Abdullah M.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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7. Do Liquidity and Financial Leverage Constrain the Impact of Firm Size and Dividend Payouts on Share Price in Emerging Economy. (2016). Raza, Syed ; Karim, Mohd.
   In: Journal of Finance and Economics Research.
   RePEc:gei:jnlfer:v:1:y:2016:i:2:p:71-86.

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8. Herd behavior and equity market liquidity: Evidence from major markets. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:48:y:2016:i:c:p:140-149.

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9. The Impact of Firm Size and Liquidity on the Cost of External Finance in Africa. (2015). Piesse, Jenifer ; Hearn, Bruce.
   In: South African Journal of Economics.
   RePEc:bla:sajeco:v:83:y:2015:i:1:p:1-22.

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10. Liquidity and Returns: Evidences from Stock Indexes around the World. (2015). Sitorus, Romora Edward ; Hartian, Kenas Revanda.
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11. How to Measure Illiquidity on European Emerging Stock Markets?. (2014). Aljinovi, Zdravka ; Poklepovi, Tea ; Vidovi, Jelena.
    In: Business Systems Research.
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12. Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500. (2014). Costola, Michele ; Corazzini, Luca ; Caporin, Massimiliano.
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13. Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis. (2012). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Pea, Juan Ignacio.
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14. Estimating liquidity using information on the multivariate trading process. (2006). Nolte, Ingmar ; Bień-Barkowska, Katarzyna ; Pohlmeier, Winfried ; Bien, Katarzyna .
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15. Estimating liquidity using information on the multivariate trading process. (2006). Pohlmeier, Winfried ; Nolte, Ingmar ; Bień-Barkowska, Katarzyna.
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16. Modeling internal commitment mechanisms and self-control: A neuroeconomics approach to consumption-saving decisions. (2005). Bisin, Alberto ; Benhabib, Jess.
    In: Games and Economic Behavior.
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17. Liquidity risk, leverage and long-run IPO returns. (2005). Norli, Oyvind ; Eckbo, Bjorn.
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18. Liquidity Risk, Leverage and Long-Run IPO Returns. (2005). Norli, Oyvind ; Eckbo, Bjorn.
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21. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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23. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
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24. Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?. (2002). Chakravarty, Sugato ; Wood, Robert A. ; Frederick H. deB. Harris, .
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25. Who Underreacts to Cash-Flow News? Evidence from Trading between Individuals and Institutions. (2002). Gompers, Paul ; Vuolteenaho, Tuomo ; COHEN, RANDOLPH B..
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29. An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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1. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
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2. 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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3. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Strange, Roger ; Piesse, Jenifer ; Hearn, Bruce.
   In: International Business Review.
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4. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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5. IPO underpricing and after-market liquidity. (2006). Pagano, Marco ; Ellul, Andrew.
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6. 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.
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7. Do Stock Prices Really Reflect Fundamental Values? The Case of REITs. (2004). Mayer, Christopher ; Gentry, William ; Jones, Charles M..
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8. Over-the-Counter Markets. (2004). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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9. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
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10. Financial Claustrophobia: Asset Pricing in Illiquid Markets. (2004). Longstaff, Francis.
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11. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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12. Look at me now: the role of cross-listing in attracting U.S. investors. (2004). Warnock, Francis ; Holland, Sara B. ; Ammer, John ; Smith, David C..
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13. Market based compensation, trading and liquidity. (2004). Heider, Florian ; Calcagno, Riccardo.
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14. Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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15. Market illiquidity and bounds on European option prices. (2003). Amaro de Matos, João ; Paula Antão, .
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16. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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17. Stock splits: motivations and valuation effects in the Spanish market. (2003). Gómez Ansón, Silvia ; Menendez, Susana.
    In: Investigaciones Economicas.
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18. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
    In: Staff Reports.
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19. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
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20. Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities. (2002). Fernando, Chitru S..
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21. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
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22. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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23. 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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24. 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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25. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
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26. 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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27. Market Structure and Stock Splits. (2001). Michayluk, David ; Kofman, Paul.
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28. Liquidity Risk and Expected Stock Returns. (2001). Stambaugh, Robert ; Pastor, Lubos.
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29. 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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30. Mexican treasury securities primary auctions. (2001). Castellanos, Sara.
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31. A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?. (2001). Castellanos, Sara.
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32. The Emerging Landscape for Retail E-Commerce. (2001). Bakos, Yannis.
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33. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. (2000). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Roell, Ailsa A..
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34. The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli.
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35. Credit scoring and mortgage securitization: do they lower mortgage rates?. (2000). Passmore, Wayne ; Sparks, Roger ; Heuson, Andrea.
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36. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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37. 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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38. Globalization of Equity Markets and the Cost of Capital. (1999). Stulz, René.
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39. Mutual fund trading costs. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
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40. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
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41. 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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42. Do Brokers Misallocate Customer Trades? Evidence From Futures Markets. (1998). Sarkar, Asani ; Wu, Lifan ; Park, Hun Y..
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48. Liquidity, stock returns and ownership structure: an empirical study of the BSE. (1995). Krishnamurti, Chandrasekhar ; Eleswarapu, Venkat.
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49. Emerging Stock Market Liberalisation, Total Returns, and Real Effects: Some Sensitivity Analyses. (). Durham, J. Benson.
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50. 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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