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What Characterizes Commonality on European NYSE Euronext Markets?

https://doi.org/10.2139/ssrn.1785443
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.finmar.2005.06.001openalex-extracted
Liquidity commonality and return co-movement
inferredcites →https://doi.org/10.1016/j.finmar.2010.07.004openalex-extracted
Order characteristics and the sources of commonality in prices and liquidity
inferredcites →https://doi.org/10.1016/j.jfineco.2004.04.003openalex-extracted
Comovement
inferredcites →https://doi.org/10.1016/s0304-405x(00)00091-xopenalex-extracted
Common factors in prices, order flows, and liquidity
inferredcites →https://doi.org/10.1016/s0304-405x(03)00064-3openalex-extracted
Style investing
inferredcites →https://doi.org/10.1016/s0304-405x(99)00057-4openalex-extracted
Commonality in liquidity
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/s0022109000001733openalex-extracted
Correlated Order Flow: Pervasiveness, Sources, and Pricing Effects
inferredcites →https://doi.org/10.1017/s0022109000002738openalex-extracted
Information and the Intermediary: Are Market Intermediaries Informed Traders in Electronic Markets?
inferredcites →https://doi.org/10.1111/1475-6803.00035openalex-extracted
Commonality in Liquidity: Evidence from an Order‐Driven Market Structure
inferredcites →https://doi.org/10.1111/j.1475-6803.2001.tb00763.xopenalex-extracted
SYSTEMATIC LIQUIDITY
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03746.xopenalex-extracted
Investor Sentiment and the Closed‐End Fund Puzzle
inferredcites →https://doi.org/10.2139/ssrn.155187openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.159698openalex-extracted
Common Factors in Prices, Order Flows and Liquidity
inferredcites →https://doi.org/10.2139/ssrn.3139180openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.407708openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.600084openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.700864openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.884363openalex-extracted
Commonalities in the Order Book
inferredcites →https://doi.org/10.2139/ssrn.900363openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.943040openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.965807openalex-extracted
inferredcites →https://doi.org/10.1007/s11408-009-0109-yopenalex-snapshot
Commonalities in the order book
inferredcites →https://doi.org/10.1016/j.jfineco.2006.12.003openalex-snapshot
Pricing the commonality across alternative measures of liquidity
inferredcites →https://doi.org/10.1016/j.jfineco.2007.10.004openalex-snapshot
The divergence of liquidity commonality in the cross-section of stocks☆
inferredcites →https://doi.org/10.1017/s0022109009990123openalex-snapshot
Commonality in Liquidity: A Global Perspective
inferredcites →https://doi.org/10.1093/rfs/hhaa080openalex-snapshot
Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01316.xopenalex-snapshot
Individual Investor Trading and Stock Returns
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