André Levy

Australian Prudential Regulation Authority

Head of Operational Risk Analytics

400 George Street

Sydney, NSW 2000

Australia

http://www.apra.gov.au

  • Australian Prudential Regulation Authority

SCHOLARLY PAPERS

2

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256

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

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1.

The Liquidity Component of the Equity Premium

Downloads 217 ( 74,313)
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 (195,995)

Abstract:

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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 39 (577,891)

Abstract:

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