How time horizons and arbitrage cost influence the turnover premium?
Year of publication: |
2019
|
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Authors: | Li, Daye ; Zhang, Xinmin |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 51.2019, 44, p. 4833-4848
|
Subject: | arbitrage cost | heterogeneous belief | mispricing | return-volume relation | Turnover premium | Arbitrage | Transaktionskosten | Transaction costs | Risikoprämie | Risk premium | Arbeitsmobilität | Labour mobility | Theorie | Theory | Portfolio-Management | Portfolio selection |
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