Craig W. Holden is at the Kelley School of Business, Indiana University. Stacey Jacobsen is at the Cox School of Business, Southern Methodist University. We thank Jim Upson for helpful institutional and DTAQ comments. We thank Campbell Harvey (the Editor), an anonymous Associate Editor, an anonymous referee, Ekkehart Boehmer, Charles Collver, Terrence Hendershott, Bob Jennings, Hung-Neng Lai, Qin Lei, Bill Maxwell, Darius Miller, Pamela Moulton, Maureen O'Hara, Kumar Venkataraman, and seminar participants at Indiana University and Southern Methodist University. We are solely responsible for any errors.
Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions
Version of Record online: 18 JUL 2014
© 2014 The American Finance Association
The Journal of Finance
Volume 69, Issue 4, pages 1747–1785, August 2014
How to Cite
HOLDEN, C. W. and JACOBSEN, S. (2014), Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions. The Journal of Finance, 69: 1747–1785. doi: 10.1111/jofi.12127
- Issue online: 18 JUL 2014
- Version of Record online: 18 JUL 2014
- Accepted manuscript online: 18 NOV 2013 12:00AM EST
- Manuscript Accepted: 11 SEP 2013
- Manuscript Received: 9 NOV 2011
Disclaimer: Supplementary materials have been peer-reviewed but not copyedited.
|jofi12127-sup-0001-Appendix.docx||238K||Appendix S1: Internet Appendix.|
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