Illiquidity shocks and the comovement between stocks: new evidence using smooth transition

Patricia Chelley-Steeley, Neophytos Lambertides*, Christos S. Savva

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Illiquidity shocks and the comovement between stocks: new evidence using smooth transition'. Together they form a unique fingerprint.

Business & Economics