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Filtering by: Keyword Commonality in liquidity Remove constraint Keyword: Commonality in liquidity

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Essays on Stock Return Predictability and Market Efficiency

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Year

20111

School

Laney Graduate School1

Department / Specialty

Economics1

Degree

PhD1

Submission Type

Dissertation1

Research Field

Economics, General1

Committee

Chordia, Tarun, Emory University1
Krause, Stefan, Emory University1
Luger, Richard, Emory University1
Maasoumi, Esfandiar, Emory University1
Molodtsova, Tetyana, Emory University1

Keyword

Commonality in liquidity[remove]1
Market efficiency1
Order imbalance1
Stock liquidity1
Stock return predictability1
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