[go: up one dir, main page]

create a website
Liquidity risk and yield spreads of green bonds. (2018). Jensen, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea ; Wulandaria, Febi.
In: Ratio Working Papers.
RePEc:hhs:ratioi:0305.

Full description at Econpapers || Download paper

Cited: 23

Citations received by this document

Cites: 35

References cited by this document

Cocites: 63

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A Bibliometric Analysis of Green Bonds and Sustainable Green Energy: Evidence from the Last Fifteen Years (2007–2022). (2023). Zakari, Abdulrasheed ; Al-Hazimeh, Amer Mohd ; Al-Gasaymeh, Anwar ; Alrawashdeh, Najed ; Al-Okaily, Manaf ; Alsmadi, Ayman Abdalmajeed.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:7:p:5778-:d:1108015.

    Full description at Econpapers || Download paper

  2. Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331.

    Full description at Econpapers || Download paper

  3. Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300051x.

    Full description at Econpapers || Download paper

  4. Preferred habitat investors in the green bond market. (2023). Boermans, Martijn.
    In: Working Papers.
    RePEc:dnb:dnbwpp:773.

    Full description at Econpapers || Download paper

  5. The effect of issuance documentation disclosure and readability on liquidity: Evidence from green bonds. (2022). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000764.

    Full description at Econpapers || Download paper

  6. Wheres the green bond premium? Evidence from China. (2022). Zhang, Kai ; Li, Quan ; Wang, LI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001970.

    Full description at Econpapers || Download paper

  7. Are green bonds priced lower than their conventional peers?. (2022). Wu, Yue.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000267.

    Full description at Econpapers || Download paper

  8. Do green bonds de-risk investment in low-carbon stocks?. (2022). Reboredo, Juan ; Ojea-Ferreiro, Javier ; Ugolini, Andrea.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000116.

    Full description at Econpapers || Download paper

  9. The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309.

    Full description at Econpapers || Download paper

  10. Death or rebirth? How small? and medium?sized enterprises respond to responsible investment. (2022). Zhao, Rui ; Yin, Haitao ; Wang, Feng ; Sun, Junxiu.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:31:y:2022:i:4:p:1749-1762.

    Full description at Econpapers || Download paper

  11. .

    Full description at Econpapers || Download paper

  12. A greenium for the next generation EU green bonds: Analysis of a potential green bond premium and its drivers. (2021). Hinsche, Isabelle Catherine.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:663.

    Full description at Econpapers || Download paper

  13. Financial Management. Green Bonds – Success or Failure?. (2021). Siegfried, Patrick ; Hammer, Thomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:111394.

    Full description at Econpapers || Download paper

  14. Analyzing the Characteristics of Green Bond Markets to Facilitate Green Finance in the Post-COVID-19 World. (2021). Yoshino, Naoyuki ; TAGHIZADEH-HESARY, Farhad ; Phoumin, Han.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:10:p:5719-:d:558158.

    Full description at Econpapers || Download paper

  15. The influence of investor sentiment on the green bond market. (2021). Evi, Aleksandar ; Caby, Jerome ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:162:y:2021:i:c:s004016252031177x.

    Full description at Econpapers || Download paper

  16. Pricing of Green Labeling: A Comparison of Labeled and Unlabeled Green Bonds. (2021). Park, Donghyun ; Hyun, Suk ; Tian, Shu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316305.

    Full description at Econpapers || Download paper

  17. Financing the green projects: Market efficiency and volatility persistence of green versus conventional bonds, and the comparative effects of health and financial crises. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Jalalifar, Saba ; Asl, Mahdi Ghaemi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s105752192100274x.

    Full description at Econpapers || Download paper

  18. Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Li, Yangyang ; Gao, Yang ; Wang, Yaojun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000231.

    Full description at Econpapers || Download paper

  19. Corporate Green Bond Issuances: An International Evidence. (2020). Sassi, Syrine ; Jarjir, Souad Lajili ; Lebelle, Martin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:25-:d:316188.

    Full description at Econpapers || Download paper

  20. The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification. (2019). Becchetti, Leonardo ; Bachelet, Maria Jua ; Manfredonia, Stefano.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:4:p:1098-:d:207377.

    Full description at Econpapers || Download paper

  21. The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

    Full description at Econpapers || Download paper

  22. Sustainable financing practices through green bonds: What affects the funding size?. (2019). Chiesa, Micol ; Barua, Suborna.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:28:y:2019:i:6:p:1131-1147.

    Full description at Econpapers || Download paper

  23. En plein essor, le marché des obligations vertes nécessite d’être mieux mesuré. (2019). Bourgey, Clement ; Perillaud, Simon ; Delbos, Jean-Brieux ; Quang, Pierre Bui .
    In: Bulletin de la Banque de France.
    RePEc:bfr:bullbf:2019:226:06.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. allen, j. boschung, a. nauels, y. xia, v. bex and p.m. midgley (eds.)], IPCC. Jarrow, R. A. (1978), ‘The relationship between yield, risk, and return of corporate bonds’, The Journal of Finance 33(4), 1235–1240.

  2. Amihud, Y. (2002), ‘Illiquidity and stock returns: cross-section and time-series effects’, Journal of financial markets 5(1), 31–56.

  3. Amihud, Y. & Mendelson, H. (1980), ‘Dealership market: Market-making with inventory ’, Journal of Financial Economics 8(1), 31–53.

  4. Amihud, Y. & Mendelson, H. (1986), ‘Asset pricing and the bid-ask spread’, Journal of Financial Economics 17(2), 223–249.

  5. Amihud, Y., Mendelson, H., Pedersen, L. H. et al. (2006), ‘Liquidity and asset prices’, Foundations and Trends in Finance 1(4), 269–364.
    Paper not yet in RePEc: Add citation now
  6. Bagehot, W. (1971), ‘The only game in town’, Financial Analysts Journal 27(2), 12–14.
    Paper not yet in RePEc: Add citation now
  7. Bloomberg (2017), Investors are willing to pay a green premium, Bloomberg new energy finance report.
    Paper not yet in RePEc: Add citation now
  8. Brandt, M. W. & Kavajecz, K. A. (2004), ‘Price discovery in the us treasury market: The impact of orderflow and liquidity on the yield curve’, The Journal of Finance 59(6), 2623–2654.

  9. Buchanan, J. M. & Tullock, G. (1975), ‘Polluters’ profits and political response: Direct controls versus taxes’, The American Economic Review 65(1), 139–147.

  10. Campbell, J. Y. & Taksler, G. B. (2003), ‘Equity volatility and corporate bond yields’, The Journal of Finance 58(6), 2321–2350.

  11. CBI (2015), Scaling up green bond markets for sustainable development, Consultation paper, Climate Bonds Initiative.
    Paper not yet in RePEc: Add citation now
  12. Chen, L., Lesmond, D. A. & Wei, J. (2007), ‘Corporate yield spreads and bond liquidity’, The Journal of Finance 62(1), 119–149.

  13. Clapp, C. (2014), ‘Climate finance: capitalising on green investment trends’, The Way Forward in International Climate Policy p. 44.
    Paper not yet in RePEc: Add citation now
  14. Cochu, A., Glenting, C., Hogg, D., Georgiev, I., Skolina, J., Elsinger, F., Jespersen, M., Agster, R., Fawkes, S. & Chowdury, T. (2016), Study on the potential of green bond finance for resource-efficient investments, Report, European Commission.
    Paper not yet in RePEc: Add citation now
  15. Collin-Dufresn, P ., Goldstein, R. S. & Martin, J. S. (2001), ‘The determinants of credit spread changes’, The Journal of Finance 56(6), 2177–2207.
    Paper not yet in RePEc: Add citation now
  16. Dick-Nielsen, J., Feldhütter, P . & Lando, D. (2012), ‘Corporate bond liquidity before and after the onset of the subprime crisis’, Journal of Financial Economics 103(3), 471– 492.

  17. EUROPA (2017), ‘Commission takes further steps to enhance business transparency on social and environmental matters’, European Commission-Press Release Database .
    Paper not yet in RePEc: Add citation now
  18. Flaherty, M., Gevorkyan, A., Radpour, S. & Semmler, W. (2017), ‘Financing climate policies through climate bonds–a three stage model and empirics’, Research in International Business and Finance 42, 468–479.

  19. Han, S. & Zhou, H. (2008), ‘Effects of liquidity on the nondefault component of corporate yield spreads: evidence from intraday transactions data’.

  20. Helwege, J. & Turner, C. M. (1999), ‘The slope of the credit yield curve for speculativegrade issuers’, The Journal of Finance 54(5), 1869–1884.

  21. Inderst, G., Kaminker, C. & Stewart, F. (2012), ‘Defining and measuring green investments ’, OECD Working Papers on Finance, Insurance and Private Pensions (24).
    Paper not yet in RePEc: Add citation now
  22. IPCC (2013), Climate change 2013: The physical science basis, Contribution of working group contribution of working group i to the fifth assessment report of the intergovernmental panel on climate change [stocker, t.f., d. qin, g.-k. plattner, m. tignor, s.k.
    Paper not yet in RePEc: Add citation now
  23. Kane, S. & Shogren, J. F. (2000), ‘Linking adaptation and mitigation in climate change policy’, Climatic Change 45(1), 75–102.

  24. Karpf, A. & Mandel, A. (2017), Does it pay to be green? Available at https://ssrn.com/abstract=2923484.
    Paper not yet in RePEc: Add citation now
  25. Lesmond, D. A., Ogden, J. P . & Trzcinka, C. A. (1999), ‘A new estimate of transaction costs’, The Review of Financial Studies 12(5), 1113–1141.

  26. Lin, Y.-M., You, S.-J. & Huang, M.-S. (2012), ‘Information asymmetry and liquidity risk’, International Review of Business Research Papers 8(1), 112–131.
    Paper not yet in RePEc: Add citation now
  27. Longstaff, F. A., Mithal, S. & Neis, E. (2005), ‘Corporate yield spreads: Default risk or liquidity? New evidence from the credit default swap market’, The Journal of Finance 60(5), 2213–2253.

  28. Mackenzie, C. & Ascui, F. (2009), ‘Investor leadership on climate change: an analysis of the investment community’s role on climate change, and snapshot of recent investor activity’, UN Global Compact, New York, NY .
    Paper not yet in RePEc: Add citation now
  29. OECD (2017), ‘Mobilising bond markets for a low-carbon transition’.
    Paper not yet in RePEc: Add citation now
  30. Preclaw, R. & Bakshi, A. (2015b), The cost of being green, Barclays credit research.
    Paper not yet in RePEc: Add citation now
  31. the High-Level Expert Group (2017), Financing a sustainable european economy, Interim report, july 2017, European Commission.
    Paper not yet in RePEc: Add citation now
  32. the World Bank (2015), Green bonds attract private sector climate finance, World bank brief.
    Paper not yet in RePEc: Add citation now
  33. URL: /content/book/9789264272323-en Preclaw, R. & Bakshi, A. (2015a), The cost of being green., Report, Barclays Credit Research.
    Paper not yet in RePEc: Add citation now
  34. Utz, S., Weber, M. & Wimmer, M. (2016), ‘German Mittelstand bonds: yield spreads and liquidity’, Journal of Business Economics 86(1-2), 103–129.

  35. Zerbib, O. D. (2017), The green bond premium. Available at SSRN: https://ssrn.com/abstract=2889690.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A fractional Hawkes process for illiquidity modeling. (2023). Hainaut, Donatien ; Dupret, Jean-Loup.
    In: LIDAM Discussion Papers ISBA.
    RePEc:aiz:louvad:2023001.

    Full description at Econpapers || Download paper

  2. Corporate bond yields and returns: a survey. (2022). Heck, Stephanie.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00394-4.

    Full description at Econpapers || Download paper

  3. The role of ESG scoring and greenwashing risk in explaining the yields of green bonds: A conceptual framework and an econometric analysis. (2022). Pandimiglio, Alessandro ; Baldi, Francesco.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000138.

    Full description at Econpapers || Download paper

  4. Comoment risk in corporate bond yields and returns. (2022). Lejeune, Thomas ; Hubner, Georges ; Heck, Stephanie ; Franois, Pascal.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:45:y:2022:i:3:p:471-512.

    Full description at Econpapers || Download paper

  5. Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael.
    In: Papers.
    RePEc:arx:papers:2007.07842.

    Full description at Econpapers || Download paper

  6. Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei.
    In: Papers.
    RePEc:arx:papers:1901.11493.

    Full description at Econpapers || Download paper

  7. Interdependence between Monetary Policy and Stock Liquidity: A Panel VAR Approach. (2018). Debata, Byomakesh ; Mahakud, Jitendra.
    In: Margin: The Journal of Applied Economic Research.
    RePEc:sae:mareco:v:12:y:2018:i:4:p:387-413.

    Full description at Econpapers || Download paper

  8. Liquidity risk and yield spreads of green bonds. (2018). Jensen, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea ; Wulandaria, Febi.
    In: Ratio Working Papers.
    RePEc:hhs:ratioi:0305.

    Full description at Econpapers || Download paper

  9. The impact of liquidity risk on the yield spread of green bonds. (2018). Febi, Wulandari ; Sun, Chen ; Stephan, Andreas ; Schafer, Dorothea.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:27:y:2018:i:c:p:53-59.

    Full description at Econpapers || Download paper

  10. Liquidity Risk and Yield Spreads of Green Bonds. (2018). Jensen, Febi ; Stephan, Andreas ; Schäfer, Dorothea ; Sun, Chen ; Schafer, Dorothea.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1728.

    Full description at Econpapers || Download paper

  11. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2017_14.

    Full description at Econpapers || Download paper

  12. German Mittelstand bonds: yield spreads and liquidity. (2016). Utz, Sebastian ; Wimmer, Maximilian ; Weber, Martina.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:86:y:2016:i:1:d:10.1007_s11573-015-0791-3.

    Full description at Econpapers || Download paper

  13. Stock Market Liquidity in Chile. (2016). Brandao-Marques, Luis.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/223.

    Full description at Econpapers || Download paper

  14. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina .
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

    Full description at Econpapers || Download paper

  15. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Zhu, Hongquan ; Qin, LU ; Chen, Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

    Full description at Econpapers || Download paper

  16. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Kyriazis, Dimitrios .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

    Full description at Econpapers || Download paper

  17. Adverse selection and the presence of informed trading. (2015). Chang, Sanders ; Wang, Albert F.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:33:y:2015:i:c:p:19-33.

    Full description at Econpapers || Download paper

  18. First to “Read” the News: News Analytics and Institutional Trading. (2015). von Beschwitz, Bastian ; Massa, Massimo ; Keim, Donald B.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10534.

    Full description at Econpapers || Download paper

  19. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10497.

    Full description at Econpapers || Download paper

  20. Subcontracting in International Asset Management: New Evidence on Market Integration. (2015). Schumacher, David ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10465.

    Full description at Econpapers || Download paper

  21. The systematic risk of corporate bonds: default risk, term risk, and index choice. (2014). Stellner, Christoph ; Klein, Christian.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:28:y:2014:i:1:p:29-61.

    Full description at Econpapers || Download paper

  22. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Nilsson, Birger ; Ding, Mingfa .
    In: Working Papers.
    RePEc:hhs:lunewp:2013_010.

    Full description at Econpapers || Download paper

  23. Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

    Full description at Econpapers || Download paper

  24. An empirical analysis of corporate insiders trading performance. (2012). Wang, Xuewu ; Rajan, Murli ; Lei, Qin .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:3:p:246-264.

    Full description at Econpapers || Download paper

  25. Flight to liquidity due to heterogeneity in investment horizon. (2012). Lei, Qin ; Wang, Xuewu.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

    Full description at Econpapers || Download paper

  26. Does attention affect individual investors investment return?. (2012). Huang, Jing ; Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng .
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162.

    Full description at Econpapers || Download paper

  27. Primary market characteristics and secondary market frictions of stocks. (2012). Çolak, Gönül, ; Boehme, Rodney .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

    Full description at Econpapers || Download paper

  28. What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan H..
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466.

    Full description at Econpapers || Download paper

  29. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Hearn, Bruce ; Strange, Roger ; Piesse, Jenifer.
    In: International Business Review.
    RePEc:eee:iburev:v:19:y:2010:i:5:p:489-501.

    Full description at Econpapers || Download paper

  30. The diminishing liquidity premium. (2008). Wohl, Avi ; Kadan, Ohad ; Ben-Rephael, Azi .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

    Full description at Econpapers || Download paper

  31. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Tamazian, Artur ; Chousa, Juan Pieiro ; Melikyan, Davit N..
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-916.

    Full description at Econpapers || Download paper

  32. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Stahel, Christof W. ; Boyson, Nicole M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

    Full description at Econpapers || Download paper

  33. Market Liquidity, Asset Prices and Welfare. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14058.

    Full description at Econpapers || Download paper

  34. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-3.

    Full description at Econpapers || Download paper

  35. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

    Full description at Econpapers || Download paper

  36. Portfolio choice and the effects of liquidity. (2007). Gonzalez, Ana ; Rubio, Gonzalo.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

    Full description at Econpapers || Download paper

  37. Why Do Private Acquirers Pay So Little Compared to Public Acquirers?. (2007). Stulz, René ; Schlingemann, Frederik ; Zutter, Chad ; Bargeron, Leonce.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13061.

    Full description at Econpapers || Download paper

  38. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Chollete, Loran ; Nas, Randi .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_009.

    Full description at Econpapers || Download paper

  39. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

    Full description at Econpapers || Download paper

  40. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

    Full description at Econpapers || Download paper

  41. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

    Full description at Econpapers || Download paper

  42. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

    Full description at Econpapers || Download paper

  43. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

    Full description at Econpapers || Download paper

  44. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

    Full description at Econpapers || Download paper

  45. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11323.

    Full description at Econpapers || Download paper

  46. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kamil, Herman ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:533.

    Full description at Econpapers || Download paper

  47. Paying for Market Quality. (2005). Anand, Amber ; Weaver, Daniel G. ; Tanggaard, Carsten .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

    Full description at Econpapers || Download paper

  48. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Chordia, Tarun .
    In: Staff Reports.
    RePEc:fip:fednsr:207.

    Full description at Econpapers || Download paper

  49. Liquidity, default, taxes and yields on municipal bonds. (2005). Wu, Chunchi ; Wang, Junbo ; Zhang, Frank.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-35.

    Full description at Econpapers || Download paper

  50. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

    Full description at Econpapers || Download paper

  51. Disclosure and liquidity. (2005). Trombetta, Marco ; Espinosa, Monica ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb050202.

    Full description at Econpapers || Download paper

  52. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
    RePEc:wpa:wuwpfi:0412022.

    Full description at Econpapers || Download paper

  53. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

    Full description at Econpapers || Download paper

  54. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Lynch, Anthony W. ; Tan, Sinan .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

    Full description at Econpapers || Download paper

  55. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

    Full description at Econpapers || Download paper

  56. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

    Full description at Econpapers || Download paper

  57. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Werner, Ingrid ; Panchapagesan, Venkatesh ; Angel, James J..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-22.

    Full description at Econpapers || Download paper

  58. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

    Full description at Econpapers || Download paper

  59. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

    Full description at Econpapers || Download paper

  60. What will be the risk-free rate and benchmark yield curve following European monetary union?. (2000). Brooks, Chris ; Skinner, Frank .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:10:y:2000:i:1:p:59-69.

    Full description at Econpapers || Download paper

  61. THE ANALYTICS OF RELATIVE HOLDING-PERIOD RISKS FOR BONDS. (1992). Stock, Duane .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:15:y:1992:i:3:p:253-263.

    Full description at Econpapers || Download paper

  62. DURATION AND THE NONSTATIONARITY OF SYSTEMATIC RISK FOR BONDS. (1982). Jahankhani, Ali ; Pinches, George E..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:5:y:1982:i:2:p:151-160.

    Full description at Econpapers || Download paper

  63. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-22 03:31:44 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.