Concepedia

Does stock market liquidity explain real economic activity? New evidence from two large European stock markets

Nicholas Apergis, Panagiotis G. Artikis, Dimitrios Kyriazis

Journal of International Financial Markets Institutions and Money · 2015 · 43 citations · 72 references

DOIFull text

Open access

Concepts

References

72

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

, , +16

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text

, , +14

Postwar U.S. Business Cycles: An Empirical Investigation

Robert J. Hodrick, Edward C. Prescott · Journal of money credit and banking · 1997 · 7.4K citations

, , +17

Multifactor Explanations of Asset Pricing Anomalies

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text

, , +16

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics · 1995 · 5.9K citations

, , +13