Does Commonality in Illiquidity Matter to Investors?
Year of publication: |
2013
|
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Authors: | Anderson, Richard G. ; Binner, Jane M. ; Hagströmer, Björn ; Nilsson, Birger |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | commonality | commonality risk premium | asset illiquidity | systematic illiquidity | liquidity | effective tick |
Series: | Working Paper ; 2013:24 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 767488962 [GVK] hdl:10419/260082 [Handle] RePEc:hhs:lunewp:2013_024 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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