Downside liquidity risk premium : from the perspective of higher moment
Year of publication: |
2024
|
---|---|
Authors: | Hou, Yuting ; Jin, Xiu |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 69.2024, 1, Art.-No. 102031, p. 1-20
|
Subject: | Downside liquidity risk | Liquidity premium | Liquidity risk premium | Liquidity skewness | Risikoprämie | Risk premium | Liquidität | Liquidity | Marktliquidität | Market liquidity | Theorie | Theory |
-
Jeong, Giho, (2018)
-
Liquidity in up and down markets for asset pricing : evidence from the Taiwan stock market
Shih, Yi-Cheng, (2016)
-
Liquidity premium and the Corwin-Schultz bid-ask spread estimate
Zhang, Xindong, (2014)
- More ...
-
Research on Liquidity Premium of Chinese Stock Market : From Higher Moment Perspective
Jin, Xiu, (2022)
-
Downside Liquidity Risk Premium : From the Perspective of Higher Moment
Hou, Yuting, (2023)
-
Research on the premium for the joint lower-tail risk of liquidity and investor sentiment
Hou, Yuting, (2023)
- More ...