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[null,"1.","Record Nr.",null,"UNINA9910698693803321"]
[null,null,"Autore",null,"Goldstein Mark L"]
[null,null,"Titolo",null,"Assessment of the explanation that Immigration and Customs Enforcement provided for its subsequent transfer from the Spectrum Relocation Fund [[electronic resource]]"]
[null,null,"Pubbl/distr/stampa",null,"Washington, DC : , : U.S. Govt. Accountability Office, , [2008]"]
[null,null,"Descrizione fisica",null,"17 pages : digital, PDF file"]
[null,null,"Soggetti",null,"Spectrum analysis"]
[{"$nulls":4},"Spectrum analysis - Economic aspects"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Title from title screen (viewed on Nov. 18, 2008)."]
[{"$nulls":4},"Author: Mark L. Goldstein."]
[{"$nulls":4},"\"September 9, 2008.\""]
[{"$nulls":4},"\"GAO-08-846R.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,"2.","Record Nr.",null,"UNINA9910814579603321"]
[null,null,"Autore",null,"Amihud Yakov <1947->"]
[null,null,"Titolo",null,"Market Liquidity : Asset Pricing, Risk, and Crises"]
[null,null,"Pubbl/distr/stampa",null,"Cambridge, : Cambridge University Press, 2012"]
[null,null,"ISBN",null,"1-316-08866-9"]
[{"$nulls":4},"1-139-56384-X"]
[{"$nulls":4},"1-139-54899-9"]
[{"$nulls":4},"0-511-84439-5"]
[{"$nulls":4},"1-139-55520-0"]
[{"$nulls":4},"1-139-55395-X"]
[{"$nulls":4},"1-139-55149-3"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (294 p.)"]
[null,null,"Disciplina",null,"332.63/222"]
[{"$nulls":4},"332.63222"]
[null,null,"Soggetti",null,"Assets (Accounting) -- Econometric models"]
[{"$nulls":4},"Liquidity (Economics) -- Econometric models"]
[{"$nulls":4},"Liquidity (Economics)"]
[{"$nulls":4},"Markets -- Econometric models"]
[{"$nulls":4},"Securities -- Prices"]
[{"$nulls":4},"Liquidity (Economics) - Prices"]
[{"$nulls":4},"Securities"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,"Nota di contenuto",null,"Cover; MARKET LIQUIDITY; Title; Copyright; Contents; Acknowledgments; Introduction and Overview of the Book; PART I: THE EFFECT OF LIQUIDITY COSTS ON SECURITIES PRICES AND RETURNS; Introduction and Overview; CHAPTER 1 Asset Pricing and the Bid-Ask Spread; Summary and Implications; Asset Pricing and the Bid-Ask Spread*; 1. Introduction; 2. A Model of the Return-Spread Relation; 3. Empirical Tests; 3.1. The Data and the Derivation of the Variables; 3.2. Test Methodology; 3.3. The Results; 4. Firm Size, Spread and Return; 5. Conclusion; References"]
[{"$nulls":4},"CHAPTER 2 Liquidity, Maturity, and the Yields on U.S. Treasury SecuritiesSummary and Implications; Liquidity, Maturity, and the Yields on U.S. Treasury Securities; I. Liquidity and the U.S. Government "]
[{"$nulls":4},"Securities Market; II. Empirical Tests; A. The Data; B. The Liquidity Effect; C. Maturity Effects; III. Arbitrage Opportunities; IV. Concluding Remarks; References; CHAPTER 3 Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange; Summary and Implications; Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange; 1. Introduction"]
[{"$nulls":4},"2. Trading Mechanisms on the Tel Aviv Stock Exchange2.1. The Call Method; 2.2. The Variable Price Method; 2.3. Transfer Procedure; 3. Methodology and Empirical Results; 3.1. The Data; 3.2. Cumulative Abnormal Returns; 3.3. Liquidity Externalities; 3.4. Liquidity, Efficiency and the Trading Mechanism; 3.4.1. Liquidity; 3.4.2. Efficiency; 3.4.3. The Interaction of Liquidity and Efficiency Improvements; 4. Conclusions; References; PART II: LIQUIDITY RISK; Introduction and Overview; CHAPTER 4 Illiquidity and Stock Returns:Cross-Section and Time-Series Effects; Summary and Implications"]
[{"$nulls":4},"Illiquidity and Stock Returns Cross-Section and Time-Series Effects1. Introduction; 2. Cross-Section Relationship Between Illiquidity and Stock Return; 2.1. Measures of Illiquidity; 2.2. Empirical Methodology; 2.3. Stock Characteristics; 2.3.1. Liquidity Variables; 2.3.2. Risk Variables; 2.3.3. Additional Variables; 2.4. Cross-Section Estimation Results; 3. The Effect Over Time of Market Illiquidity on Expected Stock Excess Return; 3.1. Estimation Procedure and Results; 3.2. Market Illiquidity and Excess Returns on Size-Based Portfolios"]
[{"$nulls":4},"3.3. Monthly Data: The Effect of Illiquidity on Stock Excess Returns3.4. Illiquidity Effect, Controlling for the Effects of Bond Yield Premiums; 4. Summary and Conclusion; References; CHAPTER 5 Asset Pricing with Liquidity Risk; Summary and Implications; Asset Pricing with Liquidity Risk; 1. Introduction; 2. Assumptions; 3. Liquidity-Adjusted Capital Asset Pricing Model; 3.1. Three Liquidity Risks; 3.2. Implications of Persistence of Liquidity; 3.3. An Unconditional Liquidity-Adjusted CAPM; 4. Empirical Results; 4.1. The Illiquidity Measure; 4.2. Portfolios; 4.3. Innovations in Illiquidity"]
[{"$nulls":4},"4.4. Liquidity Risk"]
[null,null,null,"Sommario/riassunto","This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices."]