N. Mougeot
2004
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom N. Mougeot trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Y. Amihud (in Finance)
Papers from N. Mougeot's perspective
Ordered by how strongly the researchers N. Mougeot trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Commonality in Liquidity
- The Bond/Old-Bond Spread
- What moves stock prices?
- Inferring investor behavior: Evidence from TORQ data
- Trade Size, Order Imbalance, and the Volatility-Volume Relation
- Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
- Online Investors: Do the Slow Die First?
- Extreme Correlation of International Equity Markets
- Valuation in Over-the-Counter Markets
Their papers
- The pricing of systematic liquidity risk: Empirical evidence from the US stock market (2004) — 112 citations