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Transaction costs in an illiquid order-driven market

Marshall, Ben R.; Nguyen, Nhut; Visaltanachoti, Nuttawat - In: Accounting and finance : journal of the Accounting … 56 (2016) 4, pp. 917-933

Persistent link: https://www.econbiz.de/10011660347

Informed liquidity provision in a limit order market

Brolley, Michael; Malinova, Katya - In: Journal of financial markets 52 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013266170

Size-adapted bond liquidity measures and their asset pricing implications

Reichenbacher, Michael; Schuster, Philipp - In: Journal of financial economics 146 (2022) 2, pp. 425-443

Persistent link: https://www.econbiz.de/10013482286

Liquidity in Japanese government bond futures market

Minaki, Takeo - In: International journal of business 18 (2013) 4, pp. 319-331

Persistent link: https://www.econbiz.de/10010197906

Stock liquidity and default risk

Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502

Persistent link: https://www.econbiz.de/10011751480

Liquidity risk after 20 years

Pástor, Ľuboš; Stambaugh, Robert F. - 2019

Persistent link: https://www.econbiz.de/10012149923

Essays on financial stability

Luck, Stephan - 2016

Persistent link: https://www.econbiz.de/10011448259

Asset Pricing Anomalies – Liquidity Risk Spreaders or Liquidity Risk Hedgers?

Virk, Nader - 2020

A unified explanation of risk and mispricing in stock returns underpinned by their aggregate liquidity risk is … liquidity risk or betting on it. A three-factor model capturing these return variations is developed. Results show that our … liquidity risk hedging. The imposition of stringent temporal restrictions on competing factor models shows that our model leads …

Persistent link: https://www.econbiz.de/10012847658

Impacts on REIT stock capital structures, equity costs, and market liquidities of being included in ETF managed Portfolios

Ma, Long; Spahr, Ronald W.; Sunderman, Mark A. - In: Journal of real estate research : JRER ; a publication … 46 (2024) 2, pp. 189-213

Persistent link: https://www.econbiz.de/10014582205

The effect of liquidity and solvency risk on the inclusion of bond covenants

Cook, Douglas O.; Fu, Xudong; Tang, Tian - In: Journal of banking & finance 48 (2014), pp. 120-136

Persistent link: https://www.econbiz.de/10010506929