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Publications by CLÁUDIO P. SILVA JÚNIOR

Is Commonality in Liquidity a Priced Risk Factor?

Revista de Administracao Mackenzie

Political Science

English

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A Multi-Factor Measure for Cross-Market Liquidity Commonality

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Commonality in Liquidity and Real Estate Securities

SSRN Electronic Journal

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Is the Currency Risk Priced in Equity Markets?

SSRN Electronic Journal

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Commonality in Equity Options Liquidity: Evidence From European Markets

European Journal of Finance

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Size Effect in Market-Wide Liquidity Commonality: Evidence From the Indian Stock Market

Organizations and Markets in Emerging Economies

International Management

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Liquidity Commonality Under Normal and a Boom/Bust Conditions: Evidence From the Saudi Stock Exchange

International Journal of ADVANCED AND APPLIED SCIENCES

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Liquidity Risk Management

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Real Options With Priced Regime-Switching Risk

International Journal of Theoretical and Applied Finance

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Is Natural Turf a Risk Factor in Football?

Journal of Science and Medicine in Sport

Sports Medicine

Physical Therapy

English