Liquidity commonality and its causes: Evidence from the Korean stock market

Asia-Pacific Journal of Financial Studies

Volumn 39, Issue 5, 2010, Pages 626-658

  Choe, Hyuk ^a   Yang, Cheol Won ^b  

^a Seoul National University   (South Korea)

^b Dankook University   (South Korea)

Author keywords

Information asymmetry; Investor sentiment; Liquidity commonality; Style based trading; Volatility

Indexed keywords

EID: 77957690525     PISSN: 20419945     EISSN: 20416156     Source Type: Journal    
DOI: 10.1111/j.2041-6156.2010.01025.x     Document Type: Article

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