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Valuing illiquid and "hard to value" assets
Larsen, David L. - In: Journal of securities operations & custody 6 (2014) 3, pp. 234-239
Persistent link: https://www.econbiz.de/10010345138
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Do financial distress and liquidity crises affect value and size premiums?
Elgammal, Mohammed Mohammed; Bas, Tugba; Gough, Orla; … - In: Applied economics 48 (2016) 37/39, pp. 3734-3751
Persistent link: https://www.econbiz.de/10011621164
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Equity returns of distressed equity issuers
Park, James L. - In: Finance research letters 14 (2015), pp. 93-103
Persistent link: https://www.econbiz.de/10011552645
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Liquidity, Distress Risk and Asset Pricing Implications
Zou, Qiqi - 2016
measure that captures company distress levels more accurately. It is found that liquidity, proxied by a trading noise …-to-default measures. When our new liability and liquidity adjusted measure is used, a clearer picture of distress premium emerges. Our …
Persistent link: https://www.econbiz.de/10012990993
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A model for the valuation of assets with liquidity risk
Nauta, Bert-Jan - In: Journal of risk 20 (2017/2018) 2, pp. 85-110
Persistent link: https://www.econbiz.de/10013262953
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The relationship between dividend- and non-dividend-paying stock prices when considering financial distress
Rahgozar, Reza - In: American journal of finance and accounting 4 (2015/2016) 1, pp. 19-27
Persistent link: https://www.econbiz.de/10011508839
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The bankrupt entity's assets valuation methods : Polish approach
Gawron, Krzysztof; Yakymchuk, Alina; Tyvonchuk, Olena - In: Investment management and financial innovations 16 (2019) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10012159399
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Illiquidity Premium, Transaction Costs, and Risks of Illiquid Assets
Meng, Ben - 2015
Liquidity has long been a great interest to investment professionals as well as academic researchers. The estimation of …
Persistent link: https://www.econbiz.de/10013026578
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Betas and Liquidity : Differences in Systematic Price Risk Due to Asymmetric Asset Liquidity and Correlated Funding Shocks
Umlauft, Roland - 2013
This research presents evidence for the existence of differences in asset beta risk in the liquidity cross-section of … assets due to correlated trading. It is argued that due to differences in liquidity or cost, most trading activity is …
Persistent link: https://www.econbiz.de/10013090386