SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
How Much Can Marketability Affect Security Values?
0 references·8 citing·37 second hop
How Much Can Marketability Affect Security Values? (1995)How Much Can Marketability Affect Securit…An Average-Strike Put Option Model of the Marketability Discount (2012)An Average-Strike Put Option …Trading constraints and illiquidity discounts (2011)Trading constraints and illiq…The term structure of illiquidity premia (2011)The term structure of illiqui…Agency problems and liquidity premium: Evidence from China's stock ownership reform (2011)Agency problems and liquidity…Valuation of Bond Illiquidity (2007)Valuation of Bond IlliquidityInteraction of credit and liquidity risks: Modelling and valuation (2005)Interaction of credit and liq…Municipal Marketability (2004)Municipal MarketabilityPaper millionaires: How valuable is stock to a stockholder who is restricted from selling it? (2002)Paper millionaires: How valua…An equilibrium characterization of the term structure (1977)Asset pricing and the bid-ask spread (1986)Pricing Interest-Rate-Derivative Securities (1990)Risk Premia in Covered Bond Markets (2012)The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds (2012)Empirical analysis of the international public covered bond market (2018)Parsimonious Modeling of Yield Curves (1987)Inference in Linear Time Series Models with some Unit Roots (1990)Asset pricing with liquidity risk (2005)Credit Risk in Covered Bonds (2012)Do social ties matter for corporate bond yield spreads? Evidence from China (2019)A Survey of Corporate Governance (1997)A Survey of Corporate Governance (1997)Institutional Investors and Equity Prices (2001)Valuation of restricted shares by conflicting shareholders in the Split Share Structure Reform (2012)Private benefits from control of public corporations (1989)China share issue privatization: the extent of its success (2003)Tunneling through intercorporate loans: The China experience☆ (2010)Risk, illiquidity or marketability: What matters for the discounts on private equity placements? (2015)Does a one-tier board affect firms’ performances? Evidences from Italian unlisted enterprises (2016)The Crowdfunding of Altruism (2022)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Jump liquidity risk and its impact on CVaR (2008)“Options, Futures, and Other Derivatives” (2016)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Non-tradable shares pricing and optimal default point based on hybrid KMV models: Evidence from China (2016)The cost of equity for private firms (2016)Valuing Thinly Traded Assets (2017)Optimum consumption and portfolio rules in a continuous-time model (1971)Martingales and arbitrage in multiperiod securities markets (1979)Corporate Ownership Around the World (1999)The Value of Vesting Restrictions on Managerial Stock and Option Holdings (2008)An Empirical Study of Bond Market Transactions (2000)The costs and determinants of order aggressiveness (2000)Corporate Bond Trading Costs: A Peek Behind the Curtain (2001)Lowering Borrowing Costs for States and Municipalities Through CommonMuni (2013)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2011The term structure of illiquidity premia47 cited
  • 2007Valuation of Bond Illiquidity37 cited
  • 2011Trading constraints and illiquidity discounts33 cited
  • 2012An Average-Strike Put Option Model of the Marketability Discount30 cited
  • 2002Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it?28 cited
  • 2011Agency problems and liquidity premium: Evidence from China's stock ownership reform27 cited
  • 2004Municipal Marketability24 cited
  • 2005Interaction of credit and liquidity risks: Modelling and valuation22 cited

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