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Essays on empirical asset pric...
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Theory
Liquidity
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Applied economics letters
International review of economics & finance : IREF
NBER working paper series
117
Working paper / National Bureau of Economic Research, Inc.
110
NBER Working Paper
100
Journal of banking & finance
86
Journal of financial economics
73
Journal of economic dynamics & control
61
The review of financial studies
56
Discussion paper / Centre for Economic Policy Research
55
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46
Finance research letters
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38
International review of financial analysis
37
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The journal of corporate finance : contracting, governance and organization
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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European economic review : EER
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Liquidity
commonality on National Stock Exchange : size and sector effect
Kumar, Suraj
;
Prasanna, Krishna
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1208-1221
Persistent link: https://www.econbiz.de/10012589994
Saved in:
2
Why do financially distressed firms pay dividends?
Cohen, Gil
;
Yagil, Joseph
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1201-1204
Persistent link: https://www.econbiz.de/10003886725
Saved in:
3
Sovereign bond markets with political risk and moral hazard
McGee, Christopher Dylan
- In:
International review of economics & finance : IREF
16
(
2007
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10003461760
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4
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
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5
Modelling impact of monetary policy on stock market
liquidity
: a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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6
Cash-futures basis and the impact of market maturity, informed trading, and expiration effects
Chang, Charles
;
Lin, Emily
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 197-213
Persistent link: https://www.econbiz.de/10011333697
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7
Liquidity
, delistings, and credit risk premium
Kuo, Su-Wen
;
Huang, Chin-sheng
;
Jhang, Guan-Cih
- In:
International review of economics & finance : IREF
35
(
2015
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011333721
Saved in:
8
A note on Basel III and
liquidity
De Waal, Bernadine
;
Petersen, Mark A.
;
Hlatshwayo, …
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 777-780
Persistent link: https://www.econbiz.de/10009761740
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9
The impact of policy responses on stock
liquidity
Busch, Thomas
;
Lehnert, Thorsten
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 842-845
Persistent link: https://www.econbiz.de/10010416230
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10
Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
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