articleJournal of Financial EconomicsOct 11, 2007Closed access

Liquidity and market efficiency☆

TCTarun ChordiaRRRichard RollASAvanidhar Subrahmanyam

Emory University · University of California, Los Angeles · +1 more institution

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Abstract

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961
total citations
FWCI
24.72
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100%
References
67
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Market liquidity
  • Predictability
  • Tick size
  • Economics
  • Econometrics
  • Market efficiency
  • Monetary economics
  • Order (exchange)
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