Search Results - subject:"Security Price"

Stock exchange regulation and the official price lists of the stock exchanges of Brussels and Antwerp1 : 1801-1935

Poukens, Johan; Buelens, Frans - In: Financial history review 29 (2022) 3, pp. 342-357

Persistent link: https://www.econbiz.de/10014247761

A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of "Market Microstructure" and "Mathematical Finance"

Uchida, Yoshihiko; Yoshikawa, Daisuke - Institute for Monetary and Economic Studies, Bank of Japan - 2014

Traditional finance theory generally assumes a frictionless market, in which a risk premium is described only by price volatility. In reality, however, the risk premium is influenced by a range of factors including the market microstructure. This paper constructs a novel no- arbitrage and...

Persistent link: https://www.econbiz.de/10010775189

Securitization and moral hazard: Does security price matter?

Liu, Luke - Volkswirtschaftliche Fakultät, … - 2011

This article analyses the effect of security price on the behaviour of bank securitization. We present a model of bank … securitization in which security price together with liquid constraints create the incentive for banks to originate and sell assets …

Persistent link: https://www.econbiz.de/10009372531