Commonality in Liquidity: A Global Perspective
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 44 (2009)
Issue (Month): 04 (August)
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- Anderson, Richard G. & Binner, Jane M. & Hagströmer, Björn & Nilsson, Birger, 2013.
"Does Commonality in Illiquidity Matter to Investors?,"
2013:24, Lund University, Department of Economics.
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0017, University of Peloponnese, Department of Economics.
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- Wang, Jianxin, 2013. "Liquidity commonality among Asian equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1209-1231.
- Paresh Kumar Narayan & Zhichao Zhang & Xinwei Zheng, 2010.
"Some Hypotheses on Commonality in Liquidity: New Evidence from the Chinese Stock Market,"
2010_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Paresh Kumar Narayan & Xinwei Zheng & Zhichao Zhang, 2011. "Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market," Financial Econometics Series 2011_11, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Sergio Mayordomo & Juan Ignacio Peña & María Rodríguez-Moreno, 2012. "Liquidity Commonalities in the Corporate CDS Market around the 2007-2012 Financial Crisis," Faculty Working Papers 23/12, School of Economics and Business Administration, University of Navarra.
- Kessler, Stephan & Scherer, Bernd, 2011. "Hedge fund return sensitivity to global liquidity," Journal of Financial Markets, Elsevier, vol. 14(2), pages 301-322, May.
- Lee, Kuan-Hui, 2011. "The world price of liquidity risk," Journal of Financial Economics, Elsevier, vol. 99(1), pages 136-161, January.
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