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The social cost of imperfections in Finnish domestic trade

Wahlroos, Björn; Berglund, Tom; Cabell, Nina - 1981

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Essays on conditional asset pricing models and predictability of Finnish stock returns

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Exchange rate devalutions and peso phenomena in stock returns

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World capital markets and Finnish stock returns

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Pricing of liquidity risk : empirical evidence from Finland

Vaihekoski, Mika - In: Applied financial economics 19 (2009) 19/21, pp. 1547-1557

This study investigates the pricing of liquidity risk in stock market using conditional Asset Pricing Models (APMs). The estimation is conducted in the Generalized Method of Moment (GMM) framework with a price of risk specification. The main interest is to find out whether liquidity is priced as...

Persistent link: https://www.econbiz.de/10003904294