How should liquidity be measured
By M. Aitken, Carole Comerton-Forde. 2003
162 citations recorded by the source corpus.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/42fcf733cc82d8175a10a707d40e0a0dac5235df
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Citations in the corpus
- Ownership Level, Ownership Concentration and Liquidity (2007, unknown): “uncorrelated with order-driven measures (Aitken and Comerton-Forbe, 2003).”
- Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality (2013, background): “Amihud and Mendelson (2006), Aitken and Comerton-Forde (2003) and Stange and Kaserer (2009) for a discussion on the liquidity cost components and price impact.”