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Type: Journal article
Title: Commonality under market stress: evidence from an order-driven market
Author: Brockman, P.
Chung, D.
Citation: International Review of Economics and Finance, 2008; 17(2):179-196
Publisher: Elsevier
Issue Date: 2008
ISSN: 1059-0560
Statement of
Paul Brockman, Dennis Y. Chung
Abstract: Abstract not available
Keywords: Liquidity; Commonality; Bid–ask spreads; Depths
Rights: Copyright © 2007 Published by Elsevier Inc.
DOI: 10.1016/j.iref.2007.06.002
Appears in Collections:Aurora harvest 7
Business School publications

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