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3 research outputs found
On the Liquidity of CAC 40 Index Options Market
Author
A Fran�ois-Heude
A Gregoriou
+42 more
A Kamara
A Kamara
Alain François Heude
D Easley
E Haug
F Black
F Riva
G Capelle-Blancard
G Marcellino
H A Windcli�
H Johnson
J C Cox
J H Guo
J Y Chen
L Deville
L Deville
L Kermiche
L Kermiche
M J Brennan
M Rubinstein
N Garleanu
N P Bollen
Ouidad Yousfi
P Handa
R A Haugen
R Cont
R Frey
R J Rendleman
R Roll
R Stultz
S F Gray
S L Lia
S Mittnik
V R Eleswarapu
V T Datar
W Liu
W Margrabe
W Y Cheng
Y Amihud
Y Amihud
Y Amihud
Y Cho
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
Full text link
Crossref
Liquidity and Financial Risk
Author
A E Bernardo
A Fran�ois-Heude
+18 more
C E V Borio
C S Fernando
D W Diamond
D W Diamond
F Allen
F Allen
F Allen
Fu Hao-Dong
G Gennotte
M Brunnermeier
M Brunnermeier
P Jorion
Qin Xu
Qin Yue
S Morris
T Chordia
Xiao-yan Chen
Yi Wei
Publication venue
'Elsevier BV'
Publication date
01/01/2009
Field of study
No full text
Crossref
Liquidity Adjusted Value-at-Risk Based on the Components of the Bid-ask Spread
Author
A Bangia
A Dufour
+28 more
A Fran�ois-Heude
A Madhavan
A R Admati
A R Admati
A S Kyle
Alexander V. Benos
Barra
D Easley
De Jong
De Jong
F Black
H.-J Ahn
J Hausman
J I Kim
K Menyah
L Glosten
L S Ervan
Le Saout
M A Mart�nez
M Aitken
M Foster
P Irvine
R Huang
S-H Kim
Timotheos Angelidis
Y Amihud
Y Hisata
Y.-C Chan
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref