Similar Search Results

Does liquidity risk explain low firm performance following seasoned equity offerings?

Bilinski, Pawel; Liu, Weimin; Strong, Norman - In: Journal of banking & finance 36 (2012) 10, pp. 2770-2785

Persistent link: https://www.econbiz.de/10009673252

UK evidence on the characteristics versus covariance debate

Lee, Edward; Liu, Weimin; Strong, Norman - In: European financial management : the journal of the … 13 (2007) 4, pp. 742-756

Persistent link: https://www.econbiz.de/10003534141

A liquidity-augmented capital asset pricing model

Liu, Weimin - In: Journal of financial economics 82 (2006) 3, pp. 631-671

Persistent link: https://www.econbiz.de/10003394340

The cross-sectional return predictability of employment growth : a liquidity risk explanation

Liu, Weimin; Luo, Di; Park, Seyoung; Zhao, Huainan - In: The financial review : the official publication of the … 57 (2022) 1, pp. 155-178

Persistent link: https://www.econbiz.de/10012819509

The Epstein-Zin model with liquidity extension

Liu, Weimin; Luo, Di; Zhao, Huainan - In: The financial review : the official publication of the … 51 (2016) 1, pp. 113-146

Persistent link: https://www.econbiz.de/10011436806

Transaction costs, liquidity risk, and the CCAPM

Liu, Weimin; Luo, Di; Zhao, Huainan - In: Journal of banking & finance 63 (2016), pp. 126-145

Persistent link: https://www.econbiz.de/10011634184

Further tests of asset pricing models : liquidity risk matters

Ma, Xiuli; Zhang, Xindong; Liu, Weimin - In: Economic modelling 95 (2021), pp. 255-273

Persistent link: https://www.econbiz.de/10012695989

Does a firm's supplier concentration affect its cash holding?

Zhang, Xindong; Zou, Meifeng; Liu, Weimin; Zhang, Yuefei - In: Economic modelling 90 (2020), pp. 527-535

Persistent link: https://www.econbiz.de/10012428992

Transaction Costs, Liquidity Risk, and the CCAPM

Liu, Weimin - 2015

In this paper, we make a liquidity adjustment to the consumption-based capital asset pricing model (CCAPM) and show that the liquidity-adjusted CCAPM is a generalized model of Acharya and Pedersen (2005). Using different proxies for transaction costs such as the effective trading costs measure...

Persistent link: https://www.econbiz.de/10013033316

Test for market timing using daily fund returns

Jiang, Lei; Liu, Weimin; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 184-196

Persistent link: https://www.econbiz.de/10013540664