Judith Lischewski
Finance · 2012
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 24 citations into it
- Accounting — 18 citations into it
- Economics and Econometrics — 9 citations into it
Whom Judith Lischewski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tarun Chordia
- Y. Amihud
- David A. Lesmond
- Richard Roll
- Geert Bekaert
- Avanidhar Subrahmanyam
- Campbell R. Harvey
- Eugene F. Fama
- Christian Lundblad
- J. Lewellen
Papers from Judith Lischewski's perspective
Ordered by how strongly the researchers Judith Lischewski trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Liquidity of emerging markets
- Liquidity and Expected Returns: Lessons from Emerging Markets
- Market Liquidity and Trading Activity
- Order Imbalance, Liquidity, and Market Returns
- The Cross-Section of Volatility and Expected Returns
- The Bond/Old-Bond Spread
- Inferring investor behavior: Evidence from TORQ data
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Their papers
- Size, Value and Liquidity: Do They Really Matter on an Emerging Stock Market? (2012) — 124 citations