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Investor Composition and Liquidity: An Analysis of Japanese Stocks
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Outgoing claims: the papers this work cites, builds on, or argues with.
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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
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Foreign Investor Heterogeneity and Stock Liquidity Around the World
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THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS
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Positive Feedback Investment Strategies and Destabilizing Rational Speculation
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Individual Investor Trading and Stock Returns
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Presidential Address: The Cost of Active Investing
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Bartik Instruments: What, When, Why, and How
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Wage Dynamics: Reconciling Theory and Evidence
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Cross-Sided Liquidity Externalities
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Market Liquidity—Theory and Empirical Evidence
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Quasi-Experimental Shift-Share Research Designs
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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
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A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices
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