A novel measure of liquidity premium : application to the Korean stock market
Year of publication: |
February 2018
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Authors: | Hur, Seok-kyun ; Chung, Chune Young |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 25.2018, 3, p. 211-215
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Subject: | Liquidity premium | first-passage time distribution | locked-in strategies | Amihud's illiquidity ratio | Liquidität | Liquidity | Südkorea | South Korea | Aktienmarkt | Stock market | Marktliquidität | Market liquidity | Risikoprämie | Risk premium |
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