Aggregate liquidity premium and cross-sectional returns : evidence from China
Year of publication: |
2021
|
---|---|
Authors: | Liao, Cunfei ; Luo, Qianlin ; Tang, Guohao |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 104.2021, p. 1-12
|
Subject: | Aggregate liquidity premium | Information aggregation | Mispricing | New-factor model | Partial least squares | Theorie | Theory | Kapitaleinkommen | Capital income | China | Aggregation | Risikoprämie | Risk premium | Liquidität | Liquidity | Börsenkurs | Share price |
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