Equity trading activity and treasury bond risk premia
Year of publication: |
2023
|
---|---|
Authors: | Schraeder, Stefanie ; Sojli, Elvira ; Subrahmanyam, Avanidhar ; Tham, Wing Wah |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 58.2023, 2, p. 677-710
|
Subject: | Risikoprämie | Risk premium | Staatspapier | Government securities | Handelsvolumen der Börse | Trading volume | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Öffentliche Anleihe | Public bond |
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