Liquidity skewness

Journal of Banking and Finance

Volumn 34, Issue 10, 2010, Pages 2562-2571

  Roll, Richard ^a   Subrahmanyam, Avanidhar ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Liquidity; Market efficiency; Trading

Indexed keywords

EID: 77955981465     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.04.012     Document Type: Article

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