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 paperChapter

Original languageEnglish
Title of host publicationStock Market Liquidity: Implications for Market Microstructure and Asset Pricing
EditorsFrancois-Serge Lhabitant, Greg N. Gregoriou
Place of PublicationHoboken, New Jersey, USA
PublisherJohn Wiley & Sons
Pages227-245
ISBN (Print)9780470181690
Publication statusPublished - 2008

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