Understanding commonality in liquidity around the world

Journal of Financial Economics

Volumn 105, Issue 1, 2012, Pages 82-112

  Karolyi, G Andrew ^a   Lee, Kuan Hui ^b   Van Dijk, Mathijs A ^c  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

^b Seoul National University   (South Korea)

^c ERASMUS UNIVERSITY   (Netherlands)

Author keywords

Commonality; International markets; Liquidity

Indexed keywords

EID: 84862777964     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.12.008     Document Type: Article

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