Further tests of asset pricing models : liquidity risk matters
Year of publication: |
2021
|
---|---|
Authors: | Ma, Xiuli ; Zhang, Xindong ; Liu, Weimin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 95.2021, p. 255-273
|
Subject: | Asset pricing models | Liquidity risk | Model performance | CAPM | Liquidität | Liquidity | Kapitalmarkttheorie | Financial economics |
-
Liquidity as an asset pricing factor in the UK
Artikis, Panayiotis G., (2018)
-
The Epstein-Zin model with liquidity extension
Liu, Weimin, (2016)
-
Israel, Ronen, (2020)
- More ...
-
The predictive performance of liquidity risk
Ma, Xiuli, (2021)
-
The predictive performance of liquidity risk
Ma, Xiuli, (2021)
-
Does a firm's supplier concentration affect its cash holding?
Zhang, Xindong, (2020)
- More ...