Works matching DE "ILLIQUID assets"

Results: 96

Taxation and Liquidity.

Published in:

Yale Law Journal, 2011, v. 120, n. 7, p. 1682

By:

Listokin, Yair

Publication type:

Article

LİKİDİTE RİSKİ VE FİNANSAL PERFORMANS İLİŞKİSİ: ÖZEL VE YABANCI SERMAYELİ BANKALAR İÇİN KARŞILAŞTIRMALI BİR ANALİZ.

Published in:

Adıyaman Üniversitesi Sosyal Bilimler Enstitisü Dergisi, 2023, v. 16, n. 45, p. 600, doi. 10.14520/adyusbd.1356291

By:

ALEV, Nigar

Publication type:

Article

Illiquid Assets and the Opacity Discount in Banks' Valuation.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2021, v. 24, n. 4, p. 1, doi. 10.1142/S0219091521500284

By:

Anselmi, Giulio

Publication type:

Article

Arbitrage asymmetry, mispricing and the illiquidity premium.

Published in:

European Financial Management, 2024, v. 30, n. 4, p. 1829, doi. 10.1111/eufm.12462

By:

Wang, Feifei;
Zheng, Lingling

Publication type:

Article

Dynamic Liquidity Management by Corporate Bond Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 5, p. 1622, doi. 10.1017/S0022109020000460

By:

Jiang, Hao;
Li, Dan;
Wang, Ashley

Publication type:

Article

Pricing Liquidity Risk with Heterogeneous Investment Horizons.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 2, p. 373, doi. 10.1017/S0022109020000137

By:

Beber, Alessandro;
Driessen, Joost;
Neuberger, Anthony;
Tuijp, Patrick

Publication type:

Article

Intermediation in Private Equity: The Role of Placement Agents.

Published in:

Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 4, p. 1095, doi. 10.1017/S0022109019000371

By:

Cain, Matthew D.;
McKeon, Stephen B.;
Solomon, Steven Davidoff

Publication type:

Article

Cyclicality of bank liquidity creation.

Published in:

BOFIT Discussion Papers, 2017, n. 5, p. 4

By:

Davydov, Denis;
Fungáčová, Zuzana;
Weill, Laurent

Publication type:

Article

Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage.

Published in:

IMF Economic Review, 2014, v. 62, n. 4, p. 606, doi. 10.1057/imfer.2014.26

By:

Acharya, Viral V;
Tuckman, Bruce

Publication type:

Article

Do illiquid stocks jump more frequently?

Published in:

Applied Economics, 2019, v. 51, n. 25, p. 2764, doi. 10.1080/00036846.2018.1558357

By:

Kunsteller, Sebastian;
Müller, Janis;
Posch, Peter N.

Publication type:

Article

Machine Learning for liquidity classification and its applications to portfolio selection.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2024, v. 22, n. 2, p. 1, doi. 10.12660/rbfin.v22n2.2024.90713

By:

Abensur, Eder

Publication type:

Article

Apreçamento de debêntures ilíquidas combinando técnicas de aprendizado não supervisionado e supervisionado.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2021, v. 19, n. 4, p. 1, doi. 10.12660/rbfin.v19n4.2021.81860

By:

Sousa Zuppini, Marcela;
de Campos Pinto, Afonso;
Yathie Matsumoto, Élia

Publication type:

Article

Real estate debt, the Devil and U.S. national banks.

Published in:

Housing Finance International, 2018, v. 32, n. 3, p. 15

By:

Pollock, Alex J.

Publication type:

Article

Financial Stability Regulation under Borrowing and Liquidity Externalities.

Published in:

Journal of the European Economic Association, 2021, v. 19, n. 2, p. 1000, doi. 10.1093/jeea/jvaa014

By:

Lutz, Flora;
Pichler, Paul

Publication type:

Article

Les cryptoactifs, clé de la liquidité ?

Published in:

Revue du Financier, 2020, v. 42, n. 239-241, p. 51

By:

Rouby, Grégoire;
Kepeneghian, Mark

Publication type:

Article

Optimal execution strategy in liquidity framework.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1364902

By:

Benazzoli, Chiara;
Di Persio, Luca;
McMillan, David

Publication type:

Article

The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks.

Published in:

Statistics & Risk Modeling, 2017, v. 34, n. 3/4, p. 113, doi. 10.1515/strm-2015-0030

By:

Feinstein, Zachary;
El-Masri, Fatena

Publication type:

Article

Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession.

Published in:

American Economic Review, 2020, v. 110, n. 6, p. 1603, doi. 10.1257/aer.20170772

By:

Garriga, Carlos;
Hedlund, Aaron

Publication type:

Article

Probabilidad de incumplimiento en inversiones de infraestructura: análisis a partir de modelos estructurales de riesgo de crédito.

Published in:

Revista de Metodos Cuantitativos para la Economia y la Empresa, 2020, v. 30, p. 327, doi. 10.46661/revmetodoscuanteconempresa.3508

By:

Zapata Quimbayo, CARLOS ANDRÉS

Publication type:

Article

SCARCITY AMIDST WEALTH: THE LAW, FINANCE, AND CULTURE OF ELITE UNIVERSITY ENDOWMENTS IN FINANCIAL CRISIS.

Published in:

Stanford Law Review, 2011, v. 63, n. 3, p. 699

By:

Conti-Brown, Peter

Publication type:

Article

Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies.

Published in:

Our Economy / Nase Gospodarstvo, 2019, v. 65, n. 3, p. 23, doi. 10.2478/ngoe-2019-0011

By:

Lambrev, Dimitar

Publication type:

Article

Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk.

Published in:

Econometrica, 2019, v. 87, n. 1, p. 255, doi. 10.3982/ECTA13601

By:

Bayer, Christian;
Luetticke, Ralph;
Pham‐Dao, Lien;
Tjaden, Volker

Publication type:

Article

Capital income jumps and wealth distribution.

Published in:

Quantitative Economics, 2024, v. 15, n. 4, p. 1197, doi. 10.3982/QE2096

By:

Benhabib, Jess;
Cui, Wei;
Miao, Jianjun

Publication type:

Article

Supply Chain Finance, Performance and Risk: How Do SMEs Adjust Their Buyer-Supplier Relationship for Competitiveness?

Published in:

Journal of Competitiveness, 2021, n. 4, p. 78, doi. 10.7441/joc.2021.04.05

By:

Feng Liu;
Ming jie Fang;
Kwangtae Park;
Xuesheng Chen

Publication type:

Article

THE INTERSECTION OF NFTS AND STRUCTURED FINANCE.

Published in:

Boston University Law Review, 2023, v. 103, n. 4, p. 1005

By:

ODINET, CHRISTOPHER K.;
TOSATO, ANDREA

Publication type:

Article

Bitcoin: A life in crises.

Published in:

PLoS ONE, 2022, v. 17, n. 9, p. 1, doi. 10.1371/journal.pone.0274165

By:

Tarassov, Jevgeni;
Houlié, Nicolas

Publication type:

Article

Effects of macro-financial shocks on bank liquidity creation: evidence from Mongolia.

Published in:

Journal of the Asia Pacific Economy, 2024, v. 29, n. 3, p. 1165, doi. 10.1080/13547860.2022.2153479

By:

Doojav, Gan-Ochir;
Purevdorj, Munkhbayar

Publication type:

Article

The Case Against Time-Weighted Return for Alternative Investments.

Published in:

Journal of Performance Measurement, 2016, v. 21, n. 2, p. 6

By:

Peterson, Timothy F.

Publication type:

Article

Factor-Based Asset Allocation and Illiquid Investments.

Published in:

Journal of Performance Measurement, 2015, v. 20, n. 1, p. 57

By:

diBartolomeo, Dan

Publication type:

Article

Identifying changing taste from demand data via golden eggs.

Published in:

Social Choice & Welfare, 2020, v. 54, n. 1, p. 47, doi. 10.1007/s00355-019-01211-8

By:

Barokas, Guy

Publication type:

Article

Dividends as a signalling mechanism: the case of illiquid stock markets.

Published in:

IMA Journal of Management Mathematics, 2007, v. 18, n. 1, p. 75, doi. 10.1093/imaman/dpl011

By:

González, Maximiliano;
Zamudio, Luis

Publication type:

Article

Michael Gottlieb | The Brooklyn Rail.

Published in:

Brooklyn Rail, 2024, p. N.PAG

By:

Gottlieb, Michael

Publication type:

Article

A subdiffusive stochastic volatility jump model.

Published in:

Quantitative Finance, 2023, v. 23, n. 6, p. 979, doi. 10.1080/14697688.2023.2199959

By:

Dupret, Jean-Loup;
Hainaut, Donatien

Publication type:

Article

The impact of CoCo bonds on systemic risk considering liquidity risk.

Published in:

Quantitative Finance, 2022, v. 22, n. 2, p. 385, doi. 10.1080/14697688.2021.1909113

By:

Li, Ping;
Guo, Yanhong;
Meng, Hui

Publication type:

Article

Implications of Blockchain on the Audit.

Published in:

CPA Journal, 2020, v. 90, n. 2, p. 38

By:

Brown, Brandon;
Goss, Jeremy;
Solanki, Jagruit;
Steele, Amy;
Beers, Ami Solanki

Publication type:

Article

Entangling Credit and Funding Shocks in Interbank Markets.

Published in:

PLoS ONE, 2016, v. 11, n. 8, p. 1, doi. 10.1371/journal.pone.0161642

By:

Cimini, Giulio;
Serri, Matteo

Publication type:

Article

Optimal liquidity policy with shadow banking.

Published in:

Economic Theory, 2019, v. 68, n. 4, p. 967, doi. 10.1007/s00199-018-1152-6

By:

Grochulski, Borys;
Zhang, Yuzhe

Publication type:

Article

Inefficient liquidity provision.

Published in:

Economic Theory, 2018, v. 66, n. 1, p. 213, doi. 10.1007/s00199-017-1059-7

By:

Geanakoplos, John;
Walsh, Kieran James

Publication type:

Article

Modeling Dollar Losses for Non-tradable/Illiquid Risks.

Published in:

Journal of Financial Education, 2015, v. 41, n. 2, p. 104

By:

Prakash, Puneet;
Salandro, Dan

Publication type:

Article

A Structural Model of Credit Risk for Illiquid Debt.

Published in:

Journal of Fixed Income, 2016, v. 26, n. 1, p. 6, doi. 10.3905/jfi.2016.26.1.006

By:

BLANC-BRUDE, FRÉDÉRIC;
HASAN, MAJID

Publication type:

Article

Present Bias Amplifies the Household Balance-Sheet Channels of Macroeconomic Policy.

Published in:

Quarterly Journal of Economics, 2025, v. 140, n. 1, p. 691, doi. 10.1093/qje/qjae026

By:

Maxted, Peter;
Laibson, David;
Moll, Benjamin

Publication type:

Article

A closed-form pricing formula for European options in an illiquid asset market.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00337-6

By:

Pasricha, Puneet;
Zhu, Song-Ping;
He, Xin-Jiang

Publication type:

Article

A closed-form pricing formula for European options in an illiquid asset market.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00337-6

By:

Pasricha, Puneet;
Zhu, Song-Ping;
He, Xin-Jiang

Publication type:

Article

Risk and Return of Illiquid Investments: A Trade-off for Superannuation Funds Offering Transferable Accounts.

Published in:

Economic Record, 2015, v. 91, n. 295, p. 463, doi. 10.1111/1475-4932.12209

By:

Cummings, James R.;
Ellis, Katrina

Publication type:

Article

Keeping the Farm: Estate Tax Deferral and Closely Held Business Owners.

Published in:

Columbia Journal of Law & Social Problems, 2007, v. 41, n. 2, p. 177

By:

LaPorte, Leah

Publication type:

Article

Bir Finansal Araç Olarak Menkul Kıymetleştirme ve Muhasebesi.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2019, v. 33, n. 111, p. 319, doi. 10.33203/mfy.525834

By:

BOYDAŞ HAZAR, Hülya;
KOMŞUOĞLU YILMAZ, Nurgün

Publication type:

Article

Precautionary Saving and Liquidity Shortage.

Published in:

Sustainability (2071-1050), 2023, v. 15, n. 3, p. 2373, doi. 10.3390/su15032373

By:

He, Guohua;
Hu, Zirun

Publication type:

Article

The Illiquidity Premium and Commonality in the Illiquidity Premium: Evidence from Indian Actively Managed Equity Funds and Stock Market.

Published in:

Global Business & Management Research, 2022, v. 14, p. 733

By:

Kumar, Suresh;
Nor, Eliza;
Azman, Nik Hadiyan Nik

Publication type:

Article

A multi-asset investment and consumption problem with transaction costs.

Published in:

Finance & Stochastics, 2019, v. 23, n. 3, p. 641, doi. 10.1007/s00780-019-00391-6

By:

Hobson, David;
Tse, Alex S. L.;
Zhu, Yeqi

Publication type:

Article

Optimal Market Dealing Under Constraints.

Published in:

Journal of Optimization Theory & Applications, 2017, v. 173, n. 1, p. 313, doi. 10.1007/s10957-016-1040-9

By:

Chevalier, Etienne;
Gaïgi, M'hamed;
Ly Vath, Vathana;
Mnif, Mohamed

Publication type:

Article