A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets

Author

Sai Pang (Justin) CHAN, Singapore Management UniversityFollow
Dong Hong, Singapore Management UniversityFollow
Marti Subrahmanyam, Stern School of Business, New York University

Publication Type

Working Paper

Publication Date

2-2006

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Citation

CHAN, Sai Pang (Justin); Hong, Dong; and Subrahmanyam, Marti. A Tale of Two Prices: Liquidity and Asset Prices in Multiple Markets. (2006).
Available at: https://ink.library.smu.edu.sg/lkcsb_research/2453