The DOI matches its Crossref record; 63 of the 63 references it cites were found in a registry or an index.
Understanding commonality in liquidity around the world
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
La Porta, R., Lopez‐de‐Silanes, F., Shleifer, A., & Vishny, R. W. (1998) · Journal of Political Economy · doi:10.1086/250042 · Cited by 18,025
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
Liquidity Risk and Expected Stock Returns
Pástor, Ľ., & Stambaugh, R. F. (2003) · Journal of Political Economy · doi:10.1086/374184 · Cited by 5,339
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
Asset pricing and the bid-ask spread
Amihud, Y., & Mendelson, H. (1986) · Journal of Financial Economics · doi:10.1016/0304-405x(86)90065-6 · Cited by 5,090
Market Liquidity and Funding Liquidity
Brunnermeier, M. K., & Pedersen, L. H. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn098 · Cited by 4,835
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Morck, R., Yeung, B., & Yu, W. (2000) · Journal of Financial Economics · doi:10.1016/s0304-405x(00)00071-4 · Cited by 3,335
Law and FinancePreprint
Porta, R. L., de Silanes, F. L., Shleifer, A., & Vishny, R. W. (1996) · SSRN Electronic Journal · Cited by 2,957
Cited by
Transparency, Liquidity, and Valuation: International Evidence on When Transparency Matters Most
LANG, M., LINS, K. V., & MAFFETT, M. (2012) · Journal of Accounting Research · doi:10.1111/j.1475-679x.2012.00442.x · Cited by 821
How does competition affect bank systemic risk?
Anginer, D., Demirguc-Kunt, A., & Zhu, M. (2014) · Journal of Financial Intermediation · doi:10.1016/j.jfi.2013.11.001 · Cited by 527
Risk Everywhere: Modeling and Managing Volatility
Bollerslev, T., Hood, B., Huss, J., & Pedersen, L. H. (2018) · The Review of Financial Studies · doi:10.1093/rfs/hhy041 · Cited by 359
Investors' Horizons and the Amplification of Market Shocks
Cella, C., Ellul, A., & Giannetti, M. (2013) · Review of Financial Studies · doi:10.1093/rfs/hht023 · Cited by 330
Metadata
- Authors
- Karolyi, G. A., Lee, K.-H., & van Dijk, M. A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2012-07
- Volume
- 105
- Issue
- 1
- Pages
- 82-112
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2099081789
- Cited by
- 720
- References
- 63
- FWCI
- 77.13
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Understanding commonality in liquidity around the world. https://app.cochat.ai/papers/10.1016/j.jfineco.2011.12.008
- The paper
- Karolyi, G. A., Lee, K.-H., & van Dijk, M. A. (2012). Understanding commonality in liquidity around the world. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2011.12.008
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
