Some hypothesis on commonality in liquidity: New evidence from the Chinese stock market
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References listed on IDEAS
- Zeira, Joseph, 1990. "Cost uncertainty and the rate of investment," Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 53-63, February.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011. "New evidence on oil price and firm returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3253-3262.
More about this item
KeywordsCommonality in Liquidity; Asymmetric Information; Size Effects; Chinese;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-09-05 (All new papers)
- NEP-FMK-2011-09-05 (Financial Markets)
- NEP-MST-2011-09-05 (Market Microstructure)
- NEP-TRA-2011-09-05 (Transition Economics)
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