Asset pricing with liquidity risk

Asset pricing with liquidity risk

Item
http://www.wikidata.org/entity/Q56457271
Liquidity spillover in international stock markets through distinct time scalesMarket Liquidity and Funding LiquidityRisk in Dynamic Arbitrage: The Price Effects of Convergence TradingHedge Fund Contagion and Liquidity ShocksWhy Don't Asians Invest in Asia? The Determinants of Cross-Border Portfolio HoldingsRESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITYEstimation of relative risk aversion across timePricing fx forwards in OTC markets – new evidence for the pricing mechanism when faced with counterparty riskCross institutional cash and dividend policies: focusing on Brazilian firmsLiquidity commonality in order-driven trading: evidence from the Athens Stock ExchangeLocal and global illiquidity effects in the Balkans frontier marketsThe nonlinear multidimensional relationship between stock returns and the macroeconomyAn Empirical Study on Listed Company’s Value of Cash Holdings: An Information Asymmetry Perspective
P2860

Asset pricing with liquidity risk

Item
http://www.wikidata.org/entity/Q56457271
description
im August 2005 veröffentlichter wissenschaftlicher Artikel
@de
wetenschappelijk artikel
@nl
наукова стаття, опублікована в серпні 2005
@uk
name
Asset pricing with liquidity risk
@en
Asset pricing with liquidity risk
@nl
type
label
Asset pricing with liquidity risk
@en
Asset pricing with liquidity risk
@nl
prefLabel
Asset pricing with liquidity risk
@en
Asset pricing with liquidity risk
@nl
P1433
P1476
P2093
P304
P31
P356
P433
P478
P577
P5875
P356
P1433
P1476
Asset pricing with liquidity risk
@en
P2093
P304
P31
P356
10.1016/J.JFINECO.2004.06.007
P433
P478
P577
P5875