The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Year of publication: |
2005
|
---|---|
Authors: | Loderer, Claudio ; Roth, Lukas |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 2, p. 239-268
|
Subject: | CAPM | Betriebliche Liquidität | Corporate liquidity | Geld-Brief-Spanne | Bid-ask spread | Börse | Bourse | Schweiz | Switzerland | USA | United States | New Economy | New economy | 1995-2001 |
-
Adverse selection costs for NASDAQ and NYSE after decimalization
Jiang, Christine X., (2009)
-
A NASDAQ market simulation : insights on a major market from the science of complex adaptive systems
Darley, Vincent, (2007)
-
A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization
Jiang, Christine X., (2011)
- More ...
-
Loderer, Claudio, (2007)
-
Shareholder value : principles, declarations, and actions
Loderer, Claudio, (2010)
-
Implementing Fischer Black's simple discounting rule
Loderer, Claudio, (2010)
- More ...