Results 11 to 20 of about 9,371,965 (105)
Does liquidity risk explain low firm performance following seasoned equity offerings? [PDF]
, 2011 By making seasoned equity offerings (SEO), firms can improve the liquidity of their shares and lower their costs of capital. This paper examines whether SEO firms achieve such a liquidity gain and explores the role of liquidity risk in explaining their ...
Bilinski, Pawel +5 more
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Graz Reading Comprehension Test
, 2023 Der GraLeV ist ein Verfahren zur Messung des Leseverständnisses (auf Wort-, Satz- und Textebene) von Kindern der dritten und vierten Schulstufe. Er besteht aus 4 Subtests mit insgesamt 38 Itemsets. Der GraLeV weist eine interne Konsistenz von Cronbachs α
Riedl, S. +4 more
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The diminishing liquidity premium [PDF]
, 2008 Previous evidence suggests that less liquid stocks entail higher average returns. Using NYSE data, we present evidence that both the sensitivity of returns to liquidity and liquidity premia have significantly declined over the past four decades to levels
Azi Ben-Rephael +5 more
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An examination of liquidity risk and liquidity risk measures [PDF]
, 2010 Includes bibliographical references (leaves 199-205).Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent regarding its scope and effect.
Bhyat, Aneez
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Macroprudential liquidity stress test: An application to Indonesian banks
, 2020 This paper develops a macroprudential liquidity stress test model for Indonesian banks. Our model incorporates two factors driving liquidity runs: (i) idiosyncratic factors; and (ii) macroeconomic factors.
Taruna, Aditya Anta +2 more
core +1 more source
Models for Stress Testing Czech Banks' Liquidity Risk [PDF]
We provide a macro stress-testing model for banks' market and funding liquidity risks with a survival period of one and three months. The model takes into account the impact of both bank-specific and market-wide scenarios and considers both the first ...
Adam Gersl +2 more
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Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector [PDF]
This paper performs market and funding liquidity stress testing of the Luxembourg banking sector using stochastic haircuts and run-off rates. It takes into account not only the shocks to the banking sector and banks?
Francisco Nadal De Simone +1 more
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How resilient are Hungarian banks to liquidity shocks? [PDF]
For central banks, monitoring banks’ liquidity risk is of great importance from a financial stability perspective. One essential gauge for assessing liquidity risk exposure is whether banks have sufficient liquidity buffers to survive a potential ...
Tamás Balás, Csaba Móré
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