Predicting equity liquidity

Management Science

Volumn 48, Issue 4, 2002, Pages 470-483

  Breen, William J ^a   Hodrick, Laurie Simon ^a,b   Korajczyk, Robert A ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Liquidity; Price Impact; Transactions Costs

Indexed keywords

COMMERCE; COSTS; FORECASTING; INTERNATIONAL TRADE;

TRADING VOLUME;

INDUSTRIAL ECONOMICS;

EID: 0036541152     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.48.4.470.210     Document Type: Article

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