SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Forced Portfolio Liquidation · Study

PreprintShelves

PreprintForced Portfolio Liquidation

Christian Ewerhart2007

OA

Preprintgreen2007

Forced Portfolio Liquidation

Christian Ewerhart · Natacha Valla

24 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Stochastic processes and financial applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 24 citations exist upstream.

References

2003Liquidity Risk and Expected Stock Returns 1995The Limits of Arbitrage 1991Disclosure, Liquidity, and the Cost of Capital 2005Asset pricing with liquidity risk 1993Trading Volume and Serial Correlation in Stock Returns 1980On the aggregation of information in competitive markets 2001Contagion as a Wealth Effect 2001Liquidity Risk and Expected Stock Returns

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2010Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-Regional Modelpreprint · 117 shared references 2010Financial Market Liquidity and the Lender of Last Resortpreprint · 115 shared references 2010Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Ratepreprint · 104 shared references 2010DSGE Models in a Data-Rich Environmentpreprint · 101 shared references 2010Understanding Asset Prices: Determinants and Policy Implicationspreprint · 99 shared references 2010Euro Money Market Interest Rates Dynamics and Volatility: How They Respond to Recent Changes in the Operational Frameworkpreprint · 95 shared references

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations24

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.2139/ssrn.1689436

openalex_workW1548846408

Links

Imported from OpenAlex (CC0) — nothing here is generated.