Liquidity and market efficiency☆

Journal of Financial Economics - Tập 87 - Trang 249-268 - 2008
Tarun Chordia1, Richard Roll2, Avanidhar Subrahmanyam2
1Goizueta Business School, Emory University, Atlanta, GA 30322, USA
2Anderson School of Management, University of California, Los Angeles, CA 90095, USA