Sell-order liquidity and the cross-section of expected stock returns

Brennan, Michael J, Chordia, Tarun, Subrahmanyam, Avanidhar and Tong, Qing 2012, Sell-order liquidity and the cross-section of expected stock returns, Journal of Financial Economics, vol. 105, no. 3, pp. 523-541, doi: 10.1016/j.jfineco.2012.04.006.

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Title Sell-order liquidity and the cross-section of expected stock returns
Author(s) Brennan, Michael J
Chordia, Tarun
Subrahmanyam, Avanidhar
Tong, Qing
Journal name Journal of Financial Economics
Volume number 105
Issue number 3
Start page 523
End page 541
Total pages 19
Publisher Elsevier
Place of publication Amsterdam, The Netherlands.
Publication date 2012-09
ISSN 0304-405X
Keyword(s) liquidity
asset pricing
Language eng
DOI 10.1016/j.jfineco.2012.04.006
Field of Research 1502 Banking, Finance And Investment
Socio Economic Objective 0 Not Applicable
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2012, Elsevier
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
2018 ERA Submission
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