Adelaide Research & Scholarship
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https://hdl.handle.net/2440/86178
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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 Responsibility: | 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 |
| Published version: | http://dx.doi.org/10.1016/j.iref.2007.06.002 |
| Appears in Collections: | Aurora harvest 7 Business School publications |
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