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Essays on illiquidity premium
(2014-05-23)
This dissertation is composed of three related essays on the relationship between illiquidity and returns. Chapter 1 describes the time-series properties of the relationship between market illiquidity and market return ...
The illiquidity component of corporate bond spreads
(2017)
We find that illiquidity remains a major factor in explaining corporate spreads. Illiquidity is second only to the credit risk itself. This effect is surprising given that the corporate debt trading activity has more than ...
O papel da liquidez/iliquidez no retorno das ações: análise do mercado brasileiro no período entre 1995 e 2010
(Universidade Federal de Santa MariaBRAdministraçãoUFSMPrograma de Pós-Graduação em Administração, 2012-05-15)
The influence of liquidity / illiquidity on the return on assets has been widely researched in last years, from both individual assets and market perspectives.Given the evidence that the liquidity / illiquidity is a ...
Settlement of JudgmentLiquidación de sentencia
(Universidad Católica del Uruguay, 2018)
Equilibrium option pricing and market incompleteness driven by illiquidity
(Escola de Pós-Graduação em Economia da FGV, 2001-07-26)
Credit spreads in illiquid markets: model and implementation
(M.E. SHARPE, 2012)
Do earnings management and institutional ownership affect stock market liquidity?
(Universidad del Zulia, 2019)
Apreçamento de debêntures ilíquidas utilizando redes neurais e clustering
(2018-08-20)
A marcação a mercado de ativos ilíquidos é um desafio, dada a escassez de informações e negociações no mercado que possam indicar qual deve ser o seu preço justo. As debêntures, que são ativos de renda fixa do mercado ...