Artículos de revistas sobre el tema "Illiquidity cost"
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Ortiz-Molina, Hernán y Gordon M. Phillips. "Real Asset Illiquidity and the Cost of Capital". Journal of Financial and Quantitative Analysis 49, n.º 1 (febrero de 2014): 1–32. http://dx.doi.org/10.1017/s0022109014000210.
Texto completoLambert, Richard A. y Robert E. Verrecchia. "Information, Illiquidity, and Cost of Capital". Contemporary Accounting Research 32, n.º 2 (29 de septiembre de 2014): 438–54. http://dx.doi.org/10.1111/1911-3846.12078.
Texto completoBelkhir, Mohamed, Mohsen Saad y Anis Samet. "Stock extreme illiquidity and the cost of capital". Journal of Banking & Finance 112 (marzo de 2020): 105281. http://dx.doi.org/10.1016/j.jbankfin.2018.01.005.
Texto completoDziwok, Ewa y Marta A. Karaś. "Systemic Illiquidity Noise-Based Measure—A Solution for Systemic Liquidity Monitoring in Frontier and Emerging Markets". Risks 9, n.º 7 (1 de julio de 2021): 124. http://dx.doi.org/10.3390/risks9070124.
Texto completoLindsey, Richard R. y Andrew B. Weisman. "Forced Liquidations, Fire Sales, and the Cost of Illiquidity". Journal of Private Equity 20, n.º 1 (30 de noviembre de 2016): 45–57. http://dx.doi.org/10.3905/jpe.2016.20.1.045.
Texto completoLindsey, Richard R. y Andrew B. Weisman. "Forced Liquidations, Fire Sales, and the Cost of Illiquidity". Journal of Portfolio Management 42, n.º 2 (31 de enero de 2016): 43–55. http://dx.doi.org/10.3905/jpm.2016.42.2.043.
Texto completoRogers, L. C. G. y Surbjeet Singh. "THE COST OF ILLIQUIDITY AND ITS EFFECTS ON HEDGING". Mathematical Finance 20, n.º 4 (22 de septiembre de 2010): 597–615. http://dx.doi.org/10.1111/j.1467-9965.2010.00413.x.
Texto completoEnow, Samuel Tabot. "Exploring illiquidity risk pre and during the COVID-19 pandemic era: Evidence from international financial markets". Journal of Accounting and Investment 24, n.º 3 (23 de junio de 2023): 676–82. http://dx.doi.org/10.18196/jai.v24i3.18139.
Texto completoROCH, ALEXANDRE y H. METE SONER. "RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY". International Journal of Theoretical and Applied Finance 16, n.º 06 (septiembre de 2013): 1350037. http://dx.doi.org/10.1142/s0219024913500374.
Texto completoSorokin, Yegor y Hyejin Ku. "Option replication in discrete time with the cost of illiquidity". Communications in Mathematical Sciences 14, n.º 7 (2016): 1947–62. http://dx.doi.org/10.4310/cms.2016.v14.n7.a8.
Texto completoChen, Jiayuan, Di Gong y Cal Muckley. "Stock market illiquidity, bargaining power and the cost of borrowing". Journal of Empirical Finance 58 (septiembre de 2020): 181–206. http://dx.doi.org/10.1016/j.jempfin.2020.06.001.
Texto completoNguyen, Hazel Thu-Hien. "Stock Market Liquidity: Financially Constrained Firms and Share Repurchase". Accounting and Finance Research 6, n.º 4 (14 de septiembre de 2017): 130. http://dx.doi.org/10.5430/afr.v6n4p130.
Texto completoSaeed, Sadia, Saif ul Mujahid Shah y Saadullah Shah. "Liquidity Risks and Asset Pricing: Evidence from Developed and Emerging Markets". Journal of Independent Studies and Research-Management, Social Sciences and Economics 18, n.º 2 (31 de diciembre de 2020): 65–86. http://dx.doi.org/10.31384/jisrmsse/2020.18.2.5.
Texto completoGoyal, Gauri. "Practical Applications of Forced Liquidations, Fire Sales, and the Cost of Illiquidity". Practical Applications 3, n.º 4 (30 de abril de 2016): 1.6–5. http://dx.doi.org/10.3905/pa.2016.3.4.148.
Texto completoAsem, Ebenezer, Jessica Chung, Xin Cui y Gloria Y. Tian. "Liquidity, investor sentiment and price discount of SEOs in Australia". International Journal of Managerial Finance 12, n.º 1 (1 de febrero de 2016): 25–51. http://dx.doi.org/10.1108/ijmf-10-2013-0106.
Texto completoCheng, Ping, Zhenguo Lin y Yingchun Liu. "Illiquidity, transaction cost, and optimal holding period for real estate: Theory and application". Journal of Housing Economics 19, n.º 2 (junio de 2010): 109–18. http://dx.doi.org/10.1016/j.jhe.2010.03.002.
Texto completoRahman, Abdul y Prabina Rajib. "Index Revisions, Stock Liquidity and the Cost of Equity Capital". Global Business Review 19, n.º 4 (28 de mayo de 2018): 1072–89. http://dx.doi.org/10.1177/0972150918773005.
Texto completoGhaidarov, Stillian. "Analytical Bound on the Cost of Illiquidity for Equity Securities Subject to Sale Restrictions". Journal of Derivatives 21, n.º 4 (31 de mayo de 2014): 31–48. http://dx.doi.org/10.3905/jod.2014.21.4.031.
Texto completoEnow, Samuel Tabot. "Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets". International Journal of Economics and Financial Issues 13, n.º 1 (14 de enero de 2023): 1–6. http://dx.doi.org/10.32479/ijefi.13752.
Texto completoNguyen, Ha D. y Huong T. H. Dang. "Bond liquidity, risk taking and corporate innovation". International Journal of Managerial Finance 16, n.º 1 (23 de septiembre de 2019): 101–19. http://dx.doi.org/10.1108/ijmf-02-2019-0060.
Texto completoCHRISTODOULOU, PANAGIOTIS, NILS DETERING y THILO MEYER-BRANDIS. "LOCAL RISK-MINIMIZATION WITH MULTIPLE ASSETS UNDER ILLIQUIDITY WITH APPLICATIONS IN ENERGY MARKETS". International Journal of Theoretical and Applied Finance 21, n.º 04 (junio de 2018): 1850028. http://dx.doi.org/10.1142/s0219024918500280.
Texto completoChaieb, Ines, Vihang Errunza y Rajna Gibson Brandon. "Measuring Sovereign Bond Market Integration". Review of Financial Studies 33, n.º 8 (19 de septiembre de 2019): 3446–91. http://dx.doi.org/10.1093/rfs/hhz107.
Texto completoAnderson, Anthony Jerome y Michael Stuart Long. "Explaining the On-The-Run Puzzle with Corporate Bonds". Review of Pacific Basin Financial Markets and Policies 20, n.º 02 (24 de mayo de 2017): 1750008. http://dx.doi.org/10.1142/s0219091517500084.
Texto completoJin, Chenjia. "Research on the Applications of Neural Network Algorithms in Deep Hedging". Applied and Computational Engineering 2, n.º 1 (22 de marzo de 2023): 714–20. http://dx.doi.org/10.54254/2755-2721/2/20220659.
Texto completoDömötör, Barbara y Kata Váradi. "Stock market stress from the central counterparty’s perspective". Studies in Economics and Finance 36, n.º 1 (30 de mayo de 2019): 51–62. http://dx.doi.org/10.1108/sef-03-2016-0063.
Texto completoHaveman, Robert H. y David L. Weimer. "Public Policy Induced Changes in Employment: Valuation Issues for Benefit-Cost Analysis". Journal of Benefit-Cost Analysis 6, n.º 1 (2015): 112–53. http://dx.doi.org/10.1017/bca.2015.5.
Texto completoIklimatu Adamu Umar, Ibrahim Hussaini y Abubakar Yahaya Halad. "Working Capital Management and Firm Profitability: An Empirical Review". Management Journal for Advanced Research 3, n.º 3 (17 de junio de 2023): 10–18. http://dx.doi.org/10.54741/mjar.3.3.2.
Texto completoNarasimhan, M. S. y Shalu Kalra. "The Impact of Derivative Trading on the Liquidity of Stocks". Vikalpa: The Journal for Decision Makers 39, n.º 3 (julio de 2014): 51–66. http://dx.doi.org/10.1177/0256090920140304.
Texto completoMarozva, Godfrey y Patricia Lindelwa Makoni. "The nexus between bond liquidity, stock liquidity and foreign portfolio investment". International Journal of Finance & Banking Studies (2147-4486) 10, n.º 3 (17 de septiembre de 2021): 92–103. http://dx.doi.org/10.20525/ijfbs.v10i3.1348.
Texto completoChavalle, Luc y Luis Chavez-Bedoya. "The impact of transaction costs in portfolio optimization". Journal of Economics, Finance and Administrative Science 24, n.º 48 (4 de noviembre de 2019): 288–311. http://dx.doi.org/10.1108/jefas-12-2017-0126.
Texto completoKozyr, Yuri. "Liquidity phenomenon: Essence, criteria, properties and impact on the market and investment value of assets". Economics and the Mathematical Methods 58, n.º 1 (2022): 48. http://dx.doi.org/10.31857/s042473880018961-6.
Texto completoTin, Tong Trung y John Francis T. Diaz. "Determinants of Banks’ Capital Structure: Evidence from Vietnamese Commercial Banks". Asian Journal of Finance & Accounting 9, n.º 1 (1 de junio de 2017): 351. http://dx.doi.org/10.5296/ajfa.v9i1.11150.
Texto completoAbbott, Ashok Bhardwaj. "Cost of Illiquidity: Marketability and Liquidity Discounts in a Margrabe Exchange Option Framework". Journal of Forensic Accounting Research, 1 de septiembre de 2023, 1–30. http://dx.doi.org/10.2308/jfar-2023-006.
Texto completoHerath, H. M. K. M. y S. M. R. K. Samarakoon. "Role of Liquidity Risk in Asset Pricing: Evidence from Sri Lanka". Proceedings of International Conference on Business Management 17 (19 de septiembre de 2021). http://dx.doi.org/10.31357/icbm.v17.5135.
Texto completoAmihud, Yakov y Shai Levi. "The Effect of Stock Liquidity on the Firm’s Investment and Production". Review of Financial Studies, 13 de junio de 2022. http://dx.doi.org/10.1093/rfs/hhac036.
Texto completoGhaidarov, Stillian. "The Cost of Illiquidity for Private Equity Investments". SSRN Electronic Journal, 2009. http://dx.doi.org/10.2139/ssrn.1525666.
Texto completoOrtiz-Molina, Hernan y Gordon M. Phillips. "Real Asset Illiquidity and the Cost of Capital". SSRN Electronic Journal, 2011. http://dx.doi.org/10.2139/ssrn.1413780.
Texto completoStereńczak, Szymon. "Illiquidity and stock returns: the moderating role of investors' holding period in Central and Eastern European markets". International Journal of Emerging Markets, 28 de octubre de 2022. http://dx.doi.org/10.1108/ijoem-01-2022-0125.
Texto completoRoch, Alexandre y Halil Mete Soner. "Resilient Price Impact of Trading and the Cost of Illiquidity". SSRN Electronic Journal, 2011. http://dx.doi.org/10.2139/ssrn.1923840.
Texto completoGoyal, Amit, Avanidhar Subrahmanyam y Bhaskaran Swaminathan. "Illiquidity and the Cost of Equity Capital: Evidence from Actual Estimates of Capital Cost". SSRN Electronic Journal, 2021. http://dx.doi.org/10.2139/ssrn.3905830.
Texto completoChipunza, Kudakwashe J. y Kerry McCullough. "The impact of internationalisation on stock liquidity and volatility: Evidence from the Johannesburg Stock Exchange". Journal of Economic and Financial Sciences 11, n.º 1 (9 de abril de 2018). http://dx.doi.org/10.4102/jef.v11i1.161.
Texto completoGhaidarov, Stillian. "Arbitrage-Free Analytical Bound on the Cost of Illiquidity in Equity Markets". SSRN Electronic Journal, 2010. http://dx.doi.org/10.2139/ssrn.2127425.
Texto completoDimmock, Stephen G., Neng Wang y Jinqiang Yang. "The Endowment Model and Modern Portfolio Theory". Management Science, 28 de abril de 2023. http://dx.doi.org/10.1287/mnsc.2023.4759.
Texto completoGoyal, Amit, Avanidhar Subrahmanyam y Bhaskaran Swaminathan. "Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data". Review of Financial Economics, 6 de julio de 2023. http://dx.doi.org/10.1002/rfe.1179.
Texto completoBlanc-Blocquel, Augusto, Luis Ortiz-Gracia y Rodolfo Oviedo. "Hedging At-the-money Digital Options Near Maturity". Methodology and Computing in Applied Probability 25, n.º 1 (10 de febrero de 2023). http://dx.doi.org/10.1007/s11009-023-10013-6.
Texto completoChen, Jiayuan y Cal B. Muckley. "Does Stock Market Illiquidity Influence the Cost of Borrowing? Evidence from Syndicated Loans". SSRN Electronic Journal, 2016. http://dx.doi.org/10.2139/ssrn.2887049.
Texto completoPani, Victor, Ricardo Leal y Raphael Moses Roquete. "DO MULTIFACTOR MODELS CONTRIBUTE TO ESTIMATE THE COST OF EQUITY CAPITAL IN BRAZIL?" BASE - Revista de Administração e Contabilidade da Unisinos 20, n.º 2 (28 de agosto de 2023). http://dx.doi.org/10.4013/base.2023.202.03.
Texto completoBradford, C. Steven. "Regulating Investment Crowdfunding: Small Business Capital Formation and Investor Protection". Zeitschrift für Bankrecht und Bankwirtschaft 27, n.º 6 (15 de enero de 2015). http://dx.doi.org/10.15375/zbb-2015-0603.
Texto completo"Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios". Journal of Trading, 1 de noviembre de 2018. http://dx.doi.org/10.3905/jot.2018.13.4.062.
Texto completoTauseef, Sana y Philippe Dupuy. "Pakistan: a study of market's returns and anomalies". Journal of Economics, Finance and Administrative Science, 15 de marzo de 2022. http://dx.doi.org/10.1108/jefas-06-2021-0098.
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