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On the dynamics of market illiquidity

Wagner, Niklas F. - In: Stock market liquidity : implications for market …, (pp. 349-357). 2008

Persistent link: https://www.econbiz.de/10003650783

A new family of equity style indices and mutual fund performance : do liquidity and idiosyncratic risk matter?

Wagner, Niklas F.; Winter, Elisabeth - In: Journal of empirical finance 21 (2013), pp. 69-85

Persistent link: https://www.econbiz.de/10009745292

Equity style indices and liquidity in Europe

Winter, Elisabeth - 2014

Persistent link: https://www.econbiz.de/10010336219

Managing investment risks of institutional private equity investors : the challenge of illiquidity

Kaserer, Christoph; Wagner, Niklas F.; Achleitner, … - 2003 - Version: December 2003

Since private equity investments are not publicly traded, a key issue in measuring investment risks of institutional private equity investors arises from a careful measurement of investment returns in the first place. Prices of private equity investments are typically observed at low frequency...

Persistent link: https://www.econbiz.de/10009231549

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

Liquidity, surprise volume and return premia in the oil market

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 77 (2019), pp. 93-104

Persistent link: https://www.econbiz.de/10012306351

Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?

Kinateder, Harald; Hofstetter, Benedikt; Wagner, Niklas F. - In: Finance research letters 21 (2017), pp. 144-150

Persistent link: https://www.econbiz.de/10011807738

Drivers of illiquidity in the asean sovereign bond market

Kinateder, Harald; Bauer, Robert; Wagner, Niklas F. - In: Bulletin of monetary economics and banking 23 (2020) 4, pp. 501-524

Persistent link: https://www.econbiz.de/10012423384

Beating the average : equity premium variations, uncertainty, and liquidity

Batten, Jonathan A.; Kinateder, Harald; Wagner, Niklas F. - In: Abacus : a journal of accounting, finance and business … 58 (2022) 3, pp. 567-588

Persistent link: https://www.econbiz.de/10013396053

Oil and stock market returns : direction, volatility or liquidity?

Kinateder, Harald; Wagner, Niklas F. - In: Modern finance and risk management : Festschrift in …, (pp. 335-351). 2022

Persistent link: https://www.econbiz.de/10013336257