Liquidity and market efficiency

Journal of Financial Economics

Volumn 87, Issue 2, 2008, Pages 249-268

  Chordia, Tarun ^a   Roll, Richard ^b   Subrahmanyam, Avanidhar ^b  

^a EMORY UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Liquidity; Market efficiency; Order flow

Indexed keywords

EID: 38149018454     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2007.03.005     Document Type: Article

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