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Kalay, Avner; Wohl, Avi - In: Journal of Financial and Quantitative Analysis 44 (2009) 01, pp. 29-54

We develop a measure (based on the relative slopes of the demand and supply schedules) quantifying the asymmetric presence of liquidity traders in the market: a steeper slope of the demand (supply) schedule indicates a concentration of liquidity traders on the demand (supply) side. Using the...

Persistent link: https://www.econbiz.de/10004990949

Comment: Haugen and Senbet Paper

Kalay, Avner - In: Journal of Financial and Quantitative Analysis 14 (1979) 04, pp. 711-714

Persistent link: https://www.econbiz.de/10005609801

On the Asset Substitution Problem

Gavish, Bezalel; Kalay, Avner - In: Journal of Financial and Quantitative Analysis 18 (1983) 01, pp. 21-30

Persistent link: https://www.econbiz.de/10005139070

Signaling, Information Content, and the Reluctance to Cut Dividends

Kalay, Avner - In: Journal of Financial and Quantitative Analysis 15 (1980) 04, pp. 855-869

Persistent link: https://www.econbiz.de/10005139128

Fundamentals, Factor Structure, and Multibeta Models in Large Asset Markets

John, Kose; Reisman, Haim - In: Journal of Financial and Quantitative Analysis 26 (1991) 01, pp. 1-10

Persistent link: https://www.econbiz.de/10005407184

Market Resolution and Valuation in Incomplete Markets

John, Kose - In: Journal of Financial and Quantitative Analysis 19 (1984) 01, pp. 29-44

Persistent link: https://www.econbiz.de/10005609927

Spanning the State Space with Options

Arditti, Fred D.; John, Kose - In: Journal of Financial and Quantitative Analysis 15 (1980) 01, pp. 1-9

Persistent link: https://www.econbiz.de/10005139201