Commonality in liquidity

Chordia, Tarun, Roll, Richard and Subrahmanyam, Avanidhar 2000, Commonality in liquidity, Journal of financial economics, vol. 56, no. 1, pp. 3-28, doi: 10.1016/S0304-405X(99)00057-4.

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Title Commonality in liquidity
Author(s) Chordia, Tarun
Roll, Richard
Subrahmanyam, Avanidhar
Journal name Journal of financial economics
Volume number 56
Issue number 1
Start page 3
End page 28
Total pages 26
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2000-04
ISSN 0304-405X
Keyword(s) Liquidity
Trading costs
Language eng
DOI 10.1016/S0304-405X(99)00057-4
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2000, Elsevier Science S.A.
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Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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