Similar Search Results - EconBiz

Liquidity and asset prices

Amihud, Yakov - 2005

Persistent link: https://www.econbiz.de/10004505117

Asset pricing and portfolio performance : models, strategy and performance metrics

Korajczyk, Robert A. (contributor); … - 1999

Persistent link: https://www.econbiz.de/10004740310

Market liquidity : asset pricing, risk, and crises

Amihud, Yakov (contributor); Mendelson, Haim (contributor); … - 2013

This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices …

Persistent link: https://www.econbiz.de/10009690878

Market Liquidity : Asset Pricing, Risk, and Crises

Amihud, Yakov - 2012

Cover -- MARKET LIQUIDITY -- Title -- Copyright -- Contents -- Acknowledgments -- Introduction and Overview of the Book -- PART I: THE EFFECT OF LIQUIDITY COSTS ON SECURITIES PRICES AND RETURNS -- Introduction and Overview -- CHAPTER 1 Asset Pricing and the Bid-Ask Spread -- Summary and...

Persistent link: https://www.econbiz.de/10012689189

The pricing of the illiquidity factor’s conditional risk with time-varying premium

Amihud, Yakov; Noh, Joonki - In: Journal of financial markets 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013282487

Bidding and auctioning for procurement and allocation : proceedings of a conference at the Center for Applied Economics, New York University

Amihud, Yakov (contributor); Morgensten, Oskar (contributor) - 1976

Persistent link: https://www.econbiz.de/10000024281

Trading mechanisms and value-discovery : cross-national evidence and policy implications

Amihud, Yakov - In: Carnegie Rochester conference series on public policy : … 34 (1991), pp. 105-130

Persistent link: https://www.econbiz.de/10001115271

Market microstructure and price discovery on the Tokyo Stock Exchange

Amihud, Yakov - In: Japan and the world economy : international journal of … 1 (1989) 4, pp. 341-370

Persistent link: https://www.econbiz.de/10001092087

Trading mechanisms and stock returns : an empir. investigation

Amihud, Yakov - In: The journal of finance : the journal of the American … 42 (1987) 3, pp. 533-553

Persistent link: https://www.econbiz.de/10001047858

Market microstructure and securities values : evidence from the Tel Aviv stock exchange

Amihud, Yakov - In: Journal of financial economics 45 (1997) 3, pp. 365-390

Persistent link: https://www.econbiz.de/10001229282

A service of the