Liquidity risk and expected stock returns

Pricing of risk in the UK stock market

Soufian, Nasreen

January 2003

Available from British Library Document Supply Centre- DSC:DXN061597 / BLDSC - British Library Docum...

Corporate liquidity

Dittmar, A.
Mahrt-Smith, J.
Servaes, H.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Systematic risk and returns to stock index futures contracts International evidence

Antoniou, A.
Holmes, P.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-01) / BLDSC - British L...

Liquidity and credit risk

Ericsson, J.
Renault, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(362) / BLDSC - British Libra...

Sovereign risk and return in global equity markets

Bansal, R.
Dahlquist, M.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre-DSC:3597.9...

Market and technical risk in R and D

Gerlach, H.
Roende, T.
Stahl, K.O.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Liquidity risk in spot foreign exchange markets

Chalamandaris, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038509 / BLDSC - British Library D...

Manufacturing stocks Expectations, risks and cointegration

Callen, T.S.
Hall, S.G.
Henry, S.G.B
Bank of England, London (United Kingdom). Economics Div

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.067(BE-DP--42) / BLDSC - Britis...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

Acquisition of information about stock value and liquidity trading

Courtenay, R.A.
Warwick Business School (United Kingdom). Research Bureau

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.954(266) / BLDSC - British Libra...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

On strategic default and liquidity risk

Tambakis, D.
Cambridge Endowment for Research in Finance (CERF) (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.7066(no 01) / BLDSC - British Li...

Liquidity and potential surprise

Chick, V.
Anjos, M. dos
London Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCL-DE-DP--93-04) / BLDSC ...

Expected returns, risk and the integration of international bond markets

Barr, D.
Priestley, R.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(97-04) / BLDSC - British Li...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Pricing of risk in the UK stock market

Soufian, Nasreen

January 2003

Available from British Library Document Supply Centre- DSC:DXN061597 / BLDSC - British Library Docum...

Corporate liquidity

Dittmar, A.
Mahrt-Smith, J.
Servaes, H.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Systematic risk and returns to stock index futures contracts International evidence

Antoniou, A.
Holmes, P.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-01) / BLDSC - British L...

Liquidity and credit risk

Ericsson, J.
Renault, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(362) / BLDSC - British Libra...

Sovereign risk and return in global equity markets

Bansal, R.
Dahlquist, M.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre-DSC:3597.9...

Market and technical risk in R and D

Gerlach, H.
Roende, T.
Stahl, K.O.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Liquidity risk in spot foreign exchange markets

Chalamandaris, G.

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN038509 / BLDSC - British Library D...

Manufacturing stocks Expectations, risks and cointegration

Callen, T.S.
Hall, S.G.
Henry, S.G.B
Bank of England, London (United Kingdom). Economics Div

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.067(BE-DP--42) / BLDSC - Britis...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

Acquisition of information about stock value and liquidity trading

Courtenay, R.A.
Warwick Business School (United Kingdom). Research Bureau

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.954(266) / BLDSC - British Libra...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

On strategic default and liquidity risk

Tambakis, D.
Cambridge Endowment for Research in Finance (CERF) (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.7066(no 01) / BLDSC - British Li...

Liquidity and potential surprise

Chick, V.
Anjos, M. dos
London Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCL-DE-DP--93-04) / BLDSC ...

Expected returns, risk and the integration of international bond markets

Barr, D.
Priestley, R.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(97-04) / BLDSC - British Li...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Pricing of risk in the UK stock market

Soufian, Nasreen

January 2003

Available from British Library Document Supply Centre- DSC:DXN061597 / BLDSC - British Library Docum...

Corporate liquidity

Dittmar, A.
Mahrt-Smith, J.
Servaes, H.
Centre for Economic Policy Research, London (United Kingdom)

January 2002

Also available via the InternetAvailable from British Library Document Supply Centre-DSC:3597.9512(n...

Systematic risk and returns to stock index futures contracts International evidence

Antoniou, A.
Holmes, P.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.09052(93-01) / BLDSC - British L...

Liquidity risk and expected stock returns

Abstract

Extracted data

Liquidity risk and expected stock returns

Abstract

Extracted data

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