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Sean A. Anthonisz

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

  • The University of Sydney

  • Financial Research Network (FIRN)

SCHOLARLY PAPERS

3

DOWNLOADS

741

TOTAL CITATIONS

15

Scholarly Papers (3)

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1.

Asset Pricing with Downside Liquidity Risks

Management Science, Forthcoming
Number of pages: 46 Posted: 22 Dec 2012 Last Revised: 24 Dec 2015
Sean A. Anthonisz and Tālis J. Putniņš
The University of Sydney and University of Technology Sydney (UTS)
Downloads 741 (85,761)
Citation 15

Abstract:

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liquidity risk, liquidity spiral, conditional moment, pricing kernel, downside risk

2.

Separating Financial and Operational Synergy

Posted: 13 Mar 2011 Last Revised: 04 Feb 2013
Sean A. Anthonisz
The University of Sydney

Abstract:

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financial synergy, structural model, optimal capital structure, corporate restructuring

3.

Asset Pricing with Partial-Moments

Journal of Banking and Finance, Vol. 36, No. 7, 2012
Posted: 25 Jun 2010 Last Revised: 05 Jun 2012
Sean A. Anthonisz
The University of Sydney

Abstract:

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Nonlinear Kernel, Nonlinear Stochastic Discount Factor, Non-Linear SDF, Partial-Moment, ET-CAPM, Bawa, Option Coskewness