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Andre Levy

UNSW Business School

Sydney, NSW 2052

Australia

  • UNSW Business School

SCHOLARLY PAPERS

3

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512

CITATIONS
Rank 36,241

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Top 36,241

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5

Scholarly Papers (3)

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1.

The Liquidity Component of the Equity Premium

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

2.

Is Liquidity Largely Unpriced While Market Volatility is Systematically Priced?

Downloads 94 (139,699)

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:

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