1

The illusory nature of momentum profits

David A. Lesmond, Michael J. Schill, Chunsheng Zhou
Journal:
Journal of Financial Economics
Année:
2004
Langue:
english
Fichier:
PDF, 267 KB
english, 2004
2

Corporate Yield Spreads and Bond Liquidity

LONG CHEN, DAVID A. LESMOND, JASON WEI
Journal:
The Journal of Finance
Année:
2007
Langue:
english
Fichier:
PDF, 157 KB
english, 2007
3

Liquidity of emerging markets

David A. Lesmond
Journal:
Journal of Financial Economics
Année:
2005
Langue:
english
Fichier:
PDF, 414 KB
english, 2005
5

Corporate Yield Spreads and Bond Liquidity

Long Chen, David A. Lesmond and Jason Wei
Journal:
The Journal of Finance
Année:
2007
Langue:
english
Fichier:
PDF, 3.45 MB
english, 2007
6

Closed-End Funds

Lesmond, David A., Nishiotis, George
Journal:
SSRN Electronic Journal
Année:
2015
Langue:
english
Fichier:
PDF, 445 KB
english, 2015
7

A New Estimate of Transaction Costs

David A. Lesmond, Joseph P. Ogden and Charles A. Trzcinka
Journal:
Review of Financial Studies
Année:
1999
Langue:
english
Fichier:
PDF, 584 KB
english, 1999
8

Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility

Han, Yufeng, Lesmond, David
Journal:
Review of Financial Studies
Année:
2011
Langue:
english
Fichier:
PDF, 261 KB
english, 2011
9

Liquidity Biases and the Pricing of Cross-sectional Idiosyncratic Volatility

Yufeng Han and David Lesmond
Journal:
Review of Financial Studies
Année:
2011
Langue:
english
Fichier:
PDF, 3.53 MB
english, 2011
10

The Illusory Nature of Momentum Profits

Lesmond, David A., Schill, Michael J., Zhou, Chunsheng
Journal:
SSRN Electronic Journal
Année:
2003
Langue:
english
Fichier:
PDF, 323 KB
english, 2003
11

Liquidity Biases and the Pricing of Cross-Sectional Idiosyncratic Volatility

Han, Yufeng, Lesmond, David A.
Journal:
SSRN Electronic Journal
Année:
2010
Langue:
english
Fichier:
PDF, 434 KB
english, 2010
13

Stock Liquidity, Microstructure and Kurtosis

Banerjee, Suman, Dai, Lili, Lesmond, David A., Noe, Thomas H.
Journal:
SSRN Electronic Journal
Année:
2013
Langue:
english
Fichier:
PDF, 400 KB
english, 2013
14

Corporate Yield Spreads and Bond Liquidity

Lesmond, David A., Chen, Long, Wei, Jason Zhanshun
Journal:
SSRN Electronic Journal
Année:
2005
Langue:
english
Fichier:
PDF, 234 KB
english, 2005
15

Capital Structure and Equity Liquidity

Lesmond, David A., O'Connor, Philip F., Senbet, Lemma W.
Journal:
SSRN Electronic Journal
Année:
2008
Langue:
english
Fichier:
PDF, 233 KB
english, 2008
16

Liquidity and Credit Risk in Emerging Debt Markets

Hund, John, Lesmond, David A.
Journal:
SSRN Electronic Journal
Année:
2008
Langue:
english
Fichier:
PDF, 443 KB
english, 2008