Raphael Schestag
Finance · 2016
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it
- Accounting — 6 citations into it
Whom Raphael Schestag trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Raphael Schestag's perspective
Ordered by how strongly the researchers Raphael Schestag trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Individual Equity Return Data from Thomson Datastream: Handle with Care!
- Valuation in Over-the-Counter Markets
- Securities lending, shorting, and pricing
- Corporate Yield Spreads and Bond Liquidity
- Latent liquidity: A new measure of liquidity, with an application to corporate bonds ☆
- Explaining the Rate Spread on Corporate Bonds
- Corporate Bond Trading Costs: A Peek Behind the Curtain
- The Bond/Old-Bond Spread
- Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
Their papers
- Measuring Liquidity in Bond Markets (2016) — 207 citations