Time and the price impact of a trade

Article Abstract:

Issues related to the effect waiting time between transactions has on the price of a security are examined. Topics include the use of a model created by Joel Hasbrouck for prices and trade, and the conclusions that active trading markets increase successive buying, decrease liquidity, and create more trading information.

Securities & Commodities Exchanges, Legislative Bodies, Finance, Securities, Securities prices, Prices, Liquidity (Finance)

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LAPM: a liquidity-based asset pricing model

Article Abstract:

Financial research using the capital asset pricing model focuses on risk aversion and consumer preference in determining prices. A liquidity-based asset pricing model is presented that also factors the corporate distribution of wealth.

Finance

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Feedback from stock prices to cash flow

Article Abstract:

A paper on feedback from stock prices to cash flows is presented. The phenomenon entails stakeholders making decisions based on the information contained in a stock's price.

Economic aspects, Cash flow

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