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1
Illiquidity and factor returns : exploring the intersection between illiquidity/small cap and popular factors
Hsu, Jason C.
;
Viswanathan, Vivek
- In:
Journal of investment management : JOIM
16
(
2018
)
4
,
pp. 4-16
Persistent link: https://www.econbiz.de/10011961002
Saved in:
2
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
Saved in:
3
Do financial distress and
liquidity
crises affect value and size premiums?
Elgammal, Mohammed Mohammed
;
Bas, Tugba
;
Gough, Orla
; …
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3734-3751
Persistent link: https://www.econbiz.de/10011621164
Saved in:
4
Asset prices and
liquidity
in an exchange economy
Lagos, Ricardo
- In:
Journal of monetary economics
57
(
2010
)
8
,
pp. 913-930
Persistent link: https://www.econbiz.de/10008905009
Saved in:
5
Pricing, dynamics, and determinants of illiquidity risks : international evidence
Saad, Mohsen M.
;
Samet, Anis
- In:
Emerging markets review
23
(
2015
),
pp. 124-147
Persistent link: https://www.econbiz.de/10011304170
Saved in:
6
Liquidity
premium and the Corwin-Schultz bid-ask spread estimate
Zhang, Xindong
;
Yang, Junxian
;
Su, Huimin
;
Zhang, Shun
- In:
China finance review international
4
(
2014
)
2
,
pp. 168-186
Persistent link: https://www.econbiz.de/10011337798
Saved in:
7
Liquidity
risk and expected stock returns in Korea : a new approach
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 704-738
Persistent link: https://www.econbiz.de/10009705219
Saved in:
8
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
9
Liquidity
and expected returns : evidence from 1926 - 2008
Baradarannia, M. Reza
;
Peat, Maurice
- In:
International review of financial analysis
29
(
2013
),
pp. 10-23
Persistent link: https://www.econbiz.de/10010244145
Saved in:
10
The Epstein-Zin model with
liquidity
extension
Liu, Weimin
;
Luo, Di
;
Zhao, Huainan
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011436806
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