An analysis of the Amihud illiquidity premium
Year of publication: |
2013
|
---|---|
Authors: | Brennan, Michael J. ; Huh, Sahn-wook ; Subrahmanyam, Avanidhar |
Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 2581398-5. - Vol. 3.2013, 1, p. 133-176
|
Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Statistischer Test | Statistical test | Liquidität | Liquidity | USA | United States | 1983-2008 |
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