O. Lamont and R. Thaler. Can the market add and subtract? mispricing in tech stock carve-outs. NBER Working Paper Series, (8302), 2001.
F. Longstaff. How much can marketability affect security values? 1767–1774, 1995.
The Journal of Finance, 50(5):
Malatesta and A. Hess. Discount mortgage financing and housing prices. Housing Finance Review, 5:25–41, 1986.
Miller. Risk, uncertainty, and divergence of opinion. The Journal of Finance, 32:1152–1168, 1977.
Ofek, M. Richardson, and R. Whitelaw. Limited arbitrage and short sales restrictions: Evidence from the options markets. Journal of Financial Economics, 74:305–342, 2004.
Patel and R. Pereira. Pricing property index linked swaps with counterparty default risk. Journal of Real Estate Finance and Economics, 36:5–21, 2008.
P. Pratt. Valuing a Business. Irwin, Homewood, IL, 1989.
Quigley. Housing Economics and Public Policy, chapter Transaction costs and housing markets, pages 56–64. Oxford, Blackwell Publishing, 2002.
Reed. Costly short-selling and stock price adjustment to earnings announcements. Working paper University of North Carolina, 2002.
L. Silber. Discounts on restricted stock: The impact of illiquidity on stock prices. Financial Analysts Journal, 47:60–64, 1991.