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Return and risk in initial public offerings of both and warrants

Hauser, Shmuel; Levy, Azriel - In: Review of quantitative finance and accounting 7 (1996) 1, pp. 29-43

Persistent link: https://www.econbiz.de/10001467522

Empirical tests of the Longstaff extendible warrant model

Hauser, Shmuel - In: Journal of empirical finance 3 (1996) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001208679

A characterization of the price behavior of international dual stocks : an error correction approach

Lieberman, Offer; Ben-Zion, Uri; Hauser, Shmuel - In: Journal of international money and finance 18 (1999) 2, pp. 289-304

Persistent link: https://www.econbiz.de/10001381607

The output-inflation relationship : an inventory-adjustment approach

Amihud, Yakov; Mendelson, Haim - In: Journal of monetary economics 9 (1982) 2, pp. 163-184

Persistent link: https://www.econbiz.de/10001830335

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov (contributor); Lauterbach, Beni (contributor); … - 2002 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001656870

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 829-846

Persistent link: https://www.econbiz.de/10001859288

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

The value of trading consolidation : evidence from the exercise of warrants

Amihud, Yakov; Lauterbach, Beni; Mendelson, Haim - 2002

Persistent link: https://www.econbiz.de/10001682380

Liquidity Risk of Corporate Bond Returns : A Conditional Approach

Acharya, Viral V. - 2010

We study the exposure of the US corporate bond returns to liquidity shocks of stocks and Treasury bonds over the period 1973 - 2007 in a regime - switching model. In one regime, liquidity shocks have mostly insignificant effects on bond prices, whereas in another regime, a rise in illiquidity...

Persistent link: https://www.econbiz.de/10013137766

Liquidity Risk of Corporate Bond Returns : A Conditional Approach

Acharya, Viral V. - 2012

We study the exposure of the U.S. corporate bond returns to liquidity shocks of stocks and treasury bonds over the period 1973-2007 in a regime switching model. In one regime, liquidity shocks have mostly insignificant effect on bond prices, whereas in another regime, a rise in illiquidity...

Persistent link: https://www.econbiz.de/10013116102