Liquidity risk

Field
Subfield
Domain
OpenAlex	C189259953

Smeal faculty

• Giang Nguyen - score 2.0
• Charles Cao - score 2.0
• Jingzhi Huang - score 1.3
• Mihail Velikov - score 0.7
• Anh Le - score 0.6

Papers

• Can hedge funds time market liquidity? (2013) - cites 303
• The Information Content of Basel III Liquidity Risk Measures (2013) - cites 193
• Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market (2019) - cites 58
• Liquidity risk and institutional ownership (2014) - cites 50
• Liquidity Risk and Asset Pricing (2019) - cites 50
• Liquidity and Volatility in the U.S. Treasury Market (2013) - cites 44
• Liquidity risk in stock returns: An event-study perspective (2013) - cites 42
• Liquidity and volatility in the U.S. Treasury market (2020) - cites 32
• Implied Bond Liquidity (2010) - cites 16
• Liquidity and volatility in the U.S. Treasury market (0) - cites 2