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1. The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts. (2022). Shin, Donghwa ; Rubtsov, Alexey ; Augustin, Patrick.
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2. Asymmetric information modelling in the realized spread: A new simple estimation of the informed realized Spread. (2022). Saleemi, Jawad.
   In: EconStor Open Access Articles and Book Chapters.
   RePEc:zbw:espost:261367.

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3. Spreads and Volatility in House Returns. (2022). Chinloy, Peter ; John, Kose ; Jiang, Cheng.
   In: JRFM.
   RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:369-:d:893137.

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4. Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). SADEFO KAMDEM, Jules ; Sadefo-Kamdem, Jules ; Assoil, Ayad.
   In: SN Business & Economics.
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5. The currency that came in from the cold - Capital controls and the information content of order flow. (2021). Vitale, Paolo ; Pétursson, Thórarinn ; Breedon, Francis.
   In: Economics.
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6. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh.
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7. Information content of liquidity and volatility measures. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
   In: Physica A: Statistical Mechanics and its Applications.
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8. Turnover premia in Chinas stock markets. (2021). Chen, Wei ; Yeh, Chung-Ying ; Zhang, Bing.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

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9. Bias in the effective bid-ask spread. (2021). Hagstromer, Bjorn.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:142:y:2021:i:1:p:314-337.

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10. Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model. (2021). Hueng, C. ; Huang, Peng ; Beyene, Nardos.
    In: Finance Research Letters.
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11. What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

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12. Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: Finance Research Letters.
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13. The quality premium with leverage and liquidity constraints. (2021). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000429.

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14. Trading activity and price discovery in Bitcoin futures markets. (2021). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

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15. Fraud commitment in a smaller world: Evidence from a natural experiment. (2021). Xiong, Jiacai ; Tong, Jamie Yixing ; Zhang, Feida Frank ; Ouyang, Caiyue.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921002121.

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16. Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). Tapking, Jens ; Lemke, Wolfgang ; Altavilla, Carlo ; Linzert, Tobias ; von Landesberger, Julian.
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17. Gender, ethnicity and stock liquidity: evidence from South Africa. (2021). Nguyen, Ha Thanh ; Muniandy, Balachandran.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2337-2377.

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18. Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Makhankova, Natalia ; Burova, Anna ; Akhmetov, Artur.
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19. Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Karray-Meziou, Fatma ; Cherief, Amina.
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20. Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail.
    In: Finance and Economics Discussion Series.
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21. Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction. (2020). Gurgul, Henryk ; Syrek, Robert ; Duda, Jarosaw.
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    RePEc:exl:29stat:v:21:y:2020:i:5:p:99-118.

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22. Liquidity risk and stock performance during the financial crisis. (2020). Dang, Tung ; Hue, Thi Minh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302831.

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23. Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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24. The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Song, Shiyun ; Albuquerque, Rui ; Yao, Chen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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25. Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Agarwal, Vineet ; Poshakwale, Sunil ; Aghanya, Daniel.
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    RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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26. Liquidity connectedness and output synchronisation. (2020). Inekwe, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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27. In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang.
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    RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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28. Uncovering the time-varying relationship between commonality in liquidity and volatility. (2020). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: International Review of Financial Analysis.
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29. Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo ; Ramos, Henrique Pinto.
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    RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

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30. More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
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31. Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
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32. Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Lamas, Matías ; Broto, Carmen.
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33. Shorting in Broad Daylight: Short Sales and Venue Choice. (2020). Samadi, Mehrdad ; Sokobin, Jonathan S ; Reed, Adam V.
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34. On the Performance of Cryptocurrency Funds. (2020). Bianchi, Daniele ; Babiak, Mykola.
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35. Portfolio Optimization with 2D Relative-Attentional Gated Transformer. (2020). Kim, Tae Wan ; Khushi, Matloob.
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36. Small is beautiful? How the introduction of mini futures contracts affects the regular contract. (2019). Theissen, Erik ; Greppmair, Stefan.
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37. “Uncovering the time-varying relationship between commonality in liquidity and volatility”. (2019). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
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38. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
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39. When do low-frequency measures really measure transaction costs?. (2019). Jahan-Parvar, Mohammad ; Zikes, Filip.
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40. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
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41. Seasonality in cryptocurrencies. (2019). Kaiser, Lars.
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42. Option prices and implied volatility in the crude oil market. (2019). Soini, Vesa ; Lorentzen, Sindre.
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43. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda.
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44. Cycles of Declines and Reversals Following Overnight Market Declines. (2018). Abdi, Farshid.
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45. Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Abdi, Farshid ; Wu, Botao.
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46. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
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47. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia.
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48. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Cai, Jun ; Ahn, Hee-Joon ; Yang, Cheol-Won.
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49. Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
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50. New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan.
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