Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market
Year of publication: |
2002
|
---|---|
Authors: | Sedano, Martínez ; Angel, Miguel ; Nieto, Belén ; Rubio Irigoyen, Gonzalo |
Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
Subject: | expected returns | systematic liquidity risk | order flow | bid ask spread |
-
Equity incentives, disclosure quality, and stock liquidity risk
Wruck, Karen H., (2017)
-
Returns to investors in stocks in new industries
Dwyer, Gerald P., (2008)
-
Economic Valuation of Liquidity Timing
Karstanje, Dennis, (2013)
- More ...
-
Understanding the ex-ante cost of liquidity in the limit order book: A note
Rubio Irigoyen, Gonzalo, (2002)
-
The Black Box of Mutual Fund Fees
Gil Bazo, Javier, (2004)
-
Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities
Alonso, Francisco, (2005)
- More ...