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The digital transformation, corporate uncertainty, and CEO risk preference. [PDF]
Sci RepBao X, Lan M, Li N, Zhao Y.
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A heuristic model for the cost of capital of healthcare facilities: estimates for five countries. [PDF]
BMC Health Serv ResZuniga-Jara S +2 more
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Journal of Public Economic Theory, 2017 AbstractIn this paper, we consider illiquid life annuity contracts and show that they may be preferred to those illustrated by Yaari. In an overlapping generations economy, liquid life annuities are demanded only if the equilibrium is dynamically inefficient.
d'Albis, Hippolyte, Etner, Johanna
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Journal of Empirical Finance, 2023
We study the link between illiquidity and co-movement in illiquidity and the way asset managers trade off illiquidity and co-illiquidity in their portfolio allocation decision. By exploring two experiments – the 2005 SHO Regulation and 2016 Tick Size pilot program – we document the way fund managers manage co-illiquidity risk and the implication for ...
Søren Hvidkjær +2 more
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We study the link between illiquidity and co-movement in illiquidity and the way asset managers trade off illiquidity and co-illiquidity in their portfolio allocation decision. By exploring two experiments – the 2005 SHO Regulation and 2016 Tick Size pilot program – we document the way fund managers manage co-illiquidity risk and the implication for ...
Søren Hvidkjær +2 more
openaire +2 more sources
Illiquidity and Price Informativeness
Management Science, 2020This paper shows that liquidity conditions are important determinants of the predictability of earnings. Liquid stock prices are more informative about future firm earnings growth than illiquid stock prices. Because information-related illiquidity can arise when uncertainty is high, we focus our analysis on evidence that noninformational liquidity ...
Jon Kerr, Gil Sadka, Ronnie Sadka
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SSRN Electronic Journal, 2022
We study the theoretical and empirical properties of a simple measure of market illiquidity, namely the realized Amihud, which is defined as the ratio between the realized volatility and trading volume and which refines the popular price impact measure proposed by Amihud (2002).
Lacava, Demetrio +2 more
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We study the theoretical and empirical properties of a simple measure of market illiquidity, namely the realized Amihud, which is defined as the ratio between the realized volatility and trading volume and which refines the popular price impact measure proposed by Amihud (2002).
Lacava, Demetrio +2 more
openaire +3 more sources