The following pages link to (Q3424864):
Displaying 13 items.
- Convertible bonds and stock liquidity (Q431918) (← links)
- Two price economies in continuous time (Q470719) (← links)
- The implied liquidity premium for equities (Q665709) (← links)
- Portfolio choice and pricing in illiquid markets (Q1007320) (← links)
- High frequency market microstructure noise estimates and liquidity measures (Q1018630) (← links)
- Illiquidity premium and expected stock returns in the UK: a new approach (Q1619642) (← links)
- Liquidity shocks and equilibrium liquidity premia. (Q1810698) (← links)
- Bayesian statistical inference for European options with stock liquidity (Q2156653) (← links)
- The liquidity discount. (Q2770983) (← links)
- Market liquidity. Asset pricing, risk, and crises (Q2925024) (← links)
- Learning by Holding and Liquidity (Q3601199) (← links)
- MARKET FORCES AND DYNAMIC ASSET PRICING (Q4797323) (← links)
- Asset pricing with general transaction costs: Theory and numerics (Q6054360) (← links)