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The pricing discount for limited liquidity: evidence from SWX Swiss Exchange and the Nasdaq

  • Loderer, Claudio
  • Roth, Lukas

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File URL: http://www.sciencedirect.com/science/article/B6VFG-4FBW62D-1/2/8f30f5ed903d91fab2c764eb500d0112
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 12 (2005)
Issue (Month): 2 (March)
Pages: 239-268

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Handle: RePEc:eee:empfin:v:12:y:2005:i:2:p:239-268
Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin

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  18. Ball, R. & Finn, F.J., 1989. "The Effect Of Block Transactions On Share Prices: Australian Evidence," Papers 89-04, Rochester, Business - Managerial Economics Research Center.
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  22. John Koeplin & Atulya Sarin & Alan C. Shapiro, 2000. "The Private Company Discount," Journal of Applied Corporate Finance, Morgan Stanley, vol. 12(4), pages 94-101.
  23. Jones, C.M. & Lipson, M.L., 1999. "Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX," Papers 99-8, Columbia - Graduate School of Business.
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