Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

How Much Can Marketability Affect Security Values?

5 references·16 citing·45 second hop

FromToDepth

this work references cited by second hop

References

1986Asset pricing and the bid-ask spread5,087 cited
1986Capital Market Equilibrium with Transaction Costs1,096 cited
1987Brownian Motion and Stochastic Flow Systems.1,091 cited
1973Studies in the Theory of Capital Markets.908 cited
1991Discounts on Restricted Stock: The Impact of Illiquidity on Stock Prices307 cited

Cited by

2003Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it?225 cited
1999Connecting discrete and continuous path-dependent options208 cited
2000The term structure of very short-term rates: New evidence for the expectations hypothesis188 cited
2001The Price of Options Illiquidity137 cited
2009Portfolio Claustrophobia: Asset Pricing in Markets with Illiquid Assets137 cited
2001Discounts on Illiquid Stocks: Evidence from China124 cited
2000Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program123 cited
2021Option Return Predictability116 cited
2004The Past, Present, and Probable Future for Community Banks108 cited
2008Return Differences between Trading and Non-Trading Hours: Like Night and Day

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

100 cited

2013Pricing Vulnerable Options with Correlated Credit Risk Under Jump‐Diffusion Processes88 cited

2010Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision82 cited

2009Non‐Tradable Share Reform and Corporate Governance in the Chinese Stock Market66 cited

2010Liquidity effect in OTC options markets: Premium or discount?65 cited

2010Locked Up by a Lockup: Valuing Liquidity as a Real Option62 cited

2022Private or Public Equity? The Evolving Entrepreneurial Finance Landscape60 cited