Market liquidity

Field
Subfield
Domain
OpenAlex	C183582576

Smeal faculty

• Giang Nguyen - score 6.6
• Chris J. Muscarella - score 3.3
• Jingzhi Huang - score 3.2
• Charles Cao - score 3.0
• Liang Peng - score 1.5
• Timothy T. Simin - score 1.4
• Stephen Lenkey - score 1.2
• Henock Louis - score 1.2
• Matthew Gustafson - score 1.2
• Mihail Velikov - score 0.9
• Steven J. Huddart - score 0.7
• Jing Pan - score 0.6
• Fenghua Song - score 0.6
• Joel M. Vanden - score 0.6
• Karl A. Muller - score 0.6
• Brent Schmidt - score 0.6

Papers

• Can hedge funds time market liquidity? (2013) - cites 315
• Weathering Cash Flow Shocks (2021) - cites 299
• Disclosure requirements and stock exchange listing choice in an international context (1999) - cites 230
• Relationship Banking, Fragility, and the Asset-Liability Matching Problem (2007) - cites 216
• Stock splits: Signaling or liquidity? The case of ADR ‘solo-splits’ (1996) - cites 193
• The information content of Basel III liquidity risk measures (2014) - cites 183
• External Monitoring of Property Appraisal Estimates and Information Asymmetry (2002) - cites 160
• Liquidity effects in corporate bond spreads (2013) - cites 137
• Hedge Fund Holdings and Stock Market Efficiency (2015) - cites 126
• Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations (2004) - cites 115
• Stock liquidity and corporate tax avoidance (2019) - cites 103
• The Inflation Risk Premium: <i>Evidence from the TIPS Market</i> (2013) - cites 97
• Do institutions receive comparable execution in the NYSE and Nasdaq markets? A transaction study of block trades (1997) - cites 95
• Market microstructure and securities values: (2001) - cites 93
• Do mutual fund managers time market liquidity? (2012) - cites 77
• Dark Pool Trading and Information Acquisition (2021) - cites 68
• Liquidity Risk and Asset Pricing (2019) - cites 53
• Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market (2019) - cites 53
• The Risk and Return of Commercial Real Estate: A Property Level Analysis (2015) - cites 51
• Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models (2012) - cites 47
• Liquidity and volatility in the U.S. Treasury market (2020) - cites 36
• Insider Trading after Repurchase Tender Offer Announcements: Timing versus Informed Trading (2010) - cites 36
• The informational content of the embedded deflation option in TIPS (2015) - cites 36
• Index Membership and Small Firm Financing (2018) - cites 30
• Stock Splits: Signalling or Liquidity? The Case of ADR 'Solo-Splits' (1994) - cites 28
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2019) - cites 18
• Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation (2008) - cites 16
• Do Mutual Fund Managers Time Market Liquidity? (2010) - cites 13
• Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market (2023) - cites 10
• Tick Size Change and Market Quality in the U.S. Treasury Market (2019) - cites 5