SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Amplification of Uncertainty in Illiquid Markets
16 references·1 citing·28 second hop
Amplification of Uncertainty in Illiquid Markets (2011)Amplification of Uncertainty in Illiquid …Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…The Limits of Arbitrage (1995)The Limits of ArbitrageInvestment Under Uncertainty. (1994)Investment Under Uncertainty.ARCH modeling in finance (1992)ARCH modeling in financeNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Endogenous Uncertainty and Credit Crunches (2015)Endogenous Uncertainty and Cr…Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)A Monetary History of the United States, 1867-1960 (2017)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Credit Rationing in Markets with Imperfect Information (1981)Liquidity and leverage (2008)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
this work references cited by second hop

References

  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1992ARCH modeling in finance4,288 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

3,784 cited

Cited by

  • 2015Endogenous Uncertainty and Credit Crunches54 cited