Time variation in liquidity: The role of market-maker inventories and revenues

Journal of Finance

Volumn 65, Issue 1, 2010, Pages 295-331

  Comerton Forde, Carole ^a   Hendershott, Terrence ^b   Jones, Charles M ^c   Moulton, Pamela C ^d   Seasholes, Mark S ^e  

^a UNIVERSITY OF SYDNEY   (Australia)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^d FORDHAM UNIVERSITY   (United States)

^e HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74249086247     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2009.01530.x     Document Type: Article

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