A THEORETICAL ANALYSIS OF THE LIQUIDITY RISK PREMIUM EMBEDDED IN THE PRICES OF VOTING AND NON-VOTING STOCKS

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BEINER BEINER; GIBSON RAJNA

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Journal Paper

Paper Information

Journal: JOURNAL OF CORPORATE FINANCE Year:1999 | Volume:5 | Issue:3 Page(s): 209-225

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Information Journal Paper

Title

A THEORETICAL ANALYSIS OF THE LIQUIDITY RISK PREMIUM EMBEDDED IN THE PRICES OF VOTING AND NON-VOTING STOCKS

Author(s)

BEINER BEINER | GIBSON RAJNA | Issue Writer Certificate

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Abstract

Cites

THE IMPACT OF PRICE AND EXCHANGE RATE FLUCTUATIONS ON STOCK PRICE INDEX IN TEHRAN STOCK MARKET: USING A VECTOR AUTO-REGRESSION METHOD

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APA: Copy

BEINER, BEINER, & GIBSON, RAJNA. (1999). A THEORETICAL ANALYSIS OF THE LIQUIDITY RISK PREMIUM EMBEDDED IN THE PRICES OF VOTING AND NON-VOTING STOCKS. JOURNAL OF CORPORATE FINANCE, 5(3), 209-225. SID. https://sid.ir/paper/605677/en

Vancouver: Copy

BEINER BEINER, GIBSON RAJNA. A THEORETICAL ANALYSIS OF THE LIQUIDITY RISK PREMIUM EMBEDDED IN THE PRICES OF VOTING AND NON-VOTING STOCKS. JOURNAL OF CORPORATE FINANCE[Internet]. 1999;5(3):209-225. Available from: https://sid.ir/paper/605677/en

IEEE: Copy

BEINER BEINER, and RAJNA GIBSON, “A THEORETICAL ANALYSIS OF THE LIQUIDITY RISK PREMIUM EMBEDDED IN THE PRICES OF VOTING AND NON-VOTING STOCKS,” JOURNAL OF CORPORATE FINANCE, vol. 5, no. 3, pp. 209–225, 1999, [Online]. Available: https://sid.ir/paper/605677/en

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