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1.

Liquidity: A New Monetarist Perspective
by Lagos, Ricardo

Journal of economic literature, 2017, Vol.55 (2), p.371-440

2.

THE LIQUIDITY PREMIUM OF NEAR-MONEY ASSETS
by Nagel, Stefan

The Quarterly journal of economics, 2016, Vol.131 (4), p.1927-1972

3.

Using 10-K Text to Gauge Financial Constraints
by Bodnaruk, Andriy

Journal of financial and quantitative analysis, 2015, Vol.50 (4), p.623-646

5.

Algorithmic Trading and the Market for Liquidity
by Hendershott, Terrence

Journal of financial and quantitative analysis, 2013, Vol.48 (4), p.1001-1024

6.

The Diminishing Liquidity Premium
by Ben-Rephael, Azi

Journal of financial and quantitative analysis, 2015, Vol.50 (1-2), p.197-229

7.

Corporate Governance and Liquidity
by Chung, Kee H

Journal of financial and quantitative analysis, 2010, Vol.45 (2), p.265-291

8.

How Does Liquidity Affect Government Bond Yields?
by Favero, Carlo

Journal of financial and quantitative analysis, 2010, Vol.45 (1), p.107-134

9.

Industries and Stock Return Reversals
by Hameed, Allaudeen

Journal of financial and quantitative analysis, 2015, Vol.50 (1-2), p.89-117

11.

Liquidity and Arbitrage in the Market for Credit Risk
by Nashikkar, Amrut

Journal of financial and quantitative analysis, 2011, Vol.46 (3), p.627-656

12.

OUTSIDE AND INSIDE LIQUIDITY
by Bolton, Patrick

The Quarterly journal of economics, 2011, Vol.126 (1), p.259-321

13.

Asset Liquidity and Stock Liquidity
by Gopalan, Radhakrishnan

Journal of financial and quantitative analysis, 2012, Vol.47 (2), p.333-364

14.

Real Asset Illiquidity and the Cost of Capital
by Ortiz-Molina, Hernán

Journal of financial and quantitative analysis, 2014, Vol.49 (1), p.1-32

16.

Commonality in Liquidity: A Global Perspective
by Brockman, Paul

Journal of financial and quantitative analysis, 2009, Vol.44 (4), p.851-882

19.

Stock and Bond Market Liquidity: A Long-Run Empirical Analysis
by Goyenko, Ruslan Y

Journal of financial and quantitative analysis, 2009, Vol.44 (1), p.189-212

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