Cross-sectional stock returns in the UK market : the role of liquidity risk
Year of publication: |
2007
|
---|---|
Authors: | Hwang, Soosung ; Lu, Chensheng |
Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 191-213
|
Subject: | Risiko | Risk | Liquidität | Liquidity | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Großbritannien | United Kingdom | Theorie | Theory | CAPM |
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