Micro (structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
Micro (structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity
Chen, Yong ; Eaton, Gregory ; Paye, Bradley
- Amsterdam Elsevier 2018
- pages 48-73
- Journal of Financial Economics 130 (1) 0304-405X .
0304-405X
0304-405X