The effect of regime-switching transaction costs and cash dividends on liquidity premia-Reference-Cited by-同舟云学术

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The effect of regime-switching transaction costs and cash dividends on liquidity premia

Published:2024-05 Issue: Volume:93 Page:103186
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Chae Jiwon,Jang Bong-Gyu^ORCID,Kim Taeyoon^ORCID

Publisher

Elsevier BV

Reference23 articles.

1. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986

2. International asset allocation with regime shifts;Ang;The Review of Financial Studies,2002

3. Portfolio choice with illiquid assets;Ang;Management Science,2014

4. Dividend clienteles and the information content of dividend changes;Bajaj;Journal of Financial Economics,1990

5. The diminishing liquidity premium;Ben-Rephael;Journal of Financial and Quantitative Analysis,2015

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal dividend and risk control strategies for an insurer when there are multiple reinsurers with different risk attitudes;Finance Research Letters;2024-11

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