Liquidity commonality in the London Stock Exchange

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	374-388
Number of pages	15
Journal	journal of business finance and accounting
Volume	34
Issue number	1-2
DOIs	https://doi.org/10.1111/j.1468-5957.2006.00664.x
Publication status	Published - 2007

Keywords

@article{096d847b3705445caab32e5fb27427ca,

title = "Liquidity commonality in the London Stock Exchange",

keywords = "liquidity, systematic liquidity, common component, London Stock Exchange, trading regimes, RISK, RETURNS, PRICES",

author = "Galariotis, \{Emilios C.\} and Evangelos Giouvris",

year = "2007",

doi = "10.1111/j.1468-5957.2006.00664.x",

language = "English",

volume = "34",

pages = "374--388",

journal = "journal of business finance and accounting",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "1-2",

}

TY - JOUR

T1 - Liquidity commonality in the London Stock Exchange

AU - Galariotis, Emilios C.

AU - Giouvris, Evangelos

PY - 2007

Y1 - 2007

KW - liquidity

KW - systematic liquidity

KW - common component

KW - London Stock Exchange

KW - trading regimes

KW - RISK

KW - RETURNS

KW - PRICES

U2 - 10.1111/j.1468-5957.2006.00664.x

DO - 10.1111/j.1468-5957.2006.00664.x

M3 - Article

VL - 34

SP - 374

EP - 388

JO - journal of business finance and accounting

JF - journal of business finance and accounting

IS - 1-2

ER -