The Importance Of Liquidity As A Factor In Asset Pricing
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- Dey, Malay K. & Wang, Chaoyan, 2012. "Return spread and liquidity: Evidence from Hong Kong ADRs," Research in International Business and Finance, Elsevier, vol. 26(2), pages 164-180.
- repec:eee:finmar:v:33:y:2017:i:c:p:22-41 is not listed on IDEAS
- Lischewski, Judith & Voronkova, Svitlana, 2012. "Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?," Emerging Markets Review, Elsevier, vol. 13(1), pages 8-25.
- repec:ehu:cuader:15779 is not listed on IDEAS
- Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
- repec:bbz:fcpbbr:v:11:y:2014:i:1:p:69-89 is not listed on IDEAS
- repec:bbz:fcpbbr:v:9:y:2012:i:4:p:27-50 is not listed on IDEAS
- Frestad, Dennis, 2012. "Liquidity and dirty hedging in the Nordic electricity market," Energy Economics, Elsevier, vol. 34(5), pages 1341-1355.
- repec:eee:riibaf:v:41:y:2017:i:c:p:172-184 is not listed on IDEAS
- Malay K. Dey & Chaoyan Wang, 2008. "Return Spread and Liquidity on Chinese ADRs," NFI Working Papers 2008-WP-09, Indiana State University, Scott College of Business, Networks Financial Institute.
- Greg Filbeck & Xin Zhao & Ryan Knoll, 2017. "An analysis of working capital efficiency and shareholder return," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 265-288, January.
- Joseph J. French & Rodrigo Taborda, 2017. "Disentangling the relationship between liquidity and returns in Latin America," DOCUMENTOS CEDE 015606, UNIVERSIDAD DE LOS ANDES-CEDE.
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