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Journal Articles
China Finance Review International (2012) 2 (4): 316–350.
Published: 17 August 2012
... to liquidity Flight to quality Investor heterogeneity Investment horizon Endogenous trading cost Investments United States of America Stock markets Though there exists extensive literature on the role of stock liquidity [1] , practitioners and academics alike are still often surprised...
Journal Articles
China Finance Review International (2012) 2 (3): 246–264.
Published: 08 June 2012
... alpha implies inferior execution [6] . Xuewu Wang can be contacted at: xuewuw@umich.edu © Emerald Group Publishing Limited 2012 United States of America Insider trading Stocks and shares Portfolio investment Insider trades Volume weighted average price Trading alpha Performance...

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