The Liquidity Discount

By Ajay Subramanian, Robert A. Jarrow. 2001

145 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/99966aa725fd78b76878c1a17d04b5f235babe20

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Huyen Pham
2. Thaleia Zariphopoulou
3. Yasushi Ishikawa
4. Peter A. Forsyth
5. Marek Musiela
6. Daniel Lacker
7. Y. Huang
8. Holger Kraft

In Finance

1. Huyen Pham
2. Thaleia Zariphopoulou
3. P. J. Graber
4. Yasushi Ishikawa
5. Peter A. Forsyth
6. Marek Musiela
7. Daniel Lacker
8. Y. Huang

Citations in the corpus

• Impulse control problem on finite horizon with execution delay (2007, background): “In financial market context, execution delay is related to liquidity risk (see e.g. [15]), and occurs with transaction, which requires heavy preparatory work as for hedge funds.”
• Optimal Bank Capital with Costly Recapitalization (2006, unknown): “real investment options, and by Subramanian and Jarrow (2001) in connection with”