Results 231 to 240 of about 24,822 (265)

Are conditional illiquidity risks priced in China? A cross-sectional test

International Review of Financial Analysis, 2022
Libo Yin
exaly  

The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory

Journal of International Financial Markets, Institutions and Money, 2022
Barbara Bedowska-Sojka, Krzysztof Echaust, Małgorzata Just   +2 more
exaly  

CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms

Finance Research Letters, 2021
Zhaoyong Zhang
exaly  

Illiquidity

SSRN Electronic Journal, 2004
openaire   +1 more source

Economic policy uncertainty and illiquidity return premium

North American Journal of Economics and Finance, 2021
Hui-Ching Hsieh
exaly  

Stock illiquidity and option returns

Journal of Financial Markets, 2023
Olaf Korn, Marliese Uhrig-Homburg
exaly  

China's illiquidity premium: Due to risk-taking or mispricing?

Pacific-Basin Finance Journal, 2022
Libo Yin
exaly  

Is there an illiquidity premium in frontier markets?

Emerging Markets Review, 2020
Szymon Sterenczak, Adam Zaremba, Zaghum Umar   +2 more
exaly  

Portfolio choice with illiquid assets

2003
The present Paper investigates the effects of incorporating illiquidity in a standard dynamic portfolio choice problem. Lack of liquidity means that an asset cannot be immediately traded at any point in time. We find the portfolio share of financial wealth invested in illiquid assets given the liquidity premium. Benchmark calibrations imply a portfolio
Koren, Miklós, Szeidl, Adam
openaire   +2 more sources

Does illiquidity matter in residential properties?

Applied Economics, 2017
Soosung Hwang, Youngha Cho, Jinho Shin   +2 more
exaly