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There are 12743 results for: content related to: Integrating Illiquid Assets into the Portfolio Decision Process

  1. COORDINATION FAILURES AND THE LENDER OF LAST RESORT: WAS BAGEHOT RIGHT AFTER ALL?

    Journal of the European Economic Association

    Volume 2, Issue 6, December 2004, Pages: 1116–1147, Jean-Charles Rochet and Xavier Vives

    Version of Record online : 13 DEC 2010, DOI: 10.1162/1542476042813850

  2. Optimal intermediated investment in a liquidity-driven cycle

    International Journal of Economic Theory

    Volume 11, Issue 2, June 2015, Pages: 177–203, Jenny X. Li and Jia Pan

    Version of Record online : 10 MAY 2015, DOI: 10.1111/ijet.12065

  3. Liquidity and Asset prices: An Empirical Investigation of the Nordic Stock Markets

    European Financial Management

    Volume 21, Issue 4, September 2015, Pages: 672–705, Hilal Anwar Butt and Nader Shahzad Virk

    Version of Record online : 9 FEB 2017, DOI: 10.1111/eufm.12041

  4. You have full text access to this Open Access content
    Liquidity hoarding

    Theoretical Economics

    Volume 8, Issue 2, May 2013, Pages: 291–324, Douglas Gale and Tanju Yorulmazer

    Version of Record online : 16 MAY 2013, DOI: 10.3982/TE1064

  5. The Value of Control and the Costs of Illiquidity

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1405–1455, RUI ALBUQUERQUE and ENRIQUE SCHROTH

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12207

  6. LIQUIDITY CREATION IN SOUTH AFRICAN BANKS UNDER STRESSED ECONOMIC CONDITIONS

    South African Journal of Economics

    Volume 80, Issue 1, March 2012, Pages: 106–122, JA'NEL ESTERHUYSEN, GARY VAN VUUREN and PAUL STYGER

    Version of Record online : 19 MAR 2012, DOI: 10.1111/j.1813-6982.2011.01286.x

  7. INVESTING WITH LIQUID AND ILLIQUID ASSETS

    Mathematical Finance

    Maxim Bichuch and Paolo Guasoni

    Version of Record online : 16 DEC 2016, DOI: 10.1111/mafi.12135

  8. Non-Tradable Share Reform, Liquidity, and Stock Returns in China

    International Review of Finance

    Volume 15, Issue 1, March 2015, Pages: 27–54, Chi-Hsiou D. Hung, Qiuliang Chen and Victor Fang

    Version of Record online : 29 JAN 2015, DOI: 10.1111/irfi.12043

  9. MEASURING SELF-CONTROL PROBLEMS: A STRUCTURAL ESTIMATION

    Journal of the European Economic Association

    Volume 10, Issue 5, October 2012, Pages: 1084–1115, Alessandro Bucciol

    Version of Record online : 11 JUN 2012, DOI: 10.1111/j.1542-4774.2012.01076.x

  10. Turning Bagehot on His Head: Lending at Penalty Rates When Banks Can Become Insolvent

    Journal of Money, Credit and Banking

    Volume 44, Issue 1, February 2012, Pages: 201–219, FABIO CASTIGLIONESI and WOLF WAGNER

    Version of Record online : 27 JAN 2012, DOI: 10.1111/j.1538-4616.2011.00473.x

  11. Liquidity, Liquidity Risk and Stock Returns: Evidence from Japan

    European Financial Management

    Volume 20, Issue 1, January 2014, Pages: 126–151, Bo Li, Qian Sun and Changyun Wang

    Version of Record online : 2 SEP 2011, DOI: 10.1111/j.1468-036X.2011.00629.x

  12. Liquidity and Credit Risk

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2219–2250, JAN ERICSSON and OLIVIER RENAULT

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01056.x

  13. Asset Pricing and the Illiquidity Premium

    Financial Review

    Volume 40, Issue 4, November 2005, Pages: 429–458, Howard W. Chan and Robert W. Faff

    Version of Record online : 11 OCT 2005, DOI: 10.1111/j.1540-6288.2005.00118.x

  14. A Model of the Consumption Response to Fiscal Stimulus Payments

    Econometrica

    Volume 82, Issue 4, July 2014, Pages: 1199–1239, Greg Kaplan and Giovanni L. Violante

    Version of Record online : 21 JUL 2014, DOI: 10.3982/ECTA10528

  15. Delayed Expected Loss Recognition and the Risk Profile of Banks

    Journal of Accounting Research

    Volume 53, Issue 3, June 2015, Pages: 511–553, ROBERT M. BUSHMAN and CHRISTOPHER D. WILLIAMS

    Version of Record online : 13 MAY 2015, DOI: 10.1111/1475-679X.12079

  16. Cost of Capital of Family Holding Company Interests

    Cost of Capital: Applications and Examples

    Shannon P Pratt, Roger J Grabowski, Pages: 630–649, 2014

    Published Online : 21 MAR 2014, DOI: 10.1002/9781118846780.ch23

  17. Endogenous Liquidity and Defaultable Bonds

    Econometrica

    Volume 82, Issue 4, July 2014, Pages: 1443–1508, Zhiguo He and Konstantin Milbradt

    Version of Record online : 21 JUL 2014, DOI: 10.3982/ECTA11039

  18. Risk factors in Australian bond returns

    Accounting & Finance

    Robert J. Bianchi, Michael E. Drew, Eduardo Roca and Timothy Whittaker

    Version of Record online : 2 NOV 2015, DOI: 10.1111/acfi.12174

  19. Information Acquisition in Rumor-Based Bank Runs

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1113–1158, ZHIGUO HE and ASAF MANELA

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12202

  20. Liquidity and Autocorrelations in Individual Stock Returns

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2365–2394, DORON AVRAMOV, TARUN CHORDIA and AMIT GOYAL

    Version of Record online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01060.x