André Levy

Australian Prudential Regulation Authority

Head of Operational Risk Analytics

400 George Street

Sydney, NSW 2000

Australia

http://www.apra.gov.au

SCHOLARLY PAPERS

2

DOWNLOADS

255

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.
Downloads 217 ( 73,736)
Citation 2

The Liquidity Component of the Equity Premium

Number of pages: 36 Posted: 08 Mar 2008
Peter L. Swan and André Levy
University of New South Wales (UNSW Sydney and Australian Prudential Regulation Authority
Downloads 217 (194,088)

Abstract:

Loading...

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

2.

When are Limit Orders Linear?

Number of pages: 23 Posted: 25 Jan 2011
André Levy and Peter L. Swan
Australian Prudential Regulation Authority and University of New South Wales (UNSW Sydney
Downloads 38 (577,690)

Abstract:

Loading...

market microstructure, uniqueness, market power, Kyle model, market impact