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Testing asymmetric-information asset pricing models

Kelly, Bryan T.; Ljungqvist, Alexander - In: The review of financial studies 25 (2012) 5, pp. 1366-1413

Persistent link: https://www.econbiz.de/10009536415

Information externalities among listed firms

Kim, Je Hyoung; Ljungqvist, Alexander - 2021

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Testing asymmetric-information asset pricing models

Kelly, Bryan T.; Ljungqvist, Alexander - 2009

Persistent link: https://www.econbiz.de/10003814922

Asymmetric information in external and internal capital markets

Heider, Florian - 2001

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Liquidity Hoarding and Interbank Market Spreads : The Role of Counterparty Risk

Heider, Florian - 2009

We study the functioning and possible breakdown of the interbank market in the presence of counterparty risk. We allow banks to have private information about the risk of their assets. We show how banks' asset risk affects funding liquidity in the interbank market. Several interbank market...

Persistent link: https://www.econbiz.de/10013153429

Liquidity hoarding and interbank market spreads : the role of counterparty risk

Heider, Florian; Hoerova, Marie; Holthausen, Cornelia - 2009

We study the functioning and possible breakdown of the interbank market in the presence of counterparty risk. We allow banks to have private information about the risk of their assets. We show how banks’ asset risk affects funding liquidity in the interbank market. Several interbank market...

Persistent link: https://www.econbiz.de/10003969274