Liquidity and market efficiency

Chordia, Tarun, Roll, Richard and Subrahmanyam, Avanidhar 2008, Liquidity and market efficiency, Journal of Financial Economics, vol. 87, no. 2, pp. 249-268, doi: 10.1016/j.jfineco.2007.03.005.

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Title Liquidity and market efficiency
Author(s) Chordia, Tarun
Roll, Richard
Subrahmanyam, Avanidhar
Journal name Journal of Financial Economics
Volume number 87
Issue number 2
Start page 249
End page 268
Total pages 20
Publisher Elsevier
Place of publication United Kingdom
Publication date 2008-02
ISSN 0304-405X
Keyword(s) Liquidity
Market efficiency
Order flow
Language eng
DOI 10.1016/j.jfineco.2007.03.005
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
Copyright notice ©2007 Elsevier
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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