Share: Does the liquidity effect exist in the brazilian stock market? Vol. 9 No. 4 (2012): October to December 2012 DOI 10.15728/bbr.2012.9.4.2 Submitted: Jun 13, 2018 Published: Oct 1, 2012 Márcio André Veras Machado ; Otavio Ribeiro de Medeiros DOI: https://doi.org/10.15728/bbr.2012.9.4.2