Liquidity premium

Results: 58



#Item
1The TIPS Liquidity Premium Martin M. Andreasen† Jens H. E. Christensen‡ Kevin Cook§ Simon Riddell∗

The TIPS Liquidity Premium Martin M. Andreasen† Jens H. E. Christensen‡ Kevin Cook§ Simon Riddell∗

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Source URL: www.cb.cityu.edu.hk

- Date: 2016-07-08 00:03:44
    2A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR

    A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change Harald Hau∗ INSEAD and CEPR

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2009-01-27 08:14:37
    3An Estimate of the Liquidity Premium

    An Estimate of the Liquidity Premium

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    Source URL: www.econ.ohio-state.edu

    Language: English - Date: 2012-01-12 12:02:16
    4CG_LSAP_and_TIPS_liquidity_20160107_JC.dvi

    CG_LSAP_and_TIPS_liquidity_20160107_JC.dvi

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 00:16:38
    5PRICING METHODOLOGY 1. Remaco Pricing Methodology RDL provides pricing indications for bond coupons, bonds being issued at par (100%). The coupon is determined accordingly. Since investors participate in a tender process

    PRICING METHODOLOGY 1. Remaco Pricing Methodology RDL provides pricing indications for bond coupons, bonds being issued at par (100%). The coupon is determined accordingly. Since investors participate in a tender process

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    Source URL: www.remacodirect.com

    Language: English - Date: 2016-07-20 05:35:00
    6The illiquidity premium: International evidence Yakov Amihuda,+, Allaudeen Hameedb,*, Wenjin Kangc, and Huiping Zhangd a Stern School of Business, New York University, United States NUS Business School, National Unive

    The illiquidity premium: International evidence Yakov Amihuda,+, Allaudeen Hameedb,*, Wenjin Kangc, and Huiping Zhangd a Stern School of Business, New York University, United States NUS Business School, National Unive

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    Source URL: bizfaculty.nus.edu

    Language: English - Date: 2015-03-02 21:48:57
    7Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗

    Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 00:05:43
    8Video Traders face many challenges today, including fragmentation and scarce liquidity. In an environment where simplicity and transparency are at a premium, trading electronically can be critical. But with approximatel

    Video Traders face many challenges today, including fragmentation and scarce liquidity. In an environment where simplicity and transparency are at a premium, trading electronically can be critical. But with approximatel

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    Source URL: www.bofaml.com

    Language: English - Date: 2016-05-18 13:53:49
    9Research Report Liquidity Premium Literature review of theoretical and empirical evidence John Hibbert, Axel Kirchner, Gavin Kretzschmar, Alexander McNeil

    Research Report Liquidity Premium Literature review of theoretical and empirical evidence John Hibbert, Axel Kirchner, Gavin Kretzschmar, Alexander McNeil

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    Source URL: www.macs.hw.ac.uk

    Language: English - Date: 2009-11-05 08:40:52
      10Stock Price Jumps and Cross-Sectional Return Predictability George J. Jiang and Tong Yao ∗

      Stock Price Jumps and Cross-Sectional Return Predictability George J. Jiang and Tong Yao ∗

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      Source URL: www.q-group.org

      Language: English - Date: 2016-03-25 20:51:25