Journal of Banking & Finance · 2012 · 84 citations · 31 references
AgricultureAgricultural EconomicsEconomicsAsset PricingCommodity MarketsFinancial EconomicsAgricultural Commodity MarketsCommodity Price DynamicsFutures MarketsLiquidityMarket LiquidityMetal Commodity MarketsAgricultural Commodity PricesAgricultural Futures MarketsCommodity Market LiquidityFutures Market LiquidityLiquidity In Futures MarketsLiquidity In Metal MarketsStock Market LiquiditySupply-side Effects
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Illiquidity and stock returns: cross-section and time-series effects
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Market Liquidity and Funding Liquidity
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Do liquidity measures measure liquidity?☆
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Facts and Fantasies about Commodity Futures
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