X
Search Filters
Format Format
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
liquidity (8) 8
studies (7) 7
business, finance (6) 6
economics (5) 5
spread (5) 5
returns (4) 4
transaction costs (4) 4
cost estimates (3) 3
prices (3) 3
rates of return (3) 3
stocks (3) 3
analysis (2) 2
asked price (2) 2
bid-ask spread (2) 2
bonds (2) 2
default (2) 2
emerging markets (2) 2
hauling (2) 2
hoisting (2) 2
hoisting, lifting, hauling or pushing, not otherwise providedfor, e.g. devices which apply a lifting or pushing forcedirectly to the surface of a load (2) 2
investors (2) 2
lifting (2) 2
nyse (2) 2
performing operations (2) 2
physics (2) 2
risk (2) 2
stock prices (2) 2
transporting (2) 2
volatility (2) 2
yield (2) 2
zero (2) 2
114 physical sciences (1) 1
[ phys.hexp ] physics [physics]/high energy physics - experiment [hep-ex] (1) 1
accounting (1) 1
analogue electronic circuits (1) 1
analysis and statistical methods (1) 1
analytical forecasting (1) 1
arbitrage (1) 1
behavior (1) 1
bias (1) 1
bid price (1) 1
bond rating (1) 1
business community (1) 1
c18 (1) 1
calibration and fitting methods (1) 1
calorimeters (1) 1
capital-market equilibrium (1) 1
cathode strip chambers (1) 1
ceec (1) 1
centrality dependence (1) 1
cern large hadron collider (1) 1
cluster finding (1) 1
color glass condensate (1) 1
combination or multi-purpose tools not otherwise providedfor (1) 1
computing (1) 1
control and monitor systems online (1) 1
corporate (1) 1
corporate bonds (1) 1
corporate liquidity (1) 1
correlation analysis (1) 1
cost estimation models (1) 1
credit ratings (1) 1
curve (1) 1
data acquisition circuits (1) 1
data acquisition concepts (1) 1
data processing methods (1) 1
data reduction methods (1) 1
debt (1) 1
default risk (1) 1
details or components of portable power-driven tools notparticularly related to the operations performed and nototherwise provided for (1) 1
detector alignment and calibration methods (1) 1
detector control systems (1) 1
detector cooling and thermo-stabilization (1) 1
detector design and construction technologies and materials (1) 1
detector grounding (1) 1
detectors and experimental techniques (1) 1
digital electronic circuits (1) 1
digital signal processing (1) 1
economic development: financial markets, saving and capital investment, corporate finance and governance (1) 1
economic theory (1) 1
electronic detector readout concepts (1) 1
elliptic flow (1) 1
energy density (1) 1
estimates (1) 1
estimation bias (1) 1
estimation theory (1) 1
europe (1) 1
execution costs (1) 1
experiment (1) 1
financial investments (1) 1
financial performance (1) 1
financial portfolios (1) 1
financial securities (1) 1
flows (1) 1
forecasts and trends (1) 1
foreign investments (1) 1
foreign ownership (1) 1
front-end electronics (1) 1
front-end electronics for detector readout (1) 1
g12 (1) 1
more...
Language Language
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Journal of Financial Economics, ISSN 0304-405X, 2005, Volume 77, Issue 2, pp. 411 - 452
Emerging markets are characterized by volatile, but substantial returns that can easily exceed 75% per annum. Balancing these lofty returns are liquidity costs... 
Liquidity determinants | Liquidity costs | Emerging markets | liquidity costs | PRICES | TRANSACTION COSTS | STOCK-EXCHANGE | HOME BIAS | RETURNS | BUSINESS, FINANCE | FOREIGN OWNERSHIP | INTEGRATION | INVESTORS | BID-ASK SPREAD | ECONOMICS | liquidity determinants | FLOWS | emerging markets | Forecasts and trends | Management | Foreign investments | Liquidity (Finance) | Insider trading in securities
Journal Article
The Journal of Finance, ISSN 0022-1082, 2/2007, Volume 62, Issue 1, pp. 119 - 149
We find that liquidity is priced in corporate yield spreads. Using a battery of liquidity measures covering over 4,000 corporate bonds and spanning both... 
Bond rating | Corporate bonds | Cost estimates | Credit ratings | Liquidity | Junk bonds | Investment grade bonds | Yield curves | Corporate liquidity | Financial investments | BUSINESS, FINANCE | MARKET | TRANSACTION COSTS | PRICE | RETURNS | CURVE | DEFAULT RISK | STOCKS | DEBT
Journal Article
Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 12/2015, Volume 50, Issue 6, p. 1269
  This paper examines data from 45 world markets and shows that the previously documented relation between mean returns and idiosyncratic volatility arises... 
Studies | Volatility | Correlation analysis | Rates of return | Liquidity | Asked price
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2004, Volume 71, Issue 2, pp. 349 - 380
Our paper re-examines the profitability of relative strength or momentum trading strategies (buying past strong performers and selling past weak performers).... 
Market anomalies | Momentum | Transaction costs | Trading strategies | transaction costs | VALUE LINE ENIGMA | PRICE ADJUSTMENT | SECURITY RETURNS | market anomalies | momentum | EXECUTION COSTS | STOCK RETURNS | BUSINESS, FINANCE | trading strategies | INVESTMENT | NYSE | ECONOMICS | MARKET-EFFICIENCY | Analysis | Profit
Journal Article
by Collaboration, The CMS and Chatrchyan, S and Hmayakyan, G and Khachatryan, V and Sirunyan, A M and Adam, W and Bauer, T and Bergauer, T and Bergauer, H and Dragicevic, M and Erö, J and Friedl, M and Frühwirth, R and Ghete, V M and Glaser, P and Hartl, C and Hoermann, N and Hrubec, J and Hänsel, S and Jeitler, M and Kastner, K and Krammer, M and Abril, I Magrans de and Markytan, M and Mikulec, I and Neuherz, B and Nöbauer, T and Oberegger, M and Padrta, M and Pernicka, M and Porth, P and Rohringer, H and Schmid, S and Schreiner, T and Stark, R and Steininger, H and Strauss, J and Taurok, A and Uhl, D and Waltenberger, W and Walzel, G and Widl, E and Wulz, C-E and Petrov, V and Prosolovich, V and Chekhovsky, V and Dvornikov, O and Emeliantchik, I and Litomin, A and Makarenko, V and Marfin, I and Mossolov, V and Shumeiko, N and Solin, A and Stefanovitch, R and Gonzalez, J Suarez and Tikhonov, A and Fedorov, A and Korzhik, M and Missevitch, O and Zuyeuski, R and Beaumont, W and Cardaci, M and Langhe, E De and Wolf, E A De and Delmeire, E and Ochesanu, S and Tasevsky, M and Mechelen, P Van and D'Hondt, J and Weirdt, S De and Devroede, O and Goorens, R and Hannaert, S and Heyninck, J and Maes, J and Mozer, M U and Tavernier, S and Doninck, W Van and Lancker, L Van and Mulders, P Van and Villella, I and Wastiels, C and Yu, C and Bouhali, O and Charaf, O and Clerbaux, B and Harenne, P De and Lentdecker, G De and Dewulf, J P and Elgammal, S and Gindroz, R and Hammad, G H and Mahmoud, T and Neukermans, L and Pins, M and Pins, R and Rugovac, S and Stefanescu, J and Sundararajan, V and ... and CMS Collaboration
Journal of Instrumentation, ISSN 1748-0221, 08/2008, Volume 3, Issue 8, pp. S08004 - S08004
The Compact Muon Solenoid (CMS) detector is described. The detector operates at the Large Hadron Collider (LHC) at CERN. It was conceived to study... 
Overall mechanics design | Data processing methods | Digital electronic circuits | Calorimeters | Electronic detector readout concepts | Calibration and fitting methods | Gaseous detectors | Computing | Data acquisition circuits | Detector alignment and calibration methods | Cluster finding | Front-end electronics for detector readout | Trigger concepts and systems | Large detector systems for particle and astroparticle physics | Gamma detectors | Control and monitor systems online | Detector design and construction technologies and materials | Manufacturing | Optical detector readout concepts | Data acquisition concepts | Data reduction methods | Solid state detectors | Particle tracking detectors | Online farms and online filtering | Modular electronics | Scintillation and light emission processes | Detector grounding | VLSI circuits | Instrumentation for particle accelerators and storage rings-high energy | Detector control systems | Detector cooling and thermo-stabilization | Pattern recognition | Software architectures | Voltage distributions | Scintillators | Analysis and statistical methods | Particle identification methods | Special cables | Spectrometers | Digital signal processing | Analogue electronic circuits | Pattern recognition, cluster finding, calibration and fitting methods | Instrumentation for particle accelerators and storage rings | RESISTIVE PLATE CHAMBERS | PROTON-INDUCED DAMAGE | SILICON SENSORS | PBWO4 SCINTILLATING CRYSTALS | CATHODE STRIP CHAMBERS | VACUUM PHOTOTRIODES | LEAD TUNGSTATE CRYSTALS | high energy | INSTRUMENTS & INSTRUMENTATION | FRONT-END ELECTRONICS | LEVEL GLOBAL TRIGGER | Scintillators, scintillation and light emission processes | LONG-TERM PERFORMANCE | Instrumentation and Detectors | Physics
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 12/1999, Volume 12, Issue 5, pp. 1113 - 1141
Transaction costs are important for a host of empirical analyses from market efficiency to international market research. But transaction costs estimates are... 
Trade | Zero | Cost estimation models | Investors | Cost estimates | Stock exchanges | Securities returns | Financial securities | Transaction costs | Security prices | CAPITAL-MARKET EQUILIBRIUM | BUSINESS, FINANCE | BID-ASK SPREAD | NYSE | PRICES | INFORMATION
Journal Article
Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 01/2016, Volume 50, Issue 6, pp. 1269 - 1292
This paper examines data from 45 world markets and shows that the previously documented relation between mean returns and idiosyncratic volatility arises... 
MARKET EQUILIBRIUM | BUSINESS, FINANCE | PRICES | BEHAVIOR | RETURNS | RISK | ECONOMICS | STOCKS | ILLIQUIDITY | Analysis | Pricing | Liquidity (Finance)
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 08/2005, Volume 77, Issue 2, p. 411
  Emerging markets are characterized by volatile, but substantial returns that can easily exceed 75% per annum. Balancing these lofty returns are liquidity... 
Studies | Spread | Economic theory | Emerging markets | Liquidity | Asked price | Bid price
Journal Article
Journal of finance, ISSN 0022-1082, 02/2007, Volume 62, Issue 1, pp. 119 - 150
We find that liquidity is priced in corporate yield spreads. Using a battery of liquidity measures covering over 4,000 corporate bonds and spanning both... 
Journal Article
The Journal of Finance, ISSN 0022-1082, 02/2007, Volume 62, Issue 1, p. 119
  We find that liquidity is priced in corporate yield spreads. Using a battery of liquidity measures covering over 4,000 corporate bonds and spanning both... 
Studies | Spread | Bonds | Liquidity | Yield | Default
Journal Article
Journal of Physics G: Nuclear and Particle Physics, ISSN 0954-3899, 11/2007, Volume 34, Issue 11, pp. 2307 - 2455
This report presents the capabilities of the CMS experiment to explore the rich heavy-ion physics programme offered by the CERN Large Hadron Collider (LHC).... 
PARTONIC ENERGY-LOSS | JET PRODUCTION | ELLIPTIC FLOW | J/PSI PHOTOPRODUCTION | QUARK-GLUON PLASMA | PHYSICS, NUCLEAR | LOW-X | NUCLEUS-NUCLEUS COLLISIONS | HADRON-PRODUCTION | COLOR GLASS CONDENSATE | CENTRALITY DEPENDENCE | PHYSICS, PARTICLES & FIELDS | Physics | High Energy Physics - Experiment
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 05/2011, Volume 24, Issue 5, p. 1590
We model a microstructure effect on daily security returns, embodied by zero returns and the bid-ask spread, and derive a closed-form solution for the... 
Studies | Spread | Volatility | Bias | Rates of return | Liquidity | Models
Journal Article
Review of financial studies, ISSN 0893-9454, 05/2011, Volume 24, Issue 5, pp. 1590 - 1629
We model a microstructure effect on daily security returns, embodied by zero returns and the bid-ask spread, and derive a closed-form solution for the... 
Journal Article
Journal of financial economics, ISSN 0304-405X, 02/2004, Volume 71, Issue 2, pp. 349 - 380
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 02/2004, Volume 71, Issue 2, p. 349
  Our paper re-examines the profitability of relative strength or momentum trading strategies (buying past strong performers and selling past weak performers).... 
Stock prices | Studies | Spread | Statistical analysis | Financial performance | Rates of return
Journal Article
Review of financial studies, ISSN 0893-9454, 01/1999, Volume 12, Issue 5, pp. 1113 - 1142
Journal Article
The Review of Financial Studies, ISSN 0893-9454, 5/2011, Volume 24, Issue 5, pp. 1590 - 1629
We model a microstructure effect on daily security returns, embodied by zero returns and the bid-ask spread, and derive a closed-form solution for the... 
Estimation bias | Zero | Price volatility | Cost estimates | Arbitrage | Estimation theory | Liquidity | Systematic risk | Financial portfolios | Analytical forecasting | BUSINESS, FINANCE | RETURNS | G12 | RISK | ECONOMICS | C18 | STOCKS | TREND
Journal Article
01/1995
This study examines the effect of total transaction costs on security returns and develops an alternative return generating process that incorporates the... 
Economics | Accounting | Business community
Dissertation
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.