Stock market liquidity and trading activity: Is China different?

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Empirical Finance, Financial Economics, Asset Pricing +3

Market Liquidity and Trading Activity

Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam · The Journal of Finance · 2001 · 1.5K citations

Market Microstructure, Empirical Finance, Economics +14

Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms

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Engineering, Macroeconomic Forecasting, Economic Fluctuation +19

Up Close and Personal: Investor Sophistication and the Disposition Effect

Ravi Dhar, Ning Zhu · Management Science · 2006 · 873 citations

Behavioral Decision Making, Cognitive Biases, Market Microstructure +19

Stock Market Declines and Liquidity

Allaudeen Hameed, Wenjin Kang, Siva Viswanathan · The Journal of Finance · 2010 · 643 citations

Empirical Finance, Liquidity, Volatility Effects +16