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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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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 short-run wealth effects of foreign divestitures by UK firms
Coakley, Jerry; Thomas, Hardy; Wang, Hanmin - In: Applied financial economics 18 (2008) 1/3, pp. 173-184
Persistent link: https://www.econbiz.de/10003739034
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Stock market reaction to capital expenditure announcements by UK firms
Akbar, Saeed; Ali Shah, Syed Zulfiqar; Saadi, Issedeeq - In: Applied financial economics 18 (2008) 7/9, pp. 617-627
Persistent link: https://www.econbiz.de/10003739253
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Do emerging financial markets react to monetary policy announcements? : Evidence from Poland
Serwa, Dobromił - In: Applied financial economics 16 (2006) 7, pp. 513-523
Persistent link: https://www.econbiz.de/10003320401
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Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 7/9, pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
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Investor overreaction to going concern audit opinion announcements
Schaub, Mark - In: Applied financial economics 16 (2006) 16, pp. 1163-1170
Persistent link: https://www.econbiz.de/10003387365
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Disentangling the signalling and liquidity effects of stock splits
Mohanty, Sunil; Moon, Doocheol - In: Applied financial economics 17 (2007) 10/12, pp. 979-987
Persistent link: https://www.econbiz.de/10003538094
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The impact of macroeconomic announcements on implied volatility
Füss, Roland; Mager, Ferdinand; Wohlenberg, Holger; … - In: Applied financial economics 21 (2011) 19/21, pp. 1571-1580
Persistent link: https://www.econbiz.de/10009356705
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Analyst coverage and market reaction around stock split announcements
Ford, Deborah A.; Nguyen, Hoang Huy; Nguyen, Van Thuan - In: Applied financial economics 22 (2012) 1/3, pp. 135-145
Persistent link: https://www.econbiz.de/10009419564