Illiquidity Contagion and Liquidity Crashes
Bond Illiquidity and Excess Volatility
Estimating the Determinants of Market Illiquidity
Theory-Based Illiquidity and Asset Pricing
An Analysis of the Amihud Illiquidity Premium
Dividends as a signalling mechanism: the case of illiquid stock markets
The Expected Illiquidity Premium: Evidence from Equity Index-Linked Bonds
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1 Denoting an asset that cannot readily be converted into cash.
2 Denoting a person or an organization lacking in cash or in assets readily convertible into cash.
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