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Stock and bond liquidity and its effect on prices and financial policies

Amihud, Yakov; Mendelson, Haim - In: Financial markets and portfolio management 20 (2006) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10003392283

The pricing of illiquidity as a characteristic and as risk

Amihud, Yakov; Mendelson, Haim - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 149-168

Persistent link: https://www.econbiz.de/10011434206

Dealership market : market-making with inventory

Amihud, Yakov; Mendelson, Haim - In: Journal of financial economics 8 (1980) 1, pp. 31-53

Persistent link: https://www.econbiz.de/10001830287

Multiperiod sales-production decisions under uncertainty

Amihud, Yakov; Mendelson, Haim - In: Journal of economic dynamics & control 5 (1983) 2/3, pp. 249-265

Persistent link: https://www.econbiz.de/10001830312

Price smoothing and inventory

Amihud, Yakov; Mendelson, Haim - In: The Review of economic studies / Symposium 50 (1983) 1, pp. 87-98

Persistent link: https://www.econbiz.de/10001830344

The liquidity route to a lower cost of capital

Amihud, Yakov; Mendelson, Haim - In: The revolution in corporate finance, (pp. 70-88). 2003

Persistent link: https://www.econbiz.de/10001905147

Liquidity and asset prices : financial management implications

Amihud, Yakov - In: Financial management 17 (1988) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10001086667

The Pricing of Illiquidity as a Characteristic and as Risk

Amihud, Yakov - 2015

This paper reviews research on the effects of different measures of liquidity on asset prices. The foundation is the pricing of liquidity as an asset characteristic that began with the theoretical model and empirical evidence of Amihud and Mendelson (1986). The positive relation between expected...

Persistent link: https://www.econbiz.de/10013012481

General risk aversion and attitude towards risk

Amihud, Yakov - In: The journal of finance : the journal of the American … 35 (1980) 3, pp. 685-691

Persistent link: https://www.econbiz.de/10001830298

Inflation n̕ews ̕and exchange rates

Amihud, Yakov - In: Economics letters 12 (1983) 3/4, pp. 333-338

Persistent link: https://www.econbiz.de/10001830301