Liquidity premia during the industrial breakthrough: evidence from the Stockholm Stock Exchange, 1901-1919

Author： Gernandt Otto   Palm Thomas   Waldenstrm Daniel  

Publisher： Oxford University Press

ISSN： 1361-4916

Source： European Review of Economic History, Vol.16, Iss.3, 2012-08, pp. : 247-269

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Taxing Emerging Stock Markets: A Beneficial Policy? Evidence from the Stockholm Stock Exchange, 1907-1939

By Waldenstrom D.  

Explorations in Economic History, Vol. 39, Iss. 1, 2002-01 ,pp. : 29-45

Elsevier

Access to resources Recommend Favorite

Insider trading restrictions and the stock market: Evidence from the Amsterdam Stock Exchange

By Kabir R.   Vermaelen T.  

European Economic Review, Vol. 40, Iss. 8, 1996-11 ,pp. : 1591-1603

Elsevier

Access to resources Recommend Favorite

Liquidity Premia and Transaction Costs

By  

THE JOURNAL OF FINANCE, Vol. 22-1082, Iss. 5, 2007-10 ,pp. : 2329-2366

John Wiley & Sons Inc

Access to resources Recommend Favorite

Liquidity Premia and Transaction Costs

By  

THE JOURNAL OF FINANCE, Vol. 62, Iss. 5, 2007-10 ,pp. : 2329-2366

John Wiley & Sons Inc

Access to resources Recommend Favorite

Dividend-Driven Trading Strategies: Evidence from the Warsaw Stock Exchange

By Brzeszczyński Janusz  

International Advances in Economic Research, Vol. 13, Iss. 3, 2007-08 ,pp. : 285-300

Springer Publishing Company

Access to resources Recommend Favorite