LIQUIDITY REVISITED

Abstract

This paper examines and updates an earlier study of the liquidity of an extensive array of common stocks traded on NYSE/ASE/NML‐NASDAQ. It reports apparent variances in liquidity due to trading location and other variables. The paper suggests causes for these differences.

Citation

Fraser, D.R., Groth, J.C. and Byers, S.S. (1996), "LIQUIDITY REVISITED", Studies in Economics and Finance, Vol. 17 No. 1, pp. 3-32. https://doi.org/10.1108/eb028724