共 8 条
[1]
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[2]
Continuous Auctions and Insider Trading. Kyle Albert S. Econometrica . 1985
[3]
Placing No-arbitrage Bounds on the Value of Nonmarketable and Thinly-traded Securities. Longstaff Francis A. Advances in Futures and Options Research . 1995
[4]
How Much Can Marketability Affect Security Values?. Longstaff F A. The Journal of Finance . 1995
[5]
Optimal Portfolio Choice and the Valuation of Illiquid Securities. Longstaff F A. Review of Finance . 2001
[6]
Impact of Liquidity on Premia/Discounts in Closedend Funds. Vinay Datar. The Quarterly Journal of Economics and Finance . 2001
[7]
Discounts on Illiquid Stocks: Evidence from China. Chen Zhiwu,Peng Xiong. Yale ICF(International Center for Finance at the Yale University) Working Paper . 2001
[8]
Asset Pricing and the Bid-ask Spread. Amihud Yakov,Haim Mendelson. The Journal of Finance . 1986