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2. An examination of ex ante fund performance: identifying indicators of future performance. (2019). Clare, Mariana.
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3. The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Managers Perspective. (2014). Giamouridis, Daniel ; Montagu, Chris.
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4. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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5. Combining heterogeneous classifiers for stock selection. (2007). Batchelor, Roy ; Albanis, George.
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6. UK Mutual Fund Performance: Genuine Stock-Picking Ability or Luck. (2004). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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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.
   In: Journal of International Financial Markets, Institutions and Money.
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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.
   RePEc:eee:iburev:v:19:y:2010:i:5:p:489-501.

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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.
   In: CSEF Working Papers.
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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, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:9:y:2003:i:5:p:475-498.

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16. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
    In: NBER Working Papers.
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17. Stock splits: motivations and valuation effects in the Spanish market. (2003). Gómez Ansón, Silvia ; Menendez, Susana.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:459-490.

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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..
    In: The European Journal of Finance.
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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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43. 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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44. Equilibrium liquidity premia. (1998). Yu, Dahai.
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45. 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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46. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
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47. Solving an empirical puzzle in the capital asset pricing model. (1996). Akhavein, Jalal ; P. A. V. B. Swamy, ; Leusner, John.
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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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