An empirical analysis of stock and bond market liquidity

Chordia, Tarun, Sarkar, Asani and Subrahmanyam, Avanidhar 2005, An empirical analysis of stock and bond market liquidity, Review of financial studies, vol. 18, no. 1, Spring, pp. 85-129, doi: 10.1093/rfs/hhi010.

Attached Files
Name Description MIMEType Size Downloads

Title An empirical analysis of stock and bond market liquidity
Author(s) Chordia, Tarun
Sarkar, Asani
Subrahmanyam, Avanidhar
Journal name Review of financial studies
Volume number 18
Issue number 1
Season Spring
Start page 85
End page 129
Total pages 45
Publisher Oxford University Press
Place of publication Oxford, Eng.
Publication date 2005-03-01
ISSN 0893-9454
Keyword(s) cross-market liquidity
stock and bond market
monetary shocks
money flows
Language eng
DOI 10.1093/rfs/hhi010
Field of Research 1402 Applied Economics
1502 Banking, Finance And Investment
1401 Economic Theory
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2005, The Society for Financial Studies
Persistent URL

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
Connect to link resolver
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 299 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 397 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Mon, 24 Jul 2017, 08:38:47 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact