Liquidity premium
Research on the premium for the joint lower-tail risk of liquidity and investor sentiment
The authors put forward the concept of the joint lower-tail risk of liquidity and investor sentiment and investigate the issue of lower-tail risk premiums in the Chinese stock market.
What drives the January seasonality in the illiquidity premium? Evidence from international stock markets
This study is, to the best of the authors’ knowledge, the first attempt to comprehensively examine and explain the January effect in the illiquidity premium.
Saba’s Weinstein: ETFs ‘destroy value’ in junk bonds
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
Insurers hunt for 'scale premium' in infrastructure assets
Size and tenor of deals grow in importance as illiquidity premium fades
Illiquidity premium taxes Asian regulators
Asian regulators are turning their attention to the illiquidity premium, but defining it within an Asian context will not be easy. Blake Evans-Pritchard reports on some of the challenges
UK annuity providers review credit risk strategies
Balancing act
Risk 25 firms of the future: Murex
Industrial revolution
Liquid CDSs mean cheaper debt, Fitch research finds
Study shows strong correlation between CDS liquidity and yields on sovereign debt
Focus on liquidity premium for annuity providers neglects policyholder interests
Ceiops governance committee chair says ABI’s focus on liquidity premium gives too much weight to industry opinion