Commonality in liquidity: Evidence from the Australian Stock Exchange

Accounting and Finance

Volumn 44, Issue 3, 2004, Pages 357-368

  Fabre, Joel ^a   Frino, Alex ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Australian Stock Exchange; Commonality in liquidity; Market microstructure; Order driven market

Indexed keywords

EID: 42449162764     PISSN: 08105391     EISSN: 1467629X     Source Type: Journal    
DOI: 10.1111/j.1467-629x.2004.00117.x     Document Type: Article

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