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Liquidity and capital under uncertainty and changing market sentiment : a simple analysis

Bossone, Biagio - In: Review of financial economics : RFE 23 (2014) 2, pp. 98-105

Persistent link: https://www.econbiz.de/10010442586

Marketing period risk in a portfolio context : theory and empirical estimates from the UK commercial real estate market

Bond, Shaun A.; Hwang, Soosung; Lin, Zhenguo; Vandell, … - In: The journal of real estate finance and economics 34 (2007) 4, pp. 447-461

Persistent link: https://www.econbiz.de/10003491286

Marketing period risk in a portfolio context : comment and extension

Lin, Zhenguo; Liu, Yingchun; Vandell, Kerry D. - In: The journal of real estate finance and economics 38 (2009) 2, pp. 183-191

Persistent link: https://www.econbiz.de/10003810943

Illiquidity Premium, Transaction Costs, and Risks of Illiquid Assets

Meng, Ben - 2015

Liquidity has long been a great interest to investment professionals as well as academic researchers. The estimation of … industry because of opaque information and sporadic trading activities. We propose to use autocorrelations of return series as …

Persistent link: https://www.econbiz.de/10013026578

Liquidity and risk sharing benefits from opening an ETF market with liquidity providers : evidence from the CAC 40 index

De Winne, Rudy; Gresse, Carole; Platten, Isabelle - In: International review of financial analysis 34 (2014), pp. 31-43

Persistent link: https://www.econbiz.de/10010520400

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

Running for the exit : distressed selling and endogenous correlation in financial markets

Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 718-741

Persistent link: https://www.econbiz.de/10010187675

Flooding and UK commercial property investment : what is the risk?

Pottinger, Gaye; Tanton, Anca - In: Qualitative research in financial markets 6 (2014) 2, pp. 211-226

Persistent link: https://www.econbiz.de/10010480963

Impact of risk disclosure on the volatility, liquidity and performance of the UK and Canadian insurance companies

Kassamany, Talie; Harb, Etienne; Louhichi, Wael; Nasr, … - In: Competitiveness review : CR 33 (2023) 1, pp. 30-61

Persistent link: https://www.econbiz.de/10013552826

Do limits to arbitrage explain the benefits of volatility-managed portfolios?

Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767

Persistent link: https://www.econbiz.de/10013259593

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