Journal of Financial Markets · 2010 · 17 citations · 34 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsFinancial RiskHedge FundsLiquidityLiquidity RiskMarket LiquidityRisk-return AnalysisGlobal Risk-return TradeoffHedge Fund Liquidity RiskHedge Fund ReturnsLiquidity Effects On ReturnsLiquidity Modeling
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations
Business, Finance, Asset Pricing +16