SSRN Electronic Journal · 2006 · 31 citations · 49 references
BusinessBusiness EconomicsEconomicsCorporate FinanceFinancial EconomicsFinancial MarketsCapital MarketsLiquidityLiquidity MeasurementLiquidity RiskMarket LiquidityPublic OfferingsEquity Market LiquidityInitial Public Offering PricingIpo UnderpricingLiquidity PremiaPrice ResponsivenessUnderpricing Of Share Issuance
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Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations
Initial Public Offerings and Underwriter Reputation
Richard Carter, Steven Manaster · The Journal of Finance · 1990 · 2.6K citations
Estimating the components of the bid/ask spread
Lawrence R. Glosten, Lawrence Harris · Journal of Financial Economics · 1988 · 1.7K citations
Business, Economics, Auction Theory +10
Liquidity and stock returns: An alternative test
Vinay Datar, Narayan Y. Naik, Robert C. Radcliffe · Journal of Financial Markets · 1998 · 1.4K citations
Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects
Yakov Amihud · SSRN Electronic Journal · 2018 · 1.2K citations · Full text