Narrow search
Showing 1 - 4 of 4
Cover Image
Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market
Martínez Sedano, Miguel Angel; Nieto, Belén; Rubio, … - In: International review of economics & finance : IREF 14 (2005) 1, pp. 81-103
Persistent link: https://www.econbiz.de/10002468118
Cover Image
The liquidity premium in equity pricing under a continuous auction system
Rubio, Gonzalo - In: The European journal of finance 4 (1998) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001247522
Cover Image
Understanding the ex-ante cost of liquidity in the limit order book : a note
Ruíz Martinez, Miguel A.; Rubio, Gonzalo; Tapia, Mikel - In: Revista de economía aplicada : publicación cuatrimestral 13 (2005) 38, pp. 95-109
Persistent link: https://www.econbiz.de/10003311998
Cover Image
Bid-ask spread estimator from high and low daily prices : practical implementation for corporate bonds
Nieto Domenech, Belen - In: Journal of empirical finance 48 (2018), pp. 36-57
Persistent link: https://www.econbiz.de/10012109251