Illiquidity shocks and the comovement between stocks: New...

Journal of Empirical Finance 2013 / 09 Vol. 23

Illiquidity shocks and the comovement between stocks: New evidence using smooth transition

Chelley-Steeley, Patricia, Lambertides, Neophytos, Savva, Christos S.
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Volume:
23
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2013.04.001
Date:
September, 2013
File:
PDF, 411 KB
english, 2013
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