Andre Levy

UNSW Business School

UNSW Business School

High St

Sydney, NSW 2052

Australia

  • UNSW Business School

SCHOLARLY PAPERS

3

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556

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CROSSREF CITATIONS

2

Scholarly Papers (3)

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1.

The Liquidity Component of the Equity Premium

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Citation 2

The Liquidity Component of the Equity Premium

Second Singapore International Conference on Finance 2008
Number of pages: 36 Posted: 23 Mar 2007 Last Revised: 06 Apr 2008
Andre Levy and Peter L. Swan
UNSW Business School and University of New South Wales (UNSW Sydney
Downloads 314 (133,837)
Citation 2

Abstract:

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equity-premium puzzle, asset prices, liquidity, trading, transaction cost

2.

Is Liquidity Largely Unpriced While Market Volatility is Systematically Priced?

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Is Liquidity Largely Unpriced While Market Volatility is Systematically Priced?

Number of pages: 61 Posted: 15 Jan 2016 Last Revised: 11 Feb 2016
Andre Levy and Peter L. Swan
UNSW Business School and University of New South Wales (UNSW Sydney
Downloads 115 (328,731)

Abstract:

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equity-premium puzzle, illiquidity premium, liquidity, trading, volatility risk

3.

Why are Limit Orders Always Linear?

Number of pages: 8 Posted: 19 Mar 2008
Andre Levy and Peter L. Swan
UNSW Business School and University of New South Wales (UNSW Sydney
Downloads 127 (304,494)

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