-
2
-
-
0013068840
-
Illiquidity and Stock Returns: Cross-Section and Time Series Effects
-
Amihud, Y (2002): "Illiquidity and Stock Returns: Cross-Section and Time Series Effects", Journal of Financial Markets, 5, 31-56.
-
(2002)
Journal of Financial Markets
, vol.5
, pp. 31-56
-
-
Amihud, Y.1
-
4
-
-
58149391332
-
ASX Fact Book 2003
-
ASX , Australian Stock Exchange
-
ASX (2003): "ASX Fact Book 2003", Australian Stock Exchange.
-
(2003)
-
-
-
5
-
-
33744963327
-
Active Investment Manager Portfolios and Preferences for Stock Characteristics: Australian Evidence
-
Brands, S, Gallagher, D R and Looi, A (2006): "Active Investment Manager Portfolios and Preferences for Stock Characteristics: Australian Evidence", Accounting and Finance, 46, 169-190.
-
(2006)
Accounting and Finance
, vol.46
, pp. 169-190
-
-
Brands, S.1
Gallagher, D.R.2
Looi, A.3
-
6
-
-
11144259929
-
Commonality in Liquidity: Evidence from an Order-Driven Market Structure
-
Brockman, P and Chung, D Y (2002): "Commonality in Liquidity: Evidence from an Order-Driven Market Structure", Journal of Financial Research, 25, 521-539.
-
(2002)
Journal of Financial Research
, vol.25
, pp. 521-539
-
-
Brockman, P.1
Chung, D.Y.2
-
7
-
-
0002528964
-
Commonality in Liquidity
-
Chordia, T, Roll, R and Subrahmanyam, A (2000): "Commonality in Liquidity", Journal of Financial Economics, 56, 3-28.
-
(2000)
Journal of Financial Economics
, vol.56
, pp. 3-28
-
-
Chordia, T.1
Roll, R.2
Subrahmanyam, A.3
-
9
-
-
0000978023
-
Liquidity and Stock Returns: An Alternative Test
-
Datar, V T, Naik, N Y and Radcliffe, R (1998): "Liquidity and Stock Returns: An Alternative Test", Journal of Financial Markets, 1, 203-219.
-
(1998)
Journal of Financial Markets
, vol.1
, pp. 203-219
-
-
Datar, V.T.1
Naik, N.Y.2
Radcliffe, R.3
-
11
-
-
42449162764
-
Commonality in Liquidity: Evidence from the Australian Stock Exchange
-
Fabre, J and Frino, A (2004): "Commonality in Liquidity: Evidence from the Australian Stock Exchange", Accounting and Finance, 44, 357-368.
-
(2004)
Accounting and Finance
, vol.44
, pp. 357-368
-
-
Fabre, J.1
Frino, A.2
-
12
-
-
0042357262
-
Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities
-
Fernando, C S (2003): "Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities", Journal of Financial Intermediation, 12, 233-254.
-
(2003)
Journal of Financial Intermediation
, vol.12
, pp. 233-254
-
-
Fernando, C.S.1
-
13
-
-
58149375838
-
Common Liquidity Risk and Market Collapse: Lessons from the Market for PERPS
-
Atlanta Meetings
-
Fernando, C S, Herring, R J and Subrahmanyam, A (2006): "Common Liquidity Risk and Market Collapse: Lessons from the Market for PERPS'", Unpublished Manuscript, AFA 2002 Atlanta Meetings.
-
(2006)
Unpublished Manuscript, AFA 2002
-
-
Fernando, C.S.1
Herring, R.J.2
Subrahmanyam, A.3
-
14
-
-
58149392518
-
-
Unpublished Manuscript, School of Banking & Finance, University of New South Wales
-
Fong, K, Gallagher, D R, Gardner, P and Swan, P L (2006): "Leading the Herd to Greener Pastures: When Trade Imitation Is the Most 'Profitable' Form of Flattery", Unpublished Manuscript, School of Banking & Finance, University of New South Wales.
-
(2006)
Leading the Herd to Greener Pastures: When Trade Imitation Is the Most 'Profitable' Form of Flattery
-
-
Fong, K.1
Gallagher, D.R.2
Gardner, P.3
Swan, P.L.4
-
15
-
-
0242468447
-
The Pricing of Systematic Liquidity Risk: Empirical Evidence from the U.S. Stock Market
-
Gibson, R and Mougeot, N (2003): "The Pricing of Systematic Liquidity Risk: Empirical Evidence from the U.S. Stock Market", Journal of Banking and Finance, 28, 157-178.
-
(2003)
Journal of Banking and Finance
, vol.28
, pp. 157-178
-
-
Gibson, R.1
Mougeot, N.2
-
16
-
-
58149389433
-
Crisis Strips $28bn from ASX
-
13 September
-
Guy, R and Whyte, J (2001): "Crisis Strips $28bn from ASX", Australian Financial Review, 13 September 2001, 23.
-
(2001)
Australian Financial Review
, vol.2001
, pp. 23
-
-
Guy, R.1
Whyte, J.2
-
17
-
-
0000760894
-
Common Factors in Prices, Order Flows, and Liquidity
-
Hasbrouck, J and Seppi, D J (2001): "Common Factors in Prices, Order Flows, and Liquidity", Journal of Financial Economics, 59, 383-411.
-
(2001)
Journal of Financial Economics
, vol.59
, pp. 383-411
-
-
Hasbrouck, J.1
Seppi, D.J.2
-
19
-
-
33748196463
-
Common Factors in Liquidity: Evidence from Taiwan's OTC Stock Market
-
Lee, J.-H, Lin, S-Y, Lee, W-C and Tsao, C-Y (2006): "Common Factors in Liquidity: Evidence from Taiwan's OTC Stock Market", International Review of Financial Analysis, 15, 291-305.
-
(2006)
International Review of Financial Analysis
, vol.15
, pp. 291-305
-
-
Lee, J.-H.1
Lin, S.-Y.2
Lee, W.-C.3
Tsao, C.-Y.4
-
20
-
-
13844294125
-
Asset Pricing and Systematic Liquidity Risk: An Empirical Investigation of the Spanish Stock Market
-
Martinez, M A, Nieto, B, Rubio, G and Tapia, M (2005): "Asset Pricing and Systematic Liquidity Risk: An Empirical Investigation of the Spanish Stock Market", International Review of Economic and Finance, 14, 81-103.
-
(2005)
International Review of Economic and Finance
, vol.14
, pp. 81-103
-
-
Martinez, M.A.1
Nieto, B.2
Rubio, G.3
Tapia, M.4
-
21
-
-
11344279773
-
On the Bi-Dimensionality of Liquidity
-
Pascual, R, Escribano, A and Tapia, M (2004): "On the Bi-Dimensionality of Liquidity", European Journal of Finance, 10, 542-566.
-
(2004)
European Journal of Finance
, vol.10
, pp. 542-566
-
-
Pascual, R.1
Escribano, A.2
Tapia, M.3
-
24
-
-
0000095552
-
A Heteroscedasticity Consistent Covariance Matrix Estimator and a Direct Test of Heteroscedasticity
-
White, H (1980): "A Heteroscedasticity Consistent Covariance Matrix Estimator and a Direct Test of Heteroscedasticity", Econometrica, 48, 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
25
-
-
58149380100
-
Investor Fears Trigger 4.8pc Fall
-
18 September
-
Whyte, J (2001): "Investor Fears Trigger 4.8pc Fall", Australian Financial Review, 18 September 2001, 25.
-
(2001)
Australian Financial Review
, vol.2001
, pp. 25
-
-
Whyte, J.1
|