Liquidity and market efficiency: A large sample study

Journal of Banking and Finance

Volumn 34, Issue 10, 2010, Pages 2346-2357

  Chung, Dennis ^a   Hrazdil, Karel ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Information; Liquidity; Market efficiency; NYSE; Return predictability

Indexed keywords

EID: 77955981764     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.02.021     Document Type: Article

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