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Do liquidity measures measure liquidity?☆
Home
Publications
Do liquidity measures measure liquidity?☆
Do liquidity measures measure liquidity?☆
RG
Ruslan Y. Goyenko
Ruslan Y. Goyenko
CH
Craig W. Holden
Craig W. Holden
Charles A. Trzcinka
Charles A. Trzcinka
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1 May 2009
journal article
Published by
Elsevier
in
Journal of Financial Economics
Vol. 92
(2)
,
153-181
https://doi.org/10.1016/j.jfineco.2008.06.002
Abstract
No abstract available
Keywords
C15
G12
G20
LIQUIDITY
TRANSACTION COSTS
EFFECTIVE SPREAD
PRICE IMPACT
ASSET PRICING
Cited by 964 articles