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Liquidity and market efficiency

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  • Chordia, Tarun
  • Roll, Richard
  • Subrahmanyam, Avanidhar

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  • Chordia, Tarun & Roll, Richard & Subrahmanyam, Avanidhar, 2008. "Liquidity and market efficiency," Journal of Financial Economics, Elsevier, vol. 87(2), pages 249-268, February.
    • Handle: RePEc:eee:jfinec:v:87:y:2008:i:2:p:249-268
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