Liquidity discount in the opaque market : the evidence from Taiwan's Emerging Stock Market
Year of publication: |
2014
|
---|---|
Authors: | Yeh, Chung-Ying ; Yeh, Shih-kuo ; Chen, Ren-Raw |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 29.2014, p. 297-309
|
Subject: | OTC market | Liquidity risk | Liquidity discount | Risk premia | Flight-to-liquidity | Taiwan | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Liquidität | Liquidity | OTC-Handel | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Theorie | Theory | Schwellenländer | Emerging economies | Risikomaß | Risk measure |
-
Modeling coherent trading risk parameters under illiquid market perspective
Al Janabi, Mazin A. M., (2011)
-
Liquidity in up and down markets for asset pricing : evidence from the Taiwan stock market
Shih, Yi-Cheng, (2016)
-
Managing market liquidity risk in central counterparties
Benos, Evangelos, (2017)
- More ...
-
Stock liquidity risk and cash preservation
Yeh, Shih-kuo, (2022)
-
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J., (2009)
-
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw, (2009)
- More ...