Liquidity commonality in the London Stock Exchange

Emilios C. Galariotis, Evangelos Giouvris

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)374-388
Number of pages15
Journaljournal of business finance and accounting
Volume34
Issue number1-2
DOIs
Publication statusPublished - 2007

Keywords

  • liquidity
  • systematic liquidity
  • common component
  • London Stock Exchange
  • trading regimes
  • RISK
  • RETURNS
  • PRICES

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