Liquidity Options
- 31 August 2010
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 18 (1), 80-89
- https://doi.org/10.3905/jod.2010.18.1.080
Abstract
No abstract availableKeywords
This publication has 22 references indexed in Scilit:
- Measuring a Premium for Liquidity RiskThe Journal of Private Equity, 2010
- Markov chain models to estimate the premium for extended hedge fund lockupsWilmott Journal, 2009
- The Price of ImmediacyThe Journal of Finance, 2008
- Hedging Liquidity RiskThe Journal of Alternative Investments, 2007
- Asset pricing with liquidity riskJournal of Financial Economics, 2005
- Liquidity and Asset PricesFoundations and Trends® in Finance, 2005
- Modeling the bid/ask spread: measuring the inventory-holding premiumJournal of Financial Economics, 2003
- Option Pricing as a Proxy for Discount for Lack of Marketability in Private Company ValuationsBusiness Valuation Review, 1993
- Asset pricing and the bid-ask spreadJournal of Financial Economics, 1986
- Information Effects on the Bid-Ask SpreadThe Journal of Finance, 1983