Liquidity and asset prices : an empirical investigation of the nordic stock markets
Year of publication: |
2015
|
---|---|
Authors: | Butt, Hilal Anwar ; Virk, Nader Shahzad |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 21.2015, 4, p. 672-705
|
Subject: | Asset-pricing model | illiquidity effect | predicted factor risk premium | model betas | CAPM | Theorie | Theory | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Nordeuropa | Northern Europe | Liquidität | Liquidity | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Schätzung | Estimation | Betafaktor | Beta risk |
-
Liquidity and the cross-section of international stock returns
Cakici, Nusret, (2021)
-
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan, (2020)
-
Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan, (2020)
- More ...
-
Momentum crashes and variations to market liquidity
Butt, Hilal Anwar, (2020)
-
Momentum crashes and variations to market liquidity
Butt, Hilal Anwar, (2022)
-
Market downturns, zero investment strategies and systematic liquidity risk
Butt, Hilal Anwar, (2019)
- More ...