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484,509
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393,865
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226,776
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68,968
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JEL Code: G10
1,449,381 Total downloads
Showing Papers 2,251 - 2,300 of 4,443
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Limited Attention and Asset Price Efficiency: Evidence from NYSE Opening and Closing Ceremonies
Steve Crawford
and
Shastri Sandy
Rice University
and
University of Missouri
Date Posted: March 16, 2013
Last Revised: April 16, 2013
Working Paper Series
41 downloads
Limited Stock Market Participation and Asset Prices in a Dynamic Economy
EFMA 2003 Helsinki Meetings
Hui Guo
University of Cincinnati - Department of Finance - Real Estate
Date Posted: June 12, 2003
Working Paper Series
260 downloads
Linear and Nonlinear Granger Causality: Evidence from the FT-SE 100 Stock Index Futures and Cash Markets
Abhay Abhyankar
University of Exeter Business School, University of Exeter
Date Posted: December 20, 1998
Working Paper Series
Linear Beta Pricing with Inefficient Benchmarks
Quarterly Journal of Finance, Forthcoming
George Diacogiannis
and
David Feldman
University of Piraeus - Department of Banking and Financial Management
and
University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: April 17, 2013
Accepted Paper Series
18 downloads
Linear Beta Pricing with Inefficient Benchmarks
Forthcoming, Quarterly Journal of Finance, 20th Australasian Finance & Banking Conference 2007 Paper, UNSW Australian School of Business Research Paper No. 2011 BFIN 08
George Diacogiannis
and
David Feldman
University of Piraeus - Department of Banking and Financial Management
and
University of New South Wales - Banking & Finance, Australian School of Business
Date Posted: March 29, 2006
Last Revised: April 17, 2013
Accepted Paper Series
1784 downloads
Linkages and Relationships between Emerging European and Developed Stock Markets before and after the Russian Crisis of 1997-1998
Brian M. Lucey and
Svitlana Voronkova
Trinity College, Dublin - School of Business
and
Centre for European Economic Research (ZEW)
Date Posted: December 02, 2004
Working Paper Series
201 downloads
Linkages between the Malaysian Market and Some Selected Markets
21st Australasian Finance and Banking Conference 2008 Paper
Lim Ai Li
and
Shaista Wasiuzzaman
affiliation not provided to SSRN
and
Multimedia University
Date Posted: June 03, 2008
Last Revised: November 23, 2008
Working Paper Series
202 downloads
Liquidation in the Face of Adversity: Stealth vs. Sunshine Trading
EFA 2008 Athens Meetings Paper
Torsten Schoeneborn
and
Alexander Schied
AHL (Man Investments)
and
University of Mannheim
Date Posted: August 27, 2007
Last Revised: March 20, 2009
Working Paper Series
412 downloads
Liquidity (Risk) Concepts: Definitions and Interactions
ECB Working Paper No. 1008
Kleopatra Nikolaou
Warwick Business School
Date Posted: February 23, 2009
Working Paper Series
768 downloads
Liquidity Across Developed and Emerging Markets
Christof W. Stahel
US Securities & Exchange Commission - Division of Risk, Strategy and Financial Innovation
Date Posted: March 15, 2006
Working Paper Series
347 downloads
Liquidity and Asset Prices: An Empirical Investigation of the Finnish Stock Market
Midwest Finance Association 2013 Annual Meeting Paper
Hilal Anwar Butt
and
Nader Shahzad Virk
Hanken School of Economics, Vasa Campus
and
Hanken School of Economics - Department of Finance and Statistics
Date Posted: October 02, 2012
Last Revised: January 22, 2013
Working Paper Series
40 downloads
Liquidity and Asset Prices: How Strong are the Linkages
DIW Berlin Discussion Paper No. 860
Christian Dreger
and
Jürgen Wolters
German Institute for Economic Research (DIW Berlin)
and
Free University of Berlin (FUB)
Date Posted: July 07, 2009
Working Paper Series
113 downloads
Liquidity and Asset Pricing: Evidence on the Role of Investor Holding Period
EFA 2008 Athens Meetings Paper
Randi Naes
and
Bernt Arne Ødegaard
Norwegian Ministry of Trade and Industry
and
University of Stavanger
Date Posted: March 17, 2008
Last Revised: May 25, 2010
Working Paper Series
304 downloads
Liquidity and Asset Returns: A Literature Survey
Date Posted: December 05, 2009
Working Paper Series
240 downloads
Liquidity and Financial Risk
Xiao-yan Chen
,
Yi Wei
and
Qin Xu
Tongji University - School of Economics and Management
,
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: January 20, 2009
Last Revised: May 15, 2009
Working Paper Series
268 downloads
Liquidity and Foreign Ownership in Vietnam Stock Markets
Võ Xuân Vinh
Vietnam Posts and Telecommunications Group (VNPT)
Date Posted: March 05, 2011
Working Paper Series
Liquidity and Initial Public Offering Underpricing
TeWhan Hahn
and
James A. Ligon
Auburn University Montgomery
and
University of Alabama
Date Posted: September 10, 2006
Working Paper Series
508 downloads
Liquidity and Leverage
FRB of New York Staff Report No. 328
Tobias Adrian
and
Hyun Song Shin
Federal Reserve Bank of New York
and
Princeton University - Department of Economics
Date Posted: June 04, 2008
Last Revised: November 11, 2010
Working Paper Series
2184 downloads
Liquidity and Market Efficiency
Tarun Chordia ,
Richard Roll and
Avanidhar Subrahmanyam
Emory University - Department of Finance
,
University of California, Los Angeles (UCLA) - Finance Area
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: September 04, 2005
Working Paper Series
1222 downloads
Liquidity and Market Efficiency: A Large Sample Study
Journal of Banking and Finance, Vol. 34, No. 10, pp. 2346-2357, 2010
Dennis Y. Chung and
Karel Hrazdil
Simon Fraser University
and
Simon Fraser University
Date Posted: September 30, 2008
Last Revised: October 27, 2010
Accepted Paper Series
Liquidity and Market Efficiency: Analysis of NASDAQ Firms
Global Finance Journal, Vol. 21, No. 3, pp. 262-274, 2010
Dennis Y. Chung and
Karel Hrazdil
Simon Fraser University
and
Simon Fraser University
Date Posted: January 16, 2009
Last Revised: December 14, 2010
Accepted Paper Series
Liquidity and Prediction Market Efficiency
Paul C. Tetlock
Columbia Business School - Finance and Economics
Date Posted: March 25, 2008
Last Revised: August 30, 2011
Working Paper Series
875 downloads
Liquidity and Price Discovery of Algorithmic Trading: An Intraday Analysis of the SPI 200 Futures
24th Australasian Finance and Banking Conference 2011 Paper
Tina Viljoen
,
Hui Zheng
and
P. Joakim Westerholm
The University of Sydney Business School
,
Discipline of Finance, The University of Sydney
and
The University of Sydney Business School
Date Posted: August 22, 2011
Last Revised: August 06, 2012
Working Paper Series
211 downloads
Liquidity and Risk Management
American Economic Review Papers and Proceedings, Forthcoming
Nicolae Garleanu and
Lasse Heje Pedersen
University of California, Berkeley - Haas School of Business
and
New York University (NYU) - Department of Finance
Date Posted: January 27, 2007
Accepted Paper Series
Liquidity and the Evolution of Price Discovery on Floor versus Screen-Based Trading Systems: An Analysis of the Foreign Exchange Futures Markets
Aysegul Ates
and
George H. K. Wang
Commodity Futures Trading Commission (CFTC)
and
George Mason University - Finance Area
Date Posted: July 13, 2005
Working Paper Series
207 downloads
Liquidity and the Threat of Fraudulent Assets
FRB of Cleveland Working Paper No. 11-24
Yiting Li ,
Guillaume Rocheteau
and
Pierre-Olivier Weill
National Taiwan University
,
University of California, Irvine
and
University of California, Los Angeles
Date Posted: October 04, 2011
Accepted Paper Series
19 downloads
Liquidity as an Investment Style
Roger G. Ibbotson ,
Zhiwu Chen ,
Daniel Y.-J. Kim and
Wendy Yunchun Hu
Yale School of Management
,
Yale University - International Center for Finance
,
Zebra Capital Management, LLC
and
Zebra Capital Management, LLC
Date Posted: April 24, 2011
Last Revised: August 26, 2012
Working Paper Series
584 downloads
Liquidity as an Investment Style
Yale SOM Working Paper
Zhiwu Chen ,
Roger G. Ibbotson and
Wendy Hu
Yale University - International Center for Finance
,
Yale School of Management
and
affiliation not provided to SSRN
Date Posted: September 12, 2010
Last Revised: September 15, 2010
Working Paper Series
1304 downloads
Liquidity Beyond the Inside Spread: Measuring and Using Information in the Limit Order Book
Paul J. Irvine ,
George J. Benston and
Eugene Kandel
University of Georgia - Department of Banking and Finance
,
Emory University - Department of Accounting
and
Hebrew University of Jerusalem - Department of Economics
Date Posted: August 17, 2000
Working Paper Series
1280 downloads
Liquidity Biases in TRACE
Journal of Fixed Income, Vol. 19, No. 2, 2009
Jens Dick-Nielsen
Copenhagen Business School - Department of Finance
Date Posted: June 24, 2009
Last Revised: June 29, 2011
Working Paper Series
426 downloads
Liquidity Clienteles
Deniz Anginer
Virginia Tech Pamplin Business School
Date Posted: June 03, 2010
Last Revised: April 30, 2011
Working Paper Series
85 downloads
Liquidity Dynamics Across Small and Large Firms
Economic Notes, Vol. 33, No. 1, pp. 111-143, February 2004
Tarun Chordia ,
Lakshmanan Shivakumar and
Avanidhar Subrahmanyam
Emory University - Department of Finance
,
London Business School
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: July 03, 2004
Accepted Paper Series
26 downloads
Liquidity Dynamics and Cross-Autocorrelations
FRB of New York Staff Report No. 303
Tarun Chordia ,
Asani Sarkar and
Avanidhar Subrahmanyam
Emory University - Department of Finance
,
Federal Reserve Bank of New York
and
University of California, Los Angeles (UCLA) - Finance Area
Date Posted: September 24, 2007
Last Revised: February 18, 2011
Working Paper Series
601 downloads
Liquidity Effect in OTC Options Markets: Premium or Discount?
Journal of Financial Markets, Forthcoming
Prachi Deuskar
,
Anurag Gupta and
Marti G. Subrahmanyam
University of Illinois at Urbana-Champaign
,
Case Western Reserve University - Department of Banking & Finance
and
New York University - Stern School of Business
Date Posted: December 05, 2005
Last Revised: August 20, 2010
Working Paper Series
752 downloads
Liquidity Effects on Carbon Financial Instruments in the EU Emissions Trading Scheme: New Evidence from the Kyoto Commitment Phase
Gbenga Ibikunle
,
Andros Gregoriou and
Naresh Pandit
University of Edinburgh Business School
,
University of East Anglia
and
University of East Anglia (UEA) - Norwich Business School
Date Posted: July 16, 2011
Last Revised: April 21, 2013
Working Paper Series
110 downloads
Liquidity in an Automated Auction
AFA 2002 Atlanta Meetings
Mark Coppejans ,
Ian Domowitz and
Ananth Madhavan
BlackRock
,
ITG, Inc.
and
BlackRock, Inc.
Date Posted: January 05, 2002
Working Paper Series
1053 downloads
Liquidity in the Futures Pits: Inferring Market Dynamics with Incomplete Data
Joel Hasbrouck
New York University (NYU) - Department of Finance
Date Posted: September 21, 1998
Working Paper Series
432 downloads
Liquidity in the Over-the-Counter Market for Corporate Bonds
Melissa Woodley
Samford University - Brock School of Business
Date Posted: January 17, 2008
Working Paper Series
305 downloads
Liquidity Providers on an Electronic Order-Driven Market
Edward H. Chow ,
Yuan-Lin Emma Hsu
and
Ivan Tso
National Chengchi University (NCCU) - Department of Finance and Banking
,
National Chengchi University (NCCU)
and
Grand Cathay Securities - Research & Development Department
Date Posted: March 20, 2002
Working Paper Series
402 downloads
Liquidity Risk Premia in Unsecured Interbank Money Markets
ECB Working Paper No. 1025
Jens Eisenschmidt
and
Jens Tapking
European Central Bank (ECB)
and
European Central Bank (ECB)
Date Posted: March 06, 2009
Working Paper Series
355 downloads
Liquidity Risk, Credit Risk, and the Federal Reserve’s Responses to the Crisis
Financial Markets and Portfolio Management, Vol. 23, No. 4, pp. 335-348, 2009
Asani Sarkar
Federal Reserve Bank of New York
Date Posted: June 19, 2010
Accepted Paper Series
Liquidity Risk, Leverage and Long-Run IPO Returns
CEPR Discussion Paper No. 4832
B. Espen Eckbo and
Oyvind Norli
Dartmouth College - Tuck School of Business
and
Norwegian School of Management - Department of Financial Economics
Date Posted: April 22, 2005
Working Paper Series
19 downloads
Liquidity Shocks and Stock Market Reactions
Georgetown McDonough School of Business Research Paper No. 2012-02
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: May 10, 2012
Last Revised: October 25, 2012
Working Paper Series
162 downloads
Liquidity Shocks and Stock Market Reactions
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: March 15, 2012
Last Revised: July 03, 2012
Working Paper Series
80 downloads
Liquidity Shocks and Stock Market Reactions
Fordham University Schools of Business Research Paper No. 2020476
Turan G. Bali ,
Lin Peng ,
Yannan Shen
and
Yi Tang
Georgetown University - Robert Emmett McDonough School of Business
,
Baruch College/CUNY - Zicklin School of Business
,
CUNY Baruch College
and
Fordham University - School of Business
Date Posted: March 13, 2012
Last Revised: July 09, 2012
Working Paper Series
422 downloads
Liquidity Style of Mutual Funds
Thomas Idzorek
,
James X. Xiong
and
Roger G. Ibbotson
Ibbotson Associates - A Morningstar Company
,
Ibbotson Associates
and
Yale School of Management
Date Posted: March 28, 2011
Last Revised: February 17, 2012
Working Paper Series
267 downloads
Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market
EFA 2005 Moscow Meetings Paper
Stefan Frey
and
Joachim Grammig
Leibniz University Hannover
and
Eberhard Karls Universitaet Tübingen
Date Posted: March 01, 2005
Last Revised: July 01, 2009
Working Paper Series
363 downloads
Liquidity, Labels, and Medium-Term Notes
Donald J. Mullineaux and
Ivan C. Roten
University of Kentucky - Gatton College of Business and Economics
and
Appalachian State University - John A. Walker College of Business
Date Posted: March 21, 2001
Working Paper Series
294 downloads
Liquidity, Ownership Structure, and Market Share Repurchases: Evidence from Japan
Takaaki Hoda and
Jun Uno
Otaru Univesrity of Commerce
and
Waseda University
Date Posted: August 22, 2011
Working Paper Series
60 downloads
Liquidity, Risk Concentration and Network Structure in the Austrian Large Value Payment System
Stefan W. Schmitz
and
Claus Puhr
Oesterreichische Nationalbank (OeNB)University of Vienna - Institute Vienna Circle (IVC)
and
Oesterreichische Nationalbank (OeNB)
Date Posted: March 01, 2006
Working Paper Series
129 downloads
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