Journal of Behavioral and Experimental Finance · 2019 · 37 citations · 31 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsCapital MarketsEquity MarketsLiquidityLiquidity RiskMarket LiquidityStock MarketsEquity Market LiquidityLiquidity In Equity MarketsStock Market Liquidity
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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
Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations