Work

Sell-Order Illiquidity and the Cross-Section of Expected Stock Returns

Year: 2011

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2012.04.006

Authors: Michael J. Brennan, Tarun Chordia, Avanidhar Subrahmanyam, Qing Tong

Institutions: University of California, Los Angeles, King Abdulaziz University, University of Manchester, Emory University, Singapore Management University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2077270034

FWCI: 17.2

Cites: 105

Cited by: 170

Related to: 10