Andre Levy

UNSW Business School

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

516

CITATIONS
Rank 36,273

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Top 36,273

in Total Papers Citations

5

Scholarly Papers (3)

1.
Downloads 300 ( 45,319)
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 300 (83,266)
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 97 (230,837)

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 (198,205)

Abstract: