Estimating the Discount for Lack of Liquidity using Trading Frictions of Thinly Traded Stocks: The Small Market (Austrian) Case

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish
Title of host publicationCreating Value - Conference Proceedings of the 10th EPIEM/ESTIEM Conference
Place of PublicationGraz, Austria
PublisherVerlag der Technischen Universität Graz
Pages24-31
Number of pages8
ISBN (Electronic)978-3-85125-601-7
ISBN (Print)978-3-85125-600-0
DOIs
Publication statusPublished - 2018
Event10th EPIEM/ESTIEM Conference - Graz, Austria
Duration: 4 May 20184 May 2018

Publication series

NameBWL-Schriftenreihe
Volume24

Conference

Conference10th EPIEM/ESTIEM Conference
CountryAustria
CityGraz
Period4/05/184/05/18

Keywords

  • Marketability Discount
  • Beta Factor
  • Diverging Liquidity

ASJC Scopus subject areas

  • Business, Management and Accounting (miscellaneous)

Fields of Expertise

  • Sonstiges

Cite this

Grbenic, S. O. (2018). Estimating the Discount for Lack of Liquidity using Trading Frictions of Thinly Traded Stocks: The Small Market (Austrian) Case. In Creating Value - Conference Proceedings of the 10th EPIEM/ESTIEM Conference (pp. 24-31). (BWL-Schriftenreihe; Vol. 24). Graz, Austria: Verlag der Technischen Universität Graz. https://doi.org/10.3217/978-3-85125-600-0