CFA Digest · 2008 · 15 citations · 0 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisAsset Pricing EmpiricsLiquidityLiquidity RiskMarket EfficiencyMarket LiquidityMarket MicrostructureBid-ask Spread AnalysisBid-ask Spread EffectsEquity Return PredictabilityFinancial Market EfficiencyLiquidity Effects On ReturnsPrivate Information IncorporationStock Market LiquidityTick Size Effects