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Asset pricing and the bid-ask spread

Amihud, Yakov - In: Journal of financial economics 17 (1986) 2, pp. 223-249

Persistent link: https://www.econbiz.de/10001015036

The pricing of the illiquidity factor’s conditional risk with time-varying premium

Amihud, Yakov; Noh, Joonki - In: Journal of financial markets 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013282487

Market liquidity : asset pricing, risk, and crises

Amihud, Yakov (contributor); Mendelson, Haim (contributor); … - 2013

This book is about the pricing of liquidity. We present theory and evidence on how liquidity affects securities prices, why liquidity varies over time, how a drop in liquidity leads to a drop in prices, and why liquidity crises create liquidity spirals. The analysis has implications for traders,...

Persistent link: https://www.econbiz.de/10009690878

Liquidity, the value of the firm, and corporate finance

Amihud, Yakov; Mendelson, Haim - In: Journal of applied corporate finance : JACF 24 (2012) 1, pp. 17-32

Persistent link: https://www.econbiz.de/10009579836

Liquidity, the value of the firm, and corporate finance

Amihud, Yakov; Mendelson, Haim - In: Journal of applied corporate finance : JACF 20 (2008) 2, pp. 32-45

Persistent link: https://www.econbiz.de/10003754741

Stock and bond liquidity and its effect on prices and financial policies

Amihud, Yakov; Mendelson, Haim - In: Financial markets and portfolio management 20 (2006) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10003392283

Liquidity and asset prices

Amihud, Yakov; Hendelson, Haim; Pedersen, Lasse Heje - 2005

Persistent link: https://www.econbiz.de/10003306872

The illiquidity premium : international evidence

Amihud, Yakov; Hameed, Allaudeen; Kang, Wenjin; Zhang, … - In: Journal of financial economics 117 (2015) 2, pp. 350-368

Persistent link: https://www.econbiz.de/10011480265

Stock liquidity and the cost of equity capital in global markets

Amihud, Yakov; Hameed, Allaudeen; Kang, Wenjin; Zhang, … - In: Journal of applied corporate finance : JACF 27 (2015) 4, pp. 68-74

Persistent link: https://www.econbiz.de/10011453336

The pricing of illiquidity as a characteristic and as risk

Amihud, Yakov; Mendelson, Haim - In: Multinational finance journal : MF ; quarterly … 19 (2015) 3/4, pp. 149-168

Persistent link: https://www.econbiz.de/10011434206