Pages that link to "Item:Q4555685"
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The following pages link to What Are the Best Liquidity Proxies for Global Research?* (Q4555685):
Displaying 11 items.
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- Asymptotic comparison of three spread estimators based on Roll's model (Q2159623) (← links)
- Information content of liquidity and volatility measures (Q2165679) (← links)
- Shareholder disputes and commonality in liquidity: evidence from the equity markets in China (Q2172553) (← links)
- New moment estimators of the effective spread based on daily high and low prices (Q2287378) (← links)
- Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs (Q2288935) (← links)
- A closed-form quasi-maximum likelihood estimator of bid-ask spread (Q5082874) (← links)
- The Impact of Proportional Transaction Costs on Systematically Generated Portfolios (Q5131412) (← links)
- Testing Stability of Correlations Between Liquidity Proxies Derived from Intraday Data on the Warsaw Stock Exchange (Q5198079) (← links)
- Market-Wide Commonality in Liquidity on the CEE-3 Emerging Stock Markets (Q5240120) (← links)
- Machine learning techniques for cross-sectional equity returns' prediction (Q6103196) (← links)