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Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio - 2022
Persistent link: https://www.econbiz.de/10013412816
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Global market inefficiencies
Bartram, Söhnke M.; Grinblatt, Mark - 2019
Persistent link: https://www.econbiz.de/10012211539
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Liquidity risk after 20 years
Pástor, Ľuboš; Stambaugh, Robert F. - 2019
Persistent link: https://www.econbiz.de/10012149923
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Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias; Maurer, Thomas; Pezzo, Luca; Taylor, … - 2024
Persistent link: https://www.econbiz.de/10014530271
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Fees, incentives, and efficiency in large double auctions
Jantschgi, Simon; Nax, Heinrich H.; Pradelski, Bary; … - 2022
Persistent link: https://www.econbiz.de/10012818510
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Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël; Xi, Dong; Kang, Namho - 2020
Persistent link: https://www.econbiz.de/10012300568
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Repurchases for price impact : evidence from fragile stocks
Schumacher, David; Massa, Massimo; Wang, Yan - 2024
Persistent link: https://www.econbiz.de/10015073936
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Policies to support firms in a lockdown : a pecking order
Segura, Anatoli; Villacorta, Alonso - 2020
Persistent link: https://www.econbiz.de/10012228884
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Fund fragility : the role of fund ownership base
Allaire, Nolwenn; Breckenfelder, Johannes; Hoerova, Marie - 2024
Persistent link: https://www.econbiz.de/10014565075
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The collateral spread puzzle : why do repo rates often exceed unsecured rates?
Nyborg, Kjell G. - 2024
Persistent link: https://www.econbiz.de/10014581673