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Pricing of liquidity risk : empirical evidence from Finland
Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557
This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...
Persistent link: https://www.econbiz.de/10003904294
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Trading futures spreads : an application of correlation and threshold filters
Dunis, C. L.; Laws, Jason; Evans, Ben - In: Applied financial economics 16 (2006) 12, pp. 903-914
Persistent link: https://www.econbiz.de/10003377844
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Financial characteristics of banks involved in acquisitions : evidence from Asia
Pasiouras, Fotios; Gaganis, Chrysovalantis - In: Applied financial economics 17 (2007) 4/6, pp. 339-341
Persistent link: https://www.econbiz.de/10003446023
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Using financial ratios to differentiate domestic and multinational corporations
McGowan, Carl B. - In: Applied financial economics 17 (2007) 13/15, pp. 1071-1074
Persistent link: https://www.econbiz.de/10003590463
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The cash flow sensitivity of cash : evidence from Taiwan
Lin, Yi-Chen - In: Applied financial economics 17 (2007) 10/12, pp. 1013-1024
Persistent link: https://www.econbiz.de/10003538099
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The liquidity and liquidity distribution effects in emerging markets : evidence from Jordan
Vandenbussche, Jérôme; Blazsek, Szabolcs; Watt, Stanley - In: Applied financial economics 22 (2012) 1/3, pp. 231-242
Persistent link: https://www.econbiz.de/10009419555
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The impact of double taxation on small firms' cash holdings
Di, Hui; Hanke, Steven Allen - In: Applied financial economics 23 (2013) 16/18, pp. 1349-1359
Persistent link: https://www.econbiz.de/10010259442
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Dividend, liquidity and firm valuation : evidence from China AB share markets
Li, Mao Liang; Chui, Chin Man; Li, Chang Qing - In: Applied financial economics 24 (2014) 7/9, pp. 587-603
Persistent link: https://www.econbiz.de/10010402685
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The effect of monetary policy on bank lending in Turkey
Sengonul, Ahmet; Thorbecke, Willem - In: Applied financial economics 15 (2005) 13, pp. 931-934
Persistent link: https://www.econbiz.de/10003118382
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Impacts of equity financing on liquidity position of a firm
Mehar, Ayub Khan - In: Applied financial economics 15 (2005) 6, pp. 425-438
Persistent link: https://www.econbiz.de/10002708221