Asset pricing anomalies : liquidity risk hedgers or liquidity risk spreaders?
Nader Shahzad Virk, Hilal Anwar Butt
| Year of publication: |
2022
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|---|---|
| Authors: | Virk, Nader Shahzad ; Butt, Hilal Anwar |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 81.2022, p. 1-18
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| Subject: | Aggregate liquidity-risk | Asset-pricing models | Estimated risk premium | Mispricing | Risk | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Risiko | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102104 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013410674