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Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
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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
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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
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Consumption, liquidity and the cross-sectional variation of expected returns
Márquez De la Cruz, Elena; Nieto Domenech, Belen; … - 2010
Persistent link: https://www.econbiz.de/10009724980
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The quality premium with leverage and liquidity constraints
González-Urteaga, Ana; Rubio, Gonzalo - In: International review of financial analysis 75 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012804007
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Quality portfolios and funding liquidity crises
Rubio, Gonzalo - In: Spanish journal of finance & accounting : the official … 49 (2020) 3, pp. 322-344
Persistent link: https://www.econbiz.de/10012255977