The joint dynamics of liquidity, returns, and volatility across small and large firmsTarun Chordia · First published 2005Open the Tome
An empirical analysis of stock and bond market liquidityTarun Chordia · First published 2003Open the Tome
Common determinants of bond and stock market liquidityTarun Chordia, Richard Roll, Avanidhar Subrahmanyam · First published 2001Open the Tome
