Liquidity and stock returns: An alternative test - Market-making with inventory

Authors: Datar V.T.; Y. Naik N.¹; Radcliffe R.

Source: Journal of Financial Markets, Volume 1, Number 2, 1 August 1998 , pp. 203-219(17)

Publisher: Elsevier

Keywords: [JEL classification codes] G12

Language: English

Document Type: Research article

DOI: 10.1016/S1386-4181(97)00004-9

Affiliations: 1: London Business School, IFA, Sussex Place, Regent Park, London NW1 4SA, UK

Links for this article

http://www.ingentaconnect.com/els/13864181/1998/00000001/00000002/art00004
http://openurl.ingenta.com/content?genre=article&issn=1386-4181&volume=1&issue=2&spage=203&epage=219
http://dx.doi.org/10.1016/S1386-4181(97)00004-9