Asset pricing and systematic liquidity risk: An empirical investigation of the Spanish stock market
Year of publication: |
2005
|
---|---|
Authors: | Martinez, Miguel A. ; Nieto, Belen ; Rubio, Gonzalo ; Tapia, Mikel |
Published in: |
International Review of Economics & Finance. - Elsevier, ISSN 1059-0560. - Vol. 14.2005, 1, p. 81-103
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Understanding the ex-ante cost of liquidity in the limit order book : a note
Ruíz Martinez, Miguel A., (2005)
-
A forecasting analysis of risk‐neutral equity and Treasury volatilities
González‐Urteaga, Ana, (2019)
-
The Exposure of Treasury Bond Returns to Stock Market Returns the Cases of the U.S. And Spain
Lafuente, Juan Ángel, (2023)
- More ...