1. Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene.
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2. The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167.

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3. The effects of unexpected crude oil price shocks on Chinese stock markets. (2023). Huang, Wei-Chiao ; Sun, Zhao-Yong.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09487-8.

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4. How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

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5. Do oil shocks impact stock liquidity?. (2022). Wong, Jin Boon ; Zhang, Qin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:3:p:472-491.

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6. Oil price shocks and cost of capital: Does market liquidity play a role?. (2022). Demirer, Riza ; Prodromou, Tina.
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   RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698.

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7. Stock Market Liquidity: A Literature Review. (2021). Reddy, Y V ; Naik, Priyanka.
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8. Macroeconomic Conditions and Stock Market Liquidity in Kenya. (2021). Muriu, Peter ; Ngugi, Rose ; Ochenge, Rogers.
   In: International Journal of Economics and Finance.
   RePEc:ibn:ijefaa:v:12:y:2021:i:12:p:47.

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9. Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
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10. Measuring liquidity in Indian stock market: A dimensional perspective. (2020). Reddy, Y V ; Poornima, B G ; Naik, Priyanka.
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11. Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). giouvris, evangelos ; Essa, Mohammad Sharik.
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12. The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:69:y:2020:i:c:p:563-581.

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13. Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul.
    In: Energy Economics.
    RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

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14. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal.
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15. A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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16. Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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17. Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A.
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    RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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18. Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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19. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal.
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2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Zhu, Hongquan ; Qin, LU ; Chen, Lin.
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3. Measuring the liquidity part of volume. (2015). darolles, serge ; le Fol, Gaelle ; Mero, Gulten.
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4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Kyriazis, Dimitrios .
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5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene .
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6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
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7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Kallsen, Jan ; Muhle-Karbe, Johannes.
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8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias .
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9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa .
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10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
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11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Lei, Qin ; Wang, Xuewu.
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13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
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14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Capponi, Agostino ; Predescu, Mirela.
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15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
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16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). Kücük, Uğur.
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18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Tamazian, Artur ; Chousa, Juan Pieiro ; Melikyan, Davit N..
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19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
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21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Stahel, Christof ; Boyson, Nicole .
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23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
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25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
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26. Portfolio choice and the effects of liquidity. (2007). Gonzalez, Ana ; Rubio, Gonzalo.
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27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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40. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae B..
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41. Liquidity and Expected Returns: Lessons From Emerging Markets. (2005). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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