Original language | English |
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Title of host publication | Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing |
Editors | Francois-Serge Lhabitant, Greg N. Gregoriou |
Place of Publication | Hoboken, New Jersey, USA |
Publisher | John Wiley & Sons |
Pages | 227-245 |
ISBN (Print) | 9780470181690 |
Publication status | Published - 2008 |
Returns, Volatility, and Liquidity on the ASX
D.E. Allen, A.S.S. Cheng, C. Comerton-Forde, Joey Yang
Research output: Chapter in Book/Conference paper › Chapter › peer-review