𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data

✍ Scribed by Christopher Martin; Costas Milas


Book ID
111081201
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
230 KB
Volume
13
Category
Article
ISSN
1367-0271

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


An Alternative Estimation Method of the
✍ Martti Luoma; Petri SahlstrΓΆm; Reijo Ruuhela πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 109 KB

This paper develops a method to estimate the equity risk premium. The method exploits the Earn Back Period (EBP) formula presented by Luoma and Ruuhela (2001), which is a generalization of the P/E ratio. The EBP has a clear theoretical interpretation and can be used to compare stocks with different

Nonlinear dynamics in high-frequency int
✍ David G. McMillan; Alan E. H. Speight πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 151 KB

## Abstract Recent research investigating the properties of high‐frequency financial data has suggested that the stochastic nonlinearity widely present in such data may be characterized by heterogeneous components in conditional volatility, and nonlinear dependence of threshold autoregressive form