1. Market microstructure to enhance sustainable investment decision and asset growth through financial literacy. (2025). Satish, A B ; Nair, Arjun J ; Manohar, Sridhar ; Sharma, Nitika.
   In: Journal of Innovation and Entrepreneurship.
   RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00517-5.

   Full description at Econpapers || Download paper

2. Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market. (2023). Huang, Weihong ; Wang, Wei-Siang ; Chia, Wai-Mun ; Li, Changtai.
   In: Computational Economics.
   RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10224-4.

   Full description at Econpapers || Download paper

3. Microstructure-Empowered Stock Factor Extraction and Utilization. (2023). Li, Zizhong ; Liu, Yang ; Jiao, Xianfeng ; Bian, Jiang ; Xu, Chang.
   In: Papers.
   RePEc:arx:papers:2308.08135.

   Full description at Econpapers || Download paper

4. Machine Learning Simulates Agent-Based Model Towards Policy. (2022). Furtado, Bernardo ; Andreao, Gustavo Onofre.
   In: Papers.
   RePEc:arx:papers:2203.02576.

   Full description at Econpapers || Download paper

5. Liquidity Constraints for Portfolio Selection Based on Financial Volume. (2020). Filomena, Tiago Pascoal ; Fernandes, Eduardo Bered.
   In: Computational Economics.
   RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09957-0.

   Full description at Econpapers || Download paper

References contributed by pfo235-1298

1. Acharyaa, V. V., & Pedersen, L. H. (2005). Asset pricing with liquidity risk. Journal of Financial Economics, 77, 375–410. Amihud, Y. (2002). Illiquidity and stock returns: Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5, 31–56.

2. Amihud, Y., Mendelson, H., & Perdersen, L. H. (2005). Liquidity and asset prices. Foundations and trends in finance, 1(4), 269–364.

3. Arthur, W. B., Holland, J., LeBaron, B., Parlmer, R., & Tayler, P. (1997). Asset pricing under endogenous expectations in an artificial stock market. In W. B. Arthur, D. Lane, & S. N. Durlauf (Eds.), The economy as an evolving complex system. II (pp. 15–44). Reading: Addison-Wesley.

4. Bao, T., Hommes, C., Sonnemans, J., & Tuinstra, J. (2012). Individual expectations, limited rationality and aggregate outcomes. Journal of Economic Dynamics and Control, 36, 1101–1120.

5. Barber, B. M., & Odean, T. (2000). Trading is hazardous to your wealth: The common stock investment performance of individual investors. The Journal of Finance, 55(2), 773–806.

6. Barberis, N., & Thaler, R. (2003). A survey of behavioral finance. In: G. M. Constantinides, M. Harris, & R. M. Stulz (Eds.), Handbook of the economics of finance (Chap. 18, 1st ed., Vol. 1, Part 2, pp. 1053–1128). Elsevier.

7. Beja, A., & Goldman, M. B. (1980). On the dynamic behavior of prices in disequilibrium. The Journal of Finance, 35(2), 235–248.

8. Bloomfield, R., O’Hara, M., & Saar, G. (2009). How noise trading affects markets: An experimental analysis. Review of Financial Studies, 22(6), 2275–2302.

9. Brock, W., & Hommes, C. (1998). Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control, 33(8–9), 1235–1274.

10. Camerer, C. F., & Ho, T. H. (1999). Experience-weighted attraction learning in a normal form games. Econometrica, 67, 827–874.

11. Chiarella, C. (1992). The dynamics of speculative behaviour. Annals of Operations Research, 37, 101–123.

12. Chiarella, C., & Iori, G. (2002). A simulation analysis of the microstructure of double auction markets. Quantitative Finance, 2, 346–353.

13. Chiarella, C., Dieci, R., & He, X. Z. (2007). Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework. Journal of Economic Behavior and Organization, 62, 408–427.

14. Chiarella, C., Iori, G., & Perello, J. (2009). The impact of heterogeneous trading rules on the limit order book and order flows. Journal of Economic Dynamics and Control, 33, 525–537.

15. Chowdry, B., & Nanda, V. (1991). Multimarket trading and market liquidity. The Review of Financial Studies, 4(3), 483–511.

16. De Long, J. B., Shleifer, A., Summers, L. H., & Waldman, R. J. (1990). Positive feedback investment strategies and destabilizing rational speculation. Journal of Finance, 45(2), 379–395.

17. DeMiguel, V., Garlappi, L., & Uppal, R. (2009). Optimal versus naive diversification: How inefficient is the 1/n portfolio strategy? The Review of Financial Studies, 22(5), 1915–1953.

18. Domowitz, I. (1993). A taxonomy of automated trade execution systems. Journal of International Money and Finance, 12, 607–631.

19. Fama, E. F. (1970). Efficient capital markets: A review of theory and empirical work. Journal of Finance, 25(2), 383–417.

20. Fischoff, B., Slovic, P., & Lichtenstein, S. (1977). Knowing with certainty: The appropriateness of extreme confidence. Journal of Experimental Psychology: Human Perception and Performance, 3, 552–564.
    Paper not yet in RePEc: Add citation now
    

21. Foucault, T., Kadan, O., & Kandel, E. (2005). Limit order book as a market for liquidity. The Review of Financial Studies, 18(4), 1171–1217.

22. Gode, D. K., & Sunder, S. (1993). Allocative efficiency of markets with zero-intelligence traders: Market as a partial substitute for individual rationality. The Journal of Political Economy, 101, 119–137.

23. Grossman, S. J., & Miller, M. H. (1988). Liquidity and market structure. The Journal of Finance, 43(3), 617–633.

24. Handa, P., Schwartz, R. A., & Tiwari, A. (2003). Quote setting and price formation in an order drivern market. Journal of Financial Markets, 6, 461–489.

25. Harras, G., & Sornette, D. (2011). How to grow a bubble: A model of myopic adapting agents. Journal of Economic Behavior and Organization, 80, 137–154.

26. Hommes, C. (2006). Heterogeneous agent models in economics and finance. In: L. Tesfatsion, & K. L. Judd (Eds.) Handbook of computational economics (Chap. 23, 1st ed., Vol. 2, pp. 1109–1186). Elsevier.

27. Hommes, C., Boswijk, P., & Manzan, S. (2007). Behavioral heterogneity in stock prices. Journal of Economic Dynamics and Control, 31, 1938–1970.

28. Hommes, C., Huang, H., & Wang, D. (2005a). A robust rational route to randomness in a simple asset pricing model. Journal of Economic Dynamics and Control, 29, 1043–1072.

29. Hommes, C., Sonnemans, J., Tuinstra, J., & van de Velden, H. (2005b). Coordination of expectations in asset pricing experiments. Review of Financial Studies, 18(3), 955–980.

30. Iori, G. (2002). A microsimulation of traders activity in the stock market: The role of heterogeneity, agents’ interactions and trade frictions. Journal of Economic Behavior and Organization, 49, 269–285.

31. Jacob-Leal, S. (2014). Fundamentalists, chartists and asset pricing anomalies. Quantitative Finance, 15(11), 1837–1850. doi: 10.1080/14697688.2014.972434.
    Paper not yet in RePEc: Add citation now
    

32. Kovaleva, P., & Iori, G. (2015). The impact of reduced pre-trade transparency regimes on market quality. Journal of Economic Dynamics and Control, 57, 145–162.

33. Kyle, A. S. (1985). Continuous auctions and insider trading. Econometrica, 53(6), 1315–1335.

34. LeBaron, B. (2006). Agent-based computational finance. In: Handbook of computational economics (Vol. 2(B), pp. 1187–1227).

35. LeBaron, B., Arthur, W. B., & Parlmer, R. (1999). Time series properties of an artificial stock market. Journal of Economic Dynamics and Control, 23, 1487–1516.

36. Lord, C. G., Ross, L., & Lepper, M. R. (1979). Biased assimilation and attitude polarization: The effects of prior theories on subsequently considered evidence. Journal of Personality and Social Psychology, 37(11), 2098–2109.
    Paper not yet in RePEc: Add citation now
    

37. Lux, T. (1995). Herd behaviour, bubbles and crashes. The Economic Journal, 105(431), 881–896.

38. Lux, T., Marchesi, M., & Chen, S. H. (2001). Testing for non linear structure in an artificial financial market. Journal of Economic Behavior and Organization, 46(3), 327–342.

39. Muranaga, J., & Shimizu, T. (1999). Market microstructure and market liquidity, Vol. 11. Bank for International Settlements. http://EconPapers.repec.org/RePEc:bis:biscgc:11-03.

40. Murphy, J. J. (1999). Technical analysis of the financial markets. New York: Institute of Finance.
    Paper not yet in RePEc: Add citation now
    
41. O’Hara, M., & Easley, D. (1995). Market microstructure. In: R. Jarrow, V. Maksimovic, & W. Ziemba (Eds.), Handbooks in operations research and management science: Finance. North Holland.
    Paper not yet in RePEc: Add citation now
    
42. Orléan, A. (2011). L’Empire de la valeur. Refonder l’économie. La couleur des idées (p. 352). Paris: Seuil.
    Paper not yet in RePEc: Add citation now
    

43. Parlour, C. A. (1998). Price dynamics in limit order markets. The Review of Financial Studies, 11(4), 789–816.

44. Pouget, C. (2000). L’efficience informationnelle revisitée sous l’angle de l’efficience allocative. GDR: In Colloque GDR.
    Paper not yet in RePEc: Add citation now
    

45. Salle, I., & Yildizoglu, M. (2012). Efficient sampling and metamodeling for computational economic models. http://cahiersdugretha.u-bordeaux4.fr/2012/2012-18, cahier du GREThA.

46. Shiller, R. J. (2003). From efficient markets theory to behavioral finance. The Journal of Economic Perspectives, 17(1), 83–104.

47. Simon, H. A. (1982). Models of bounded rationality: Behavioral economics and business organization. Cambridge: MIT Press.
    Paper not yet in RePEc: Add citation now
    

48. Tedeschi, G., Iori, G., & Gallegati, M. (2012). Herding effects in order driven markets: The rise and fall of gurus. Journal of Economic Behavior and Organization, 81, 82–96.

49. Tversky, A., & Kahneman, D. (1974). Judgment under uncertainty: Heuritics and biases. Science, 185(4157), 1124–1131.
    Paper not yet in RePEc: Add citation now
    

50. Vriend, N. J. (2006). Ace models of endogenous interactions. In: L. Tesfatsion, & K. L. Judd (Eds.), Handbook of computational economics (Chap. 21, 1st ed., Vol. 2, pp. 1047–1079). Elsevier.

51. Walter, C., & Brian, E. (2008). Critique de la valeur fondamentale. Berlin: Springer.

52. Westerhoff, F. H. (2004). Multi-asset market dynamics. Macroeconomic Dynamics, 8, 596–616.

53. Yamamoto, R. (2011). Order aggressiveness, pre-trade transparency, and long memory in an order-driven market. Journal of Economic Dynamics and Control, 35, 1938–1963.

54. Yamamoto, R., & LeBaron, B. (2010). Order-splitting and long-memory in an order-driven market. The European Physical Journal B, 73, 51–57.

1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
   In: Papers.
   RePEc:arx:papers:2007.07842.

   Full description at Econpapers || Download paper

2. A fractional Hawkes process for illiquidity modeling. (2023). Dupret, Jean-Loup ; Hainaut, Donatien.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2023001.

   Full description at Econpapers || Download paper

3. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Ito, Tomoki ; Abe, Masaya ; Izumi, Kiyoshi ; Nakagawa, Kei.
   In: Papers.
   RePEc:arx:papers:1901.11493.

   Full description at Econpapers || Download paper

4. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). .
   In: Margin: The Journal of Applied Economic Research.
   RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.

   Full description at Econpapers || Download paper

5. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton.
   In: Working Papers IES.
   RePEc:fau:wpaper:wp2017_14.

   Full description at Econpapers || Download paper

6. Stock Market Liquidity in Chile. (2016). Brandao Marques, Luis ; Brandao-Marques, Luis.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2016/223.

   Full description at Econpapers || Download paper

7. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
   In: Transportation Research Part E: Logistics and Transportation Review.
   RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

   Full description at Econpapers || Download paper

8. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

   Full description at Econpapers || Download paper

9. 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.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

   Full description at Econpapers || Download paper

10. Adverse selection and the presence of informed trading. (2015). Chang, Sanders ; Wang, Albert F.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:19-33.

    Full description at Econpapers || Download paper

11. First to “Read” the News: News Analytics and Institutional Trading. (2015). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10534.

    Full description at Econpapers || Download paper

12. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10497.

    Full description at Econpapers || Download paper

13. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Massa, Massimo ; Schumacher, David.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10465.

    Full description at Econpapers || Download paper

14. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
    In: Working Papers.
    RePEc:hhs:lunewp:2013_010.

    Full description at Econpapers || Download paper

15. Complete subset regressions. (2013). Elliott, Graham ; Gargano, Antonio ; Timmermann, Allan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

    Full description at Econpapers || Download paper

16. An empirical analysis of corporate insiders trading performance. (2012). Wang, Xuewu ; Lei, Qin ; Rajan, Murli.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:3:p:246-264.

    Full description at Econpapers || Download paper

17. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

    Full description at Econpapers || Download paper

18. Does attention affect individual investors investment return?. (2012). Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng ; Huang, Jing.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162.

    Full description at Econpapers || Download paper

19. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

    Full description at Econpapers || Download paper

20. What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466.

    Full description at Econpapers || Download paper

21. 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.

    Full description at Econpapers || Download paper

22. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

    Full description at Econpapers || Download paper

23. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-916.

    Full description at Econpapers || Download paper

24. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

25. Market Liquidity, Asset Prices and Welfare. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14058.

    Full description at Econpapers || Download paper

26. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-3.

    Full description at Econpapers || Download paper

27. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

    Full description at Econpapers || Download paper

28. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

    Full description at Econpapers || Download paper

29. Why Do Private Acquirers Pay So Little Compared to Public Acquirers?. (2007). Stulz, René ; Schlingemann, Frederik ; Bargeron, Leonce ; Zutter, Chad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13061.

    Full description at Econpapers || Download paper

30. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_009.

    Full description at Econpapers || Download paper

31. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

    Full description at Econpapers || Download paper

32. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

    Full description at Econpapers || Download paper

33. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

    Full description at Econpapers || Download paper

34. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

    Full description at Econpapers || Download paper

35. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

    Full description at Econpapers || Download paper

36. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

    Full description at Econpapers || Download paper

37. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kathryn M. E. Dominguez, ; Kamil, Herman.
    In: Working Papers.
    RePEc:mie:wpaper:533.

    Full description at Econpapers || Download paper

38. Paying for Market Quality. (2005). Weaver, Daniel G. ; Tanggaard, Carsten ; Anand, Amber.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

    Full description at Econpapers || Download paper

39. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
    In: Staff Reports.
    RePEc:fip:fednsr:207.

    Full description at Econpapers || Download paper

40. Liquidity, default, taxes and yields on municipal bonds. (2005). Wang, Junbo ; Zhang, Frank ; Wu, Chunchi.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-35.

    Full description at Econpapers || Download paper

41. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

    Full description at Econpapers || Download paper

42. Disclosure and liquidity. (2005). Espinosa, Monica ; Tapia, Mikel ; Trombetta, Marco.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb050202.

    Full description at Econpapers || Download paper

43. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
    RePEc:wpa:wuwpfi:0412022.

    Full description at Econpapers || Download paper

44. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

    Full description at Econpapers || Download paper

45. 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.
    RePEc:nbr:nberwo:10994.

    Full description at Econpapers || Download paper

46. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

    Full description at Econpapers || Download paper

47. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

    Full description at Econpapers || Download paper

48. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Panchapagesan, Venkatesh ; Angel, James J. ; Werner, Ingrid.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-22.

    Full description at Econpapers || Download paper

49. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

    Full description at Econpapers || Download paper

50. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

    Full description at Econpapers || Download paper

Report date: 2025-09-29 14:24:36 || Missing content? Let us know