A

Aussenegg, Wolfgang, Jelic, Ranko, Chen, Louisa and Maringer, Dietmar (2016) Does market liquidity risk affect Euro corporate bond returns more seriously in stress periods? Bank Underground [weblog article, 27 October 2016].

B

Baranova, Yuliya, Chen, Louisa and Vause, Nicholas (2015) Has corporate bond market liquidity fallen? Bank Underground [weblog article, 27 August 2015].

Bicu, Andreea, Chen, Louisa and Elliott, David (2017) The leverage ratio and liquidity in the gilt and repo markets. Working Paper. Bank of England, London.

G

González Carreras, Francisco Jose (2012) Does microfinance have an impact? Three quantitative approaches in rural areas of Bangladesh and Andhra Pradesh, India. Doctoral thesis (PhD), University of Sussex.

H

Hearn, Bruce (2016) A comparison of the efficacy of liquidity, momentum, size and book-to-market value factors in equity pricing on a heterogeneous sample: evidence from Asia. Financial Markets, Institutions And Instruments, 25 (4). pp. 253-330. ISSN 0963-8008

Hearn, Bruce, Phylaktis, Kate and Piesse, Jenifer (2017) Expropriation risk by block holders, institutional quality and expected stock returns. Journal of Corporate Finance, 45. pp. 122-149. ISSN 0929-1199

Hearn, Bruce and Piesse, Jenifer (2013) Firm level governance and institutional determinants of liquidity: evidence from Sub Saharan Africa. International Review of Financial Analysis, 28. pp. 93-111. ISSN 1057-5219

J

Jory, Surendranath R and Ngo, Thanh N (2010) Evidence and Implications of Increases in Trading Volume Around Seasoned Equity Offerings. Journal of Financial and Economic Practice, 10 (2). pp. 45-59. ISSN 1937-6820

L

Lari Dashtbayaz, Mahmoud (2012) Cash flow accounting and the cost of debt. In: 35th Annual Congress of the European Accounting Association, 9-11 May 2012, Ljubljana, Slovenia.

N

Ngo, Thanh N and Jory, Surendranath (2008) International evidence on the relationship between trading volume and serial correlation in stock returns. Global Journal of Finance and Banking Issues, 2 (2). pp. 1-13. ISSN 1933-3439