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1
Markets
liquidity
risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
2
Liquidity
-adjusted conditional capital asset pricing model
Jinan, Wang
;
Chen, Langnan
- In:
Economic modelling
29
(
2012
)
2
,
pp. 361-368
Persistent link: https://www.econbiz.de/10009536819
Saved in:
3
Empirical tests on the asset pricing model with
liquidity
risk : an unobserved components approach
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Economic modelling
80
(
2019
),
pp. 75-86
Persistent link: https://www.econbiz.de/10012199186
Saved in:
4
Liquidity
and conditional market returns : evidence from German exchange traded funds
Czauderna, Katrin
;
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Economic modelling
51
(
2015
),
pp. 454-459
Persistent link: https://www.econbiz.de/10011476124
Saved in:
5
Information demand and stock market
liquidity
: international evidence
Aouadi, Amal
;
Arouri, Mohamed
;
Roubaud, David
- In:
Economic modelling
70
(
2018
),
pp. 194-202
Persistent link: https://www.econbiz.de/10012027899
Saved in:
6
The impact of ownership concentration and analyst coverage on market
liquidity
: comparative evidence from an auction and a specialist market
Staglianò, Raffaele
;
La Rocca, Maurizio
;
Gerace, Dionigi
- In:
Economic modelling
70
(
2018
),
pp. 203-214
Persistent link: https://www.econbiz.de/10012027901
Saved in:
7
The impact of the French financial transaction tax on HFT activities and market quality
Veryzhenko, Iryna
;
Harb, Etienne
;
Louhichi, Waël
; …
- In:
Economic modelling
67
(
2017
),
pp. 307-315
Persistent link: https://www.econbiz.de/10011813833
Saved in:
8
Corporate ESG rating and stock market
liquidity
: evidence from China
He, Feng
;
Feng, Yaqian
;
Hao, Jing
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472267
Saved in:
9
Is market
liquidity
less resilient after the financial crisis? : evidence for US Treasuries
Broto, Carmen
;
Lamas, Matías
- In:
Economic modelling
93
(
2020
),
pp. 217-229
Persistent link: https://www.econbiz.de/10012430136
Saved in:
10
The effects of financial distress : evidence from US GDP growth
Inekwe, John Nkwoma
;
Jin, Yi
;
Valenzuela, Maria Rebecca J.
- In:
Economic modelling
72
(
2018
),
pp. 8-21
Persistent link: https://www.econbiz.de/10012100437
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