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. Attached Files Name Description MIMEType Size Downloads 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 http://hdl.handle.net/10536/DRO/DU:30094005 Document type: Journal Article Collections: Faculty of Business and Law Department of Economics 2018 ERA Submission Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Mon, 10 Apr 2017, 16:37:46 EST Tue, 11 Apr 2017, 05:01:14 EST Tue, 11 Apr 2017, 08:16:10 EST Sat, 29 Apr 2017, 06:06:08 EST Sat, 17 Jun 2017, 02:56:20 EST Wed, 05 Jul 2017, 09:49:10 EST Wed, 05 Jul 2017, 09:51:48 EST Thu, 06 Jul 2017, 12:41:05 EST Sat, 21 Oct 2017, 01:33:34 EST Fri, 18 May 2018, 14:01:36 EST Filtered Full Citation counts:   Cited 36 times in TR Web of Science Cited 40 times in Scopus Search Google Scholar Access Statistics: 225 Abstract Views, 2 File Downloads  -  Detailed Statistics Created: Mon, 10 Apr 2017, 16:37:46 EST

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