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Chapter 3 - Market Microstructure and Securities Values: Evidence from the Tel Aviv Stock Exchange
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Part II - Liquidity Risk
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Chapter 8 - Slow Moving Capital
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Chapter 4 - Illiquidity and Stock Returns:Cross-Section and Time-Series Effects
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Market Microstructure and Securities Values Evidence from the Tel Aviv Stock Exchange*
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Chapter 5 - Asset Pricing with Liquidity Risk
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Chapter 6 - Market Liquidity and Funding Liquidity
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Contents
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Index
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Chapter 2 - Liquidity, Maturity, and the Yields on U.S. Treasury Securities
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References for Introductions and Summaries
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Chapter 7 - Liquidity and the 1987 Stock Market Crash
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Acknowledgments
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Chapter 1 - Asset Pricing and the Bid–Ask Spread
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Introduction and Overview
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Liquidity, Maturity, and the Yields on U.S. Treasury Securities*
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Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
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Part I - The Effect of Liquidity Costs on Securities Prices and Returns
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Frontmatter
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A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)
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- Annals of Actuarial Science / Volume 7 / Issue 1 / March 2013
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- 30 October 2012, pp. 61-100
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