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https://doi.org/10.2139/ssrn.2695197
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/b978-0-44-459406-8.00019-6openalex-extracted
Market Liquidity—Theory and Empirical Evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2008.06.002openalex-extracted
Do liquidity measures measure liquidity?☆
inferredcites →https://doi.org/10.1016/s0140-6736(00)90401-xopenalex-extracted
PANEL AND CONTRACT PRACTICE
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/s002210901000013xopenalex-extracted
Deviations from Put-Call Parity and Stock Return Predictability
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01469.xopenalex-extracted
Trading Costs and Returns for U.S. Equities: Estimating Effective Costs from Daily Data
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01729.xopenalex-extracted
A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
inferredcites →https://doi.org/10.1561/0500000044openalex-extracted
The Empirical Analysis of Liquidity
inferredcites →https://doi.org/10.2139/ssrn.1107464openalex-extracted
What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?
inferredcites →https://doi.org/10.2139/ssrn.1959902openalex-extracted
Time-Varying Fund Manager Skill
inferredcites →https://doi.org/10.2139/ssrn.2441606openalex-extracted
Informed Options Trading Prior to M&A Announcements: Insider Trading?
inferredcites →https://doi.org/10.2139/ssrn.294870openalex-extracted
Time-Varying Arrival Rates of Informed and Uninformed Trades
inferredcites →https://doi.org/10.3386/w2880openalex-extracted
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.3386/w4193openalex-extracted
Trading Volume and Serial Correlation in Stock Returns
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1016/j.finmar.2017.04.001openalex-snapshot
Trading strategies of corporate insiders
inferred← citeshttps://doi.org/10.1080/16081625.2020.1870509openalex-snapshot
The negative corporate governance impact of distracted shareholders: evidence from value of cash holdings
inferred← citeshttps://doi.org/10.1093/rfs/hhy087openalex-snapshot
Estimating the Value of Information
inferred← citeshttps://doi.org/10.2139/ssrn.2595104openalex-snapshot
Differences in Options Investors' Expectations and the Cross-Section of Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4791504openalex-snapshot
Strategic Informed Trading and the Value of Private Information
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