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Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index. (2022). Choi, Sun-Yong ; Lim, Seo-Yeon.
In: PLOS ONE.
RePEc:plo:pone00:0277261.

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  38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
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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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  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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