Pages that link to "Item:Q1810698"
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The following pages link to Liquidity shocks and equilibrium liquidity premia. (Q1810698):
Displaying 19 items.
- Portfolio choice under transitory price impact (Q609848) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Liquidity premia in dynamic bargaining markets (Q928876) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Portfolio choice and pricing in illiquid markets (Q1007320) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Equilibrium theory of stock market crashes (Q1657461) (← links)
- Existence of a Radner equilibrium in a model with transaction costs (Q1670390) (← links)
- Pricing in an equilibrium based model for a large investor (Q1932553) (← links)
- Price impact equilibrium with transaction costs and TWAP trading (Q2120598) (← links)
- Preferences with taste shock representations: price volatility and the liquidity premium (Q2334830) (← links)
- Search and endogenous concentration of liquidity in asset markets (Q2455653) (← links)
- The liquidity discount. (Q2770983) (← links)
- Market liquidity. Asset pricing, risk, and crises (Q2925024) (← links)
- (Q3424864) (← links)
- Learning by Holding and Liquidity (Q3601199) (← links)
- State-Dependent Variations in the Expected Illiquidity Premium (Q4555719) (← links)
- Liquidity premium in the presence of stock market crises and background risk (Q4682995) (← links)
- A multi-agent targeted trading equilibrium with transaction costs (Q6496948) (← links)