The asset pricing effects of UK market liquidity shocks: Evidence from tick data

Research output: Contribution to journal › Article › peer-review

Original language	Undefined/Unknown
Journal	International Review of Financial Analysis
DOIs	https://doi.org/10.1016/j.irfa.2014.01.010
Publication status	Published - 2014

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title = "The asset pricing effects of UK market liquidity shocks: Evidence from tick data",

author = "J. Foran and M.C. Hutchinson and N. O'Sullivan",

year = "2014",

doi = "10.1016/j.irfa.2014.01.010",

language = "Undefined/Unknown",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier Inc.",

}

TY - JOUR

T1 - The asset pricing effects of UK market liquidity shocks: Evidence from tick data

AU - Foran, J.

AU - Hutchinson, M.C.

AU - O'Sullivan, N.

PY - 2014

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U2 - 10.1016/j.irfa.2014.01.010

DO - 10.1016/j.irfa.2014.01.010

M3 - Article

SN - 1057-5219

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

ER -