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Hvilke faktorer driver kursutviklingen på Olso Børs?
Næs, Randi; Skjeltorp, Johannes A.; Ødegaard, Bernt Arne - 2007
Persistent link: https://www.econbiz.de/10003600116
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What Captures Liquidity Risk? a Comparison of Trade and Order Based Liquidity Factors
Chollete, Lorán; Næs, Randi; Skjeltorp, Johannes A. - 2007
Is the effect of liquidity risk on asset prices sensitive to our choice of liquidity proxy? In addressing this fundamental question, we achieve two main results. First, when we estimate factor models on a broad range of liquidity measures we uncover a profound distinction between trade and order...
Persistent link: https://www.econbiz.de/10012143668
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Pricing Implications of Shared Variance in Liquidity Measures
Chollete, Lorán; Næs, Randi; Skjeltorp, Johannes A. - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2006
Is the effect of liquidity risk on asset prices sensitive to our choice of liquidity proxy? In addressing this fundamental question, we achieve two main results. First, when we estimate factor models on a broad range of liquidity measures we uncover a profound distinction between trade and order...
Persistent link: https://www.econbiz.de/10005190567
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What captures liquidity risk? : a comparison of trade and order based liquidity factors
Chollete, Lorán; Næs, Randi; Skjeltorp, Johannes A. - 2007
Persistent link: https://www.econbiz.de/10003510051
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The risk components of liquidity
Chollete, Lorán (contributor); Næs, Randi (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003691413
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The risk components of liquidity
Chollete, Lorán; Næs, Randi; Skjeltorp, Johannes A. - 2008
Persistent link: https://www.econbiz.de/10003670645
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Lectures on corporate finance
Bossaerts, Peter L.; Ødegaard, Bernt Arne - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003344592