Results 31 to 40 of about 20,477 (309)
PERAN LIKUIDITAS DALAM ASSET PRICING DI BURSA EFEK INDONESIA
Jurnal Ilmiah Bisnis dan Ekonomi Asia, 2021 Purpose of this study is to obtain empirical evidence about the role of liquidity in asset pricing in the Indonesian stock market. This study compares the role of liquidity as a characteristic of stocks and liquidity as a source of systematic risk. This
Catherine Dwiputri +1 more
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Role of leverage and liquidity risk in asset pricing: evidence from Indian stock market [PDF]
Vilakshan (XIMB Journal of Management), 2022 Purpose – Asset pricing revolves around the core aspects of risk and expected return. The main objective of the study is to test different asset pricing models for the Indian securities market.
Mehak Jain, Ravi Singla
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Liquidity and the Threat of Fraudulent Assets [PDF]
Journal of Political Economy, 2012 We study an over-the-counter (OTC) market in which the usefulness of assets as a means of payment or collateral is limited by the threat of fraudulent practices. Agents can produce fraudulent assets at a positive cost, which generates upper bounds on the quantity of each asset that can be traded in the OTC market.
Yiting Li +2 more
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Intellectual Capital dan Kinerja Keuangan Bank Pembiayaan Rakyat Syariah
Jurnal Akuntansi dan Audit Syariah, 2022 This study aims to examine the effect of intellectual capital on the financial performance, consist of capital, asset quality, earning, liquidity, of Islamic Rural Banks.
Uswatun Muawanah, Jadzil Baihaqi
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Sentiment, Liquidity and Asset Prices [PDF]
SSRN Electronic Journal, 2018 We study a dynamic market for durable assets, in which asset owners are privately informed about the quality of their assets and experience occasional productivity shocks that generate gains from trade. An important feature of our environment is that asset buyers must worry not only about the quality of assets they are buying, but also about the prices
Asriyan, Vladimir +2 more
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Scientific AmericanAfter a century of accelerating drainage, in the 1960s coastal wetlands became the object of unprecedented protection campaigns around the world. This paper compares the history of three successful cases of coastal wetland protection in the Mediterranean between the 1960s and 1980s: the Rhône (France), Po (Italy), and Ebro (Spain) River deltas. As most
Rachel Weber, Şevin Yıldız
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The pricing of systematic liquidity risk in stock markets
Notas Económicas, 2016 The question whether liquidity affects asset returns or not remains unresolved thus far. The absence of conclusive results in previous research suggests that asset pricing and liquidity have not been properly addressed in the standard literature.
José Luis Miralles Marcelo +2 more
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Asset pricing with liquidity risk [PDF]
Journal of Financial Economics, 2003 Abstract This paper solves explicitly a simple equilibrium model with liquidity risk. In our liquidity-adjusted capital asset pricing model, a security's required return depends on its expected liquidity as well as on the covariances of its own return and liquidity with the market return and liquidity.
Acharya, Viral V, Pedersen, Lasse Heje
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Faktor-Faktor yang Mempengaruhi Struktur Modal
Kompartemen: Jurnal Ilmiah Akuntansi, 2020 The purpose of this study was to determine the effect of Profitability, Liquidity, Asset Growth and Company Size on the Capital Structure of Food and Beverage Companies Listed on the Indonesia Stock Exchange in 2012-2018.
Suharsono Suharsono, Iwan Setiadi
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Asset Liquidity And Segment Divestitures [PDF]
SSRN Electronic Journal, 2000 We investigate a sample of firms whose number of reported segments falls by one or more for the first time in their reporting history. The firms in our sample have a significantly larger diversification discount, underperform, and underinvest relative to comparable firms.
Frederik P. Schlingemann +2 more
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