Market liquidity

Field
Subfield
Domain
OpenAlex	C183582576

Smeal faculty

• Giang Nguyen - score 5.8
• Charles Cao - score 4.6
• Jingzhi Huang - score 3.8
• Chris J. Muscarella - score 3.3
• Matthew Gustafson - score 1.9
• Liang Peng - score 1.5
• Fenghua Song - score 1.4
• Henock Louis - score 1.2
• Mihail Velikov - score 0.9
• Anh Le - score 0.9
• Jing Pan - score 0.8
• Steven J. Huddart - score 0.7
• Timothy T. Simin - score 0.7
• Patrick Higgins - score 0.7
• Brent Schmidt - score 0.6
• Stephen Lenkey - score 0.6
• John C. Liechty - score 0.6
• Joel M. Vanden - score 0.6
• Karl A. Muller - score 0.6

Papers

• Weathering Cash Flow Shocks (2017) - cites 313
• Can hedge funds time market liquidity? (2013) - cites 303
• Disclosure requirements and stock exchange listing choice in an international context (1999) - cites 233
• Relationship Banking, Fragility, and the Asset-Liability Matching Problem (2007) - cites 215
• The Information Content of Basel III Liquidity Risk Measures (2013) - cites 193
• Stock splits: Signaling or liquidity? The case of ADR ‘solo-splits’ (1996) - cites 185
• External Monitoring of Property Appraisal Estimates and Information Asymmetry (2002) - cites 162
• Liquidity effects in corporate bond spreads (2013) - cites 144
• Hedge Fund Holdings and Stock Market Efficiency (2015) - cites 122
• Does Insider Trading Impair Market Liquidity? Evidence from IPO Lockup Expirations (2004) - cites 122
• Stock liquidity and corporate tax avoidance (2019) - cites 107
• The Inflation Risk Premium: Evidence from the TIPS Market (2013) - cites 96
• Market microstructure and securities values: (2001) - cites 89
• Do mutual fund managers time market liquidity? (2012) - cites 86
• Do institutions receive comparable execution in the NYSE and Nasdaq markets? A transaction study of block trades (1997) - cites 81
• When does Strategic Debt-service Matter? (2005) - cites 73
• Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation (2008) - cites 63
• 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
• The Risk and Return of Commercial Real Estate: A Property Level Analysis (2015) - cites 47
• Liquidity and Volatility in the U.S. Treasury Market (2013) - cites 44
• Liquidity risk in stock returns: An event-study perspective (2013) - cites 42
• Insider Trading after Repurchase Tender Offer Announcements: Timing versus Informed Trading (2010) - cites 36
• The informational content of the embedded deflation option in TIPS (2015) - cites 34
• Liquidity and volatility in the U.S. Treasury market (2020) - cites 32
• Index Membership and Small Firm Financing (2018) - cites 29
• What is the effect of an additional dollar of IPO proceeds? (2020) - cites 25
• Stock Splits: Signalling or Liquidity? The Case of ADR 'Solo-Splits' (1994) - cites 20
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2018) - cites 19