%5BIMF%20Working%20Papers%5D%20Global%20Liquidity%20and%20Asset%20Prices%3A%20Measurement%2C%20Implications%2C%20and%20Spillovers.pdf
A Perspective on Liquidity Risk and Horizon Uncertainty.pdf
A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices.pdf
A Skeptical Appraisal of Robust Asset Pricing Tests.pdf
A_new_method_for_estimating_liquidity_risk_insights_from_a_liquidity_adjusted_CAPM_framework.pdf
Alphabetic Bias, Investor Recognition, and Trading Behavior.pdf
An Econometric Analysis of Intra-daily Stock Market Liquidity, Volatility and News Impacts.pdf
An Empirical Analysis of Stock and Bond Market Liquidity.pdf
An Information-Based Theory of Time-Varying Liquidity.pdf
Analyst Disagreement, Mispricing, and Liquidity.pdf
Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State.pdf
Anomalies across the globe Once public, no longer existent.pdf
Are Reports of Betas Death premature.pdf
Asset Pricing Models and Financial Market Anomalies.pdf
Asset Pricing with Downside Liquidity Risks.pdf
Asset Pricing with Extreme Liquidity Risk_Ying Wu.pdf
COVID-19 and the Stock Market Liquidity, Pricing Efficiency, and Tra.pdf
Can hedge funds time market liquidity.pdf
Caveat Compounder A Warning about Using the Daily CRSP Equal-Weighted Index to Compute Long-Run Excess Returns.pdf
Comparing asset pricing models an investment perspective.pdf
Conditional portfolio allocation Does aggregate market liquidity matter.pdf
Counterparty and liquidity risks in exchange-traded funds.pdf
Cross-sectional Variation in Stock Returns Liquidity and Idiosyncratic Risk.pdf
Die Volatilität von Finanzmarktdaten.pdf
Does Academic Research Destroy Stock Return Predictability.pdf
Dynamic Hedging, Positive Feedback, and General Equilibrium.pdf
Evaporating Liquidity.pdf
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns.pdf
Explaining the Magnitude of Liquidity Premia The Roles of Return Predictability, Wealth Shocks, and State-Dependent Transaction Costs.pdf
Exploiting Factor Autocorrelation to Improve Risk Adjusted Returns.pdf
Extreme Downside Liquidity Risk.pdf
FINANCIAL STABILITY REVIEW.pdf
Fama-MacBeth 1973 Replication and Extension.pdf
Financial econometrics Past developments and future challenges.pdf
Flight-to-Quality or Flight-to-Liquidity Evidence from the Euro-Area Bond Market.pdf
Home Bias, an Academic Puzzle.pdf
Idiosyncratic Risk and Security Returns.pdf
Idiosyncratic Risk matters.pdf
Illiquidity Premia in Asset Returns An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios.pdf
Inter-temporal variation in the illiquidity premium.pdf
International Stock Market Liquidity A Review.pdf
Interpreting t‐Statistics Under Publication Bias Rough Rules of Thumb.pdf
Investment, Uncertainty, and Liquidity.pdf
Is Liquidity Risk Priced Theory and Evidence.pdf
Is There a Replication Crisis in Finance.pdf
Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications.pdf
Liquidity A hidden gem of factor investing.pdf
Liquidity Coinsurance, Moral Hazard, and Financial Contagion.pdf
Liquidity Premia and Transaction Costs.pdf
Liquidity Premium Literaure Review.pdf
Liquidity Premium and Transaction Cost20.pdf
Liquidity Risk and the Dynamics of Arbitrage Capital.pdf
Liquidity Risk and the Global Economy.pdf
Liquidity and Autocorrelations in Individual Stock Returns.pdf
Liquidity and Expected Returns Lessons from Emerging Markets.pdf
Liquidity in the Foreign Exchange Market Measurement, Commonality, and Risk Premiums.pdf
Liquidity provision and stock return predictability.pdf
Liquidity risk and stock returns around the world.pdf
Liquidity risk and the cross-section of hedge-fund returns.pdf
Liquidity shocks, governance, systemic risk and financial stability.pdf
Mandatory Portfolio Disclosure, Stock Liquidity, and Mutual Fund Performance.pdf
Market Liquidity and Funding Liquidity.pdf
Market Liquidity and Trading Activity.pdf
Market Maturity and Mispricing.pdf
Measurement of Liquidity Risk in the context of market risk calculation.pdf
Measuring Liquidity Mismatch in the Banking Sector.pdf
Measuring liquidity risk effects on carry trades across currencies and regimes.pdf
Measuring the liquidity part of volume.pdf
Michel, Alexandra - Transcending Socialization I A 9 Year Ethnography of the Bodys Role in Organizational Control and Knowledge Workers Transformation Kopie.pdf
Micro(structure) before macro The predictive power of aggregate illiquidity for stock returns and economic activity.pdf
Noise as Information for Illiquidity.pdf
Pricing of liquidity risks Evidence from multiple liquidity measures.pdf
Pricing the commonality across alternative measures of liquidity.pdf
Profitability of Momentum Strategies An Evaluation of Alternative Explanations.pdf
Public information arrival Price discovery and liquidity in electronic limit order markets.pdf
Reprint of Market liquidity in the financial crisis The role of liquidity commonality and flight-to-quality.pdf
Stock Market Declines and Liquidity.pdf
Stock Market Liquidity Determinants and Implications.pdf
Stock Market Liquidity and the Business Cycle.pdf
The Cross-Section of Expected Stock Returns What Have We Learnt from the Past Twenty-Five Years of Research.pdf
The LIX A model-independent liquidity index.pdf
The alpha factor asset pricing model A parable.pdf
The components of the illiquidity premium An empirical analysis of US stocks 1927 2010.pdf
The econometrics of financial markets.pdf
The illiquidity premium International evidence.pdf
The world price of liquidity risk.pdf
ThePricingOf systematic liquidityRisk Empirical evidence from the US-Stock market.pdf
Theory-Based Illiquidity and Asset Pricing.pdf
Time Series and Cross‐Sectional Properties of Equity Market Liquidity with Applications to the Financial Crisis..pdf
Time-SeriesAndCross-SectionalT.pdf
Time-Varying Liquidity Risk and the Cross Section of Stock Returns.pdf
Trading Activity, Illiquidity Costs and Stock Returns.pdf
Trading Costs and Returns for US Equities The Evidence from Daily Data.pdf
Transaction costs, liquidity risk, and the CCAPM.pdf
Understanding commonality in liquidity around the world.pdf
What explains the dynamics of 100 anomalies.pdf
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