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The Effect of Information Quality on Liquidity Risk
by: shinta, 59 pagesThe relation between information quality and cost of capital is of significant academic interest and many explanations (e.g., estimation risk, market risk, liquidity) have been posited ...
"Liquidity Risk and Correlation Risk: Implications for Risk Management"
by: shinta, 39 pagesThere has been a surge in the recent academic literature on issues concerning liquidity (starting with Amihud and Mendelson, 1986) and liquidity risk (Pastor and Stambaugh, 2003, and ...
