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Commonality in liquidity
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1.
Essays on Stock Return Predictability and Market Efficiency
Student Name:
Jiang, Lei
Date Uploaded:
08/28/2018
Research Field:
Economics, General
Department or Specialty:
Economics
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Year
2011
1
School
Laney Graduate School
1
Department / Specialty
Economics
1
Degree
PhD
1
Submission Type
Dissertation
1
Research Field
Economics, General
1
Committee
Chordia, Tarun, Emory University
1
Krause, Stefan, Emory University
1
Luger, Richard, Emory University
1
Maasoumi, Esfandiar, Emory University
1
Molodtsova, Tetyana, Emory University
1
Keyword
Commonality in liquidity
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1
Market efficiency
1
Order imbalance
1
Stock liquidity
1
Stock return predictability
1
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