FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W134089231> ?p ?o ?g. }

• W134089231 abstract "Empirical work investigating commonality in liquidity and systematic liquidity risk utilizes various different estimators of systematic liquidity. This chapter is the first to compare and contrast such estimators. We distinguish two classes of systematic liquidity estimators that both have many followers in the literature: (1) weighted average estimators based on concurrent liquidity shocks and (2) principal components estimators based on both concurrent and past liquidity shocks. Our results show that the simpler weighted average estimators perform at least as well as the more complex principal components estimators. This finding is robust across different evaluation criteria and different underlying liquidity measures." @default.
• W134089231 created "2016-06-24" @default.
• W134089231 creator A5000345774 @default.
• W134089231 creator A5016518475 @default.
• W134089231 creator A5061957173 @default.
• W134089231 creator A5066437001 @default.
• W134089231 date "2015-01-01" @default.
• W134089231 modified "2023-09-23" @default.
• W134089231 title "Liquidity" @default.
• W134089231 cites W1509078454 @default.
• W134089231 cites W1966080150 @default.
• W134089231 cites W1978596428 @default.
• W134089231 cites W2011755079 @default.
• W134089231 cites W2050031929 @default.
• W134089231 cites W2060331219 @default.
• W134089231 cites W2074442785 @default.
• W134089231 cites W2079563517 @default.
• W134089231 cites W2085925457 @default.
• W134089231 cites W2094553626 @default.
• W134089231 cites W2096566523 @default.
• W134089231 cites W2098006834 @default.
• W134089231 cites W2103130635 @default.
• W134089231 cites W2123619661 @default.
• W134089231 cites W2136272341 @default.
• W134089231 cites W2152585771 @default.
• W134089231 cites W2155809628 @default.
• W134089231 cites W2172160388 @default.
• W134089231 cites W2184747980 @default.
• W134089231 cites W2238750598 @default.
• W134089231 cites W2581832022 @default.
• W134089231 cites W2600221965 @default.
• W134089231 cites W2782704674 @default.
• W134089231 cites W3121401171 @default.
• W134089231 cites W3121427646 @default.
• W134089231 cites W3121453935 @default.
• W134089231 cites W3121652921 @default.
• W134089231 cites W3121675405 @default.
• W134089231 cites W3122438879 @default.
• W134089231 cites W3123025411 @default.
• W134089231 cites W3123062862 @default.
• W134089231 cites W3123095408 @default.
• W134089231 cites W3123129688 @default.
• W134089231 cites W3123451865 @default.
• W134089231 cites W3123516635 @default.
• W134089231 cites W3123545552 @default.
• W134089231 cites W3123899576 @default.
• W134089231 cites W3124121921 @default.
• W134089231 cites W3124280539 @default.
• W134089231 cites W563560325 @default.
• W134089231 doi "https://doi.org/10.1016/b978-0-12-802205-4.00012-9" @default.
• W134089231 hasPublicationYear "2015" @default.
• W134089231 type Work @default.
• W134089231 sameAs 134089231 @default.
• W134089231 citedByCount "0" @default.
• W134089231 crossrefType "book-chapter" @default.
• W134089231 hasAuthorship W134089231A5000345774 @default.
• W134089231 hasAuthorship W134089231A5016518475 @default.
• W134089231 hasAuthorship W134089231A5061957173 @default.
• W134089231 hasAuthorship W134089231A5066437001 @default.
• W134089231 hasConcept C105795698 @default.
• W134089231 hasConcept C149782125 @default.
• W134089231 hasConcept C162324750 @default.
• W134089231 hasConcept C176923680 @default.
• W134089231 hasConcept C183582576 @default.
• W134089231 hasConcept C185429906 @default.
• W134089231 hasConcept C189259953 @default.
• W134089231 hasConcept C190896228 @default.
• W134089231 hasConcept C204468989 @default.
• W134089231 hasConcept C33923547 @default.
• W134089231 hasConcept C556758197 @default.
• W134089231 hasConceptScore W134089231C105795698 @default.
• W134089231 hasConceptScore W134089231C149782125 @default.
• W134089231 hasConceptScore W134089231C162324750 @default.
• W134089231 hasConceptScore W134089231C176923680 @default.
• W134089231 hasConceptScore W134089231C183582576 @default.
• W134089231 hasConceptScore W134089231C185429906 @default.
• W134089231 hasConceptScore W134089231C189259953 @default.
• W134089231 hasConceptScore W134089231C190896228 @default.
• W134089231 hasConceptScore W134089231C204468989 @default.
• W134089231 hasConceptScore W134089231C33923547 @default.
• W134089231 hasConceptScore W134089231C556758197 @default.
• W134089231 hasLocation W1340892311 @default.
• W134089231 hasOpenAccess W134089231 @default.
• W134089231 hasPrimaryLocation W1340892311 @default.
• W134089231 hasRelatedWork W104219561 @default.
• W134089231 hasRelatedWork W1497956591 @default.
• W134089231 hasRelatedWork W1745770257 @default.
• W134089231 hasRelatedWork W1776528466 @default.
• W134089231 hasRelatedWork W2029975627 @default.
• W134089231 hasRelatedWork W2127893871 @default.
• W134089231 hasRelatedWork W2178922241 @default.
• W134089231 hasRelatedWork W2215530915 @default.
• W134089231 hasRelatedWork W2257485954 @default.
• W134089231 hasRelatedWork W2399547627 @default.
• W134089231 hasRelatedWork W2560460120 @default.
• W134089231 hasRelatedWork W2575308406 @default.
• W134089231 hasRelatedWork W2613074488 @default.
• W134089231 hasRelatedWork W2744187491 @default.
• W134089231 hasRelatedWork W2951649504 @default.
• W134089231 hasRelatedWork W2974747177 @default.

• next