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CAPM
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Journal of banking & finance
NBER working paper series
544
Working paper / National Bureau of Economic Research, Inc.
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Journal of financial economics
419
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395
The journal of finance : the journal of the American Finance Association
335
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250
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214
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111
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110
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103
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98
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97
Applied economics letters
96
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95
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93
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ECONIS (ZBW)
399
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1
Stock extreme illiquidity and the cost of capital
Belkhir, Mohamed
;
Saad, Mohsen M.
;
Samet, Anis
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012225312
Saved in:
2
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
3
A note on the effect of controlling for transaction costs on the small firm anomaly : additional Australian evidence
Aitken, Michael J.
- In:
Journal of banking & finance
15
(
1991
)
6
,
pp. 1195-1202
Persistent link: https://www.econbiz.de/10001115873
Saved in:
4
Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel
;
Mahayni, Antje
;
Balder, Sven
- In:
Journal of banking & finance
43
(
2014
),
pp. 212-225
Persistent link: https://www.econbiz.de/10010410003
Saved in:
5
Transaction costs, liquidity risk, and the CCAPM
Liu, Weimin
;
Luo, Di
;
Zhao, Huainan
- In:
Journal of banking & finance
63
(
2016
),
pp. 126-145
Persistent link: https://www.econbiz.de/10011634184
Saved in:
6
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
7
The LIX : a model-independent liquidity index
Guillaume, Florence
- In:
Journal of banking & finance
58
(
2015
),
pp. 214-231
Persistent link: https://www.econbiz.de/10011543981
Saved in:
8
Fair value disclosure, liquidity risk and stock returns
Roggi, Oliviero
;
Giannozzi, Alessandro
- In:
Journal of banking & finance
58
(
2015
),
pp. 327-342
Persistent link: https://www.econbiz.de/10011544014
Saved in:
9
CEO entrenchment and corporate liquidity management
Elyasiani, Elyas
;
Zhang, Ling
- In:
Journal of banking & finance
54
(
2015
),
pp. 115-128
Persistent link: https://www.econbiz.de/10011377803
Saved in:
10
Liquidity crisis, relationship lending and corporate finance
Dewally, Michaël
;
Shao, Yingying
- In:
Journal of banking & finance
39
(
2014
),
pp. 223-239
Persistent link: https://www.econbiz.de/10010340739
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