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liquidity risk and expected stock retums author(s): ľuboš pástor and robert f. stambaugh source: the journal of political economy, vol. 111, no. 3 (jun., 2003), pp. 642-685…
liquidity risk and expected stock returnsscholarlycommons scholarlycommons 2003 liquidity risk and expected stock returns liquidity risk and expected stock returns uboš
untitledexpected returns and liquidity risk: does entrepreneurial income matter? pedro a. c. saffi1 1 profesor of financial management, iese iese business school –
h:\research\liquidity\liquidity_sept_8_2003.dvigeert bekaert national bureau of economic research, cambridge, ma 02138 usa campbell r. harvey national bureau of economic
liquidity risk and expected stock returns by* ·lubo·s p¶astor and robert f. stambaugh first draft: july 13, 2001 this revision: july 11, 2002 abstract this study investigates…
642 [journal of political economy, 2003, vol. 111, no. 3] � 2003 by the university of chicago. all rights reserved. 0022-3808/2003/11103-0006$10.00 liquidity risk and expected…
sell-side illiquidity and the cross-section of expected stock returnsmichael j. brennan september 11, 2009 abstract there is reason to
expected returns and liquidity premium on the paris bourse: an empirical investigation jacques hamon university professor and director of the cereg, université paris dauphine…
transaction costs, liquidity and expected returns at the berlin stock exchange, 1892-1913 carsten burhop, universität zu köln sergey gelman, icef, higher school of economics,…
liquidity risk and expected stock returns by* ·lubo·s p¶astor and robert f. stambaugh first draft: july 13, 2001 this revision: july 11, 2002 abstract this study investigates…
1 idiosyncratic volatility, momentum, liquidity, and expected stock returns in developed and emerging markets lorne n. switzer* concordia university, canada alan picard concordia…
no slide titlecft = cash flow from time t-1 to t - e.g. dividend = (%capital gain) + (%dividend yield) question: how can you measure the return you expect from an asset?
33 economic annals volume lv no 185 april − june 2010 udc: 333 issn: 0013-3264 * faculty of economics university of belgrade jelenaminovic@gmailcom ** faculty of economics…
7/29/2019 liquidity and liquidity risk in the cross-section of stock returns 1/27electronic copy available at: http://ssrn.com/abstract=2078295liquidity and liquidity risk…
sell-side liquidity and the cross-section of expected stock returns michael j. brennan tarun chordia avanidhar subrahmanyam qing tong september 11, 2009 brennan is…
firms to review the relationship author: erica svensson (941112) spring semester, june 2020 economics supervisor: niclas krüger examiner: kamil kladivko acknowledgements
1. volatility, returns and liquidity:the relation between online trading and stock market behaviorxuemin (sterling) yan and stephen p. ferris* this draft: august 2004 ____________________________________*…
8/2/2019 liquidity risk of corporate bond returns preview 1/48liquidity risk of corporate bond returnsviral v. acharya, yakov amihud and sreedhar bharathfirst draft: may…
1 erb-harvey-viskanta--expected returns and volatility: february 7, 1996. expected returns and volatility in 135 countries projected returns and variances in countries with…
working paper seriesfe d er al r es er ve b an k o f a tl an ta expected returns to stock investments by angel investors in groups ramon p. degennaro and gerald p. dwyer…