Commonality in Liquidity: A Demand-Side Explanation

By Andrew Koch, Stefan Ruenzi, Laura T. Starks. 2016

201 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/6a287efbeab58683527fbe6ed6685455275f2e66

Citations in the corpus

• Institutional investor cliques and governance (2019, unknown): “Crane and Koch (2016) argue that private securities class action serves as coordination mechanism for small investors to monitor management.”
• Do Funds Make More When They Trade More (2016, unknown): “More recently, Koch, Ruenzi, and Starks (2010) and Karolyi, Lee, and van Dijk (2012) argue that such correlated trading gives rise to common-ality in liquidity among stocks.”