Valuing a Liquidity Discount

Article Properties
Cite
Chen, Ren-Raw. “Valuing a Liquidity Discount”. The Journal of Fixed Income, vol. 21, no. 3, 2011, pp. 59-73, https://doi.org/10.3905/jfi.2012.21.3.059.
Chen, R.-R. (2011). Valuing a Liquidity Discount. The Journal of Fixed Income, 21(3), 59-73. https://doi.org/10.3905/jfi.2012.21.3.059
Chen, Ren-Raw. “Valuing a Liquidity Discount”. The Journal of Fixed Income 21, no. 3 (2011): 59-73. https://doi.org/10.3905/jfi.2012.21.3.059.
Chen RR. Valuing a Liquidity Discount. The Journal of Fixed Income. 2011;21(3):59-73.
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Citations
Title Journal Journal Categories Citations Publication Date
From liquidity risk to systemic risk: A use of knowledge graph Journal of Financial Stability
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  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Stock Liquidity Risk and Cash Preservation

 Review of Pacific Basin Financial Markets and Policies
  • Social Sciences: Finance
 2022
Pricing discrete barrier options under jump-diffusion model with liquidity risk International Review of Economics & Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 22 2019
European quanto option pricing in presence of liquidity risk The North American Journal of Economics and Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 17 2018
Analytical valuation for geometric Asian options in illiquid markets Physica A: Statistical Mechanics and its Applications
  • Science: Physics
  • Science: Physics
 13 2018
Citations Analysis
Category Category Repetition
Social Sciences: Finance7
Social Sciences: Economic theory. Demography: Economics as a science5
Social Sciences: Commerce: Business5
Science: Physics1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
The category Social Sciences: Finance 7 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Liquidity discount in the opaque market: The evidence from Taiwan's Emerging Stock Market and was published in 2014. The most recent citation comes from a 2024 study titled From liquidity risk to systemic risk: A use of knowledge graph. This article reached its peak citation in 2017, with 4 citations. It has been cited in 10 different journals. Among related journals, the The Journal of Fixed Income cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year