نتایج جستجو برای: liquidity risk

تعداد نتایج: 949190  

2005
Franklin Allen Elena Carletti

Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises. Using a model with banking and insurance sectors, we show that credit risk transfer can be beneficial when banks face uniform demand for liquidity. However, when they face ...

Journal: :SSRN Electronic Journal 2014

Journal: :Journal of Business & Financial Affairs 2012

Journal: :Financial Markets and Portfolio Management 2010

2016
Nitin Upadhyay Rajesh Sharma Ramandeep Chhina Zhixiong Liao

This paper has examined that relationship of institutional shareholdings with liquidity in 95 dividend paying and 100 non dividend paying firms listed on Karachi Stock Exchange from 2008 to 2013. The results are consistent with the “Prudent Man” hypothesis, investment institutions are risk averse and prefer to invest in low volatile, dividend paying and liquid stocks. The study analyzed the imp...

Journal: :J. Economic Theory 2003
Ming Huang

We study an equilibrium in which agents face surprise liquidity shocks and invest in liquid and illiquid riskless assets. The random holding horizon from liquidity shocks makes the return of the illiquid security risky. The equilibrium premium for such risk depends on the constraint that agents face when borrowing against future income; it is insignificant without borrowing constraint, but can ...

2013
Shu Tian

..............................................................................................................................v Chapter One: Introduction ...................................................................................................1 Chapter Two: Liquidity, Macro Factors and the U.S. Equity Flows to Emerging Markets 3

2015
Ji-Chai Lin Ajai K. Singh Ping-Wen Sun Wen Yu Robin Chou Kathryn Clark Amit Goyal Adam Lei Wei Li Weimin Liu

Hou and Moskowitz (2005) document that common stocks with more price delay in reflecting information yield higher returns and that the delay premium cannot be explained by the CAPM, Fama-French three-factor model, or Carhart’s four-factor model. It cannot be explained by conventional liquidity measures either. They contend that the premium is attributable to inadequate risk sharing arising from...

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