Similar Search Results

Investor sentiment, limited arbitrage, and the cash holding effect

Li, Xiafei; Luo, Di - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2141-2168

Persistent link: https://www.econbiz.de/10011804685

Assessing asset pricing anomalies

Groot, Wilma de - 2017

Persistent link: https://www.econbiz.de/10011862366

An equilibrium model for the cross section of liquidity premia

Muhle-Karbe, Johannes; Shi, Xiaofei; Yang, Chen - In: Mathematics of operations research 48 (2023) 3, pp. 1423-1453

Persistent link: https://www.econbiz.de/10014329292

Corporate financial distress : an empirical analysis of distress risk

Outecheva, Natalia (contributor) - 2007

Persistent link: https://www.econbiz.de/10003713636

Liquidity and asset prices

Amihud, Yakov; Hendelson, Haim; Pedersen, Lasse Heje - 2005

Persistent link: https://www.econbiz.de/10003306872

Pricing of liquidity risk : empirical evidence from Finland

Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557

This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...

Persistent link: https://www.econbiz.de/10003904294