Andre Levy

UNSW Business School

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

512

CITATIONS
Rank 36,241

SSRN RANKINGS

Top 36,241

in Total Papers Citations

5

Scholarly Papers (3)

1.
Downloads 299 ( 44,423)
Citation 5

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 Australia)
Downloads 299 (81,662)
Citation 5

Abstract:

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

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 Australia)
Downloads 94 (231,037)

Abstract:

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 Australia)
Downloads 114 (194,171)

Abstract: