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The pricing of illiquidity and illiquid assets: Essays on empirical asset pricing
Patrick Tuijp
Center Ph. D. Students
Research Group: Finance
Research output
:
Thesis
›
Doctoral Thesis
710
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Dive into the research topics of 'The pricing of illiquidity and illiquid assets: Essays on empirical asset pricing'. Together they form a unique fingerprint.
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Keyphrases
Liquidity
100%
Illiquid Assets
100%
Illiquidity
100%
Empirical Asset Pricing
100%
Stock Prices
60%
Liquid Assets
60%
Specific Risk
40%
Transaction Costs
20%
Expected Returns
20%
Time Impact
20%
Time Variation
20%
Long-term Investors
20%
Investment Horizon
20%
Pricing of Liquidity
20%
Horizon Model
20%
U.S. Stocks
20%
Under-diversification
20%
Residential Real Estate
20%
Short-term Investors
20%
U.S. Stock Returns
20%
Clientele Effect
20%
Economics, Econometrics and Finance
Stock Price
100%
Asset Pricing
100%
Pricing
100%
Investors
66%
Transaction Costs
33%
Capital Market Returns
33%
Residential Real Estate
33%