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Illiquidity and stock returns: cross-section and time-series effects

200210,163 citationsJournal Article

Authors

Yakov Amihud · New York University

Topics & Keywords

Financial Markets and Investment Strategies Corporate Finance and Governance Auditing, Earnings Management, Governance

Publication Details

Published in: Journal of Financial Markets

Volume 5, Issue 1, pp. 31-56

DOI: 10.1016/s1386-4181(01)00024-6

Field-Weighted Citation Impact: 43.93

Illiquidity and stock returns: cross-section and time-series effects | Researchclopedia