Illiquidity and stock returns II : cross-section and time-series effects
Year of publication: |
2021
|
---|---|
Authors: | Amihud, Yakov ; Noh, Joonki |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 34.2021, 4, p. 2101-2123
|
Subject: | Liquidität | Liquidity | Preis | Price | US-Dollar | US dollar | Handelsvolumen der Börse | Trading volume | Dekompositionsverfahren | Decomposition method | Risikoprämie | Risk premium | Querschnittsanalyse | Cross-section analysis | Zeitreihenanalyse | Time series analysis | USA | United States | 1955-2016 |
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