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Asset Fire Sales (and Purchases) in Equity Markets. (2005). Stafford, Erik ; Coval, Joshua D..
In: NBER Working Papers.
RePEc:nbr:nberwo:11357.

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Cites: 19

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Cocites: 50

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  1. Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets. (2021). Kara, Marta A ; Dziwok, Ewa.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:7:p:124-:d:587194.

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  2. Equilibrium Pricing and Trading Volume under Preference Uncertainty. (2013). Weill, Pierre-Olivier ; Biais, Bruno ; Hombert, Johan.
    In: TSE Working Papers.
    RePEc:tse:wpaper:27433.

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  3. Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15009.

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  4. Volume, liquidity, and liquidity risk. (2008). TimothyC. Johnson, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:2:p:388-417.

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  5. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

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References

References cited by this document

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