Returns, Volatility, and Liquidity on the ASX

D.E. Allen; A.S.S. Cheng; C. Comerton-Forde; Joey Yang

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

Original language	English
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

Cite this

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title = "Returns, Volatility, and Liquidity on the ASX",

author = "D.E. Allen and A.S.S. Cheng and C. Comerton-Forde and Joey Yang",

year = "2008",

language = "English",

isbn = "9780470181690",

pages = "227--245",

editor = "Francois-Serge Lhabitant and Gregoriou, {Greg N.}",

booktitle = "Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing",

publisher = "John Wiley & Sons",

address = "United States",

}

Returns, Volatility, and Liquidity on the ASX. / Allen, D.E.; Cheng, A.S.S.; Comerton-Forde, C.; Yang, Joey.

Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing. ed. / Francois-Serge Lhabitant; Greg N. Gregoriou. Hoboken, New Jersey, USA : John Wiley & Sons, 2008. p. 227-245.

Research output: Chapter in Book/Conference paper › Chapter › peer-review

TY - CHAP

T1 - Returns, Volatility, and Liquidity on the ASX

AU - Allen, D.E.

AU - Cheng, A.S.S.

AU - Comerton-Forde, C.

AU - Yang, Joey

PY - 2008

Y1 - 2008

M3 - Chapter

SN - 9780470181690

SP - 227

EP - 245

BT - Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing

A2 - Lhabitant, Francois-Serge

A2 - Gregoriou, Greg N.

PB - John Wiley & Sons

CY - Hoboken, New Jersey, USA

ER -