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Illiquidity and stock returns: cross-section and time-series effects

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  • Amihud, Yakov
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    Article provided by Elsevier in its journal Journal of Financial Markets.

    Volume (Year): 5 (2002)
    Issue (Month): 1 (January)
    Pages: 31-56

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    Handle: RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56

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    Web page: http://www.elsevier.com/locate/finmar

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    1. Liquidity everywhere
      by JP Koning in Moneyness on 2014-03-30 19:39:00
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