Journal of Empirical Finance · 2014 · 11 citations · 28 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsFinancial RiskLiquidityLiquidity RiskMarket LiquidityOption PricingOption Pricing ModelsDerivatives TradingEquity Market LiquidityLiquidity Effects On ReturnsLiquidity In Equity MarketsLiquidity In Options MarketsLiquidity ModelingStock Market LiquidityStock Market Returns
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Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Do Demand Curves for Stocks Slope Down?
Andrei Shleifer · The Journal of Finance · 1986 · 1.5K citations
Does Arbitrage Flatten Demand Curves for Stocks?
Jeffrey Wurgler, Ekaterina Zhuravskaya · The Journal of Business · 2002 · 933 citations