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WebChordia, Sarkar, and Subrahmanyam (2005) which investigate the dynamic correlation of liquidity between stock and bond markets within the vector autoregressive framework. However, there are few studies addressing the issue of intertemporal liquidity ... Chordia, Roll, and Subrahmanyam (2000) firstly indicate that the variation in an Webwe use the methodology of Chordia, Roll, and Subrahmanyam (2000) to measure 1 Stahel (2003) uses monthly returns and turnover to investigate co-movement among the US, Japanese, and the UK stock markets. Stahel (2005) uses a weekly illiquidity measure to examine liquidity across 18 developed and emerging markets. WebFeb 1, 2016 · For example, Chordia, Roll, Subrahmanyam, 2001, Chordia, Sarkar, Subrahmanyam, 2005 find evidence for U.S. macroeconomic announcements and monetary policy giving rise to liquidity commonality in the U.S. stock market. Similarly, Brockman et al. (2009) show that domestic and also U.S. macroeconomic … base plugs baseball