中文| English

BNBU | Library

  

Browse/Search Results: 1-10 of 11

Selected(0)Clear Items/Page:    Sort:
Valuing catastrophe equity put options with liquidity risk, default risk and jumps Journal article
North American Journal of Economics and Finance,2025, volume: 76
Authors:  Tang, Chao;  Chen, Peimin;  Zhang, Shu
Favorite  |  View/Download：4/0  |  Submit date：2025/03/10
The optimal investment problem with inflation and liquidity risk Journal article
Journal of Computational and Applied Mathematics,2024, volume: 438
Authors:  Chen, Xinyue;  Chen, Peimin;  He, Yong;  Wang, Xiaoyang
Favorite  |  View/Download：4/0  |  Submit date：2024/03/12
The cross-sectional return predictability of employment growth: A liquidity risk explanation Journal article
Financial Review,2022, volume: 57, issue: 1, pages: 155-178
Authors:  Liu, Weimin;  Luo, Di;  Park, Seyoung;  Zhao, Huainan
Favorite  |  View/Download：5/0  |  Submit date：2023/12/01
Further tests of asset pricing models: Liquidity risk matters Journal article
Economic Modelling,2021, volume: 95, pages: 255-273
Authors:  Ma, Xiuli;  Zhang, Xindong;  Liu, Weimin
Favorite  |  View/Download：3/0  |  Submit date：2023/12/01
Investor protection and the value impact of stock liquidity Journal article
Journal of International Business Studies,2020, volume: 51, issue: 1, pages: 72-94
Authors:  Huang, Tao;  Wu, Fei;  Yu, Jing;  Zhang, Bohui
Favorite  |  View/Download：7/0  |  Submit date：2022/04/21
Option-Implied variance asymmetry and the cross-section of stock returns Journal article
Journal of Banking and Finance,2019, volume: 101, pages: 21-36
Authors:  Huang, Tao;  Li, Junye
Favorite  |  View/Download：5/0  |  Submit date：2022/04/21
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach Journal article
Quantitative Finance,2019, volume: 19, issue: 3, pages: 519-532
Authors:  Zhang,Rongju;  Langrené,Nicolas;  Tian,Yu;  Zhu,Zili;  Klebaner,Fima
Favorite  |  View/Download：4/0  |  Submit date：2022/08/29
Transaction costs, liquidity risk, and the CCAPM Journal article
Journal of Banking and Finance,2016, volume: 63, pages: 126-145
Authors:  Liu, Weimin;  Luo, Di;  Zhao, Huainan
Favorite  |  View/Download：5/0  |  Submit date：2023/12/01
The Epstein-Zin Model with Liquidity Extension Journal article
Financial Review,2016, volume: 51, issue: 1, pages: 113-146
Authors:  Liu, Weimin;  Luo, Di;  Zhao, Huainan
Favorite  |  View/Download：4/0  |  Submit date：2023/12/01
Does liquidity risk explain low firm performance following seasoned equity offerings? Journal article
Journal of Banking and Finance,2012, volume: 36, issue: 10, pages: 2770-2785
Authors:  Bilinski, Pawel;  Liu, Weimin;  Strong, Norman
Favorite  |  View/Download：5/0  |  Submit date：2023/12/01