Liquidity and asset pricing : evidence from a new free-float-adjusted price impact ratio
Year of publication: |
2022
|
---|---|
Authors: | Le, Huong ; Gregoriou, Andros |
Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 49.2022, 4, p. 751-771
|
Subject: | Amihud illiquidity ratio | Asset pricing | Price impact ratio | Börsenkurs | Share price | CAPM | Liquidität | Liquidity | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Preis | Price |
-
Liquidity and stock returns : evidence from international markets
Chiang, Thomas C., (2015)
-
Liquidity and the cross-section of international stock returns
Cakici, Nusret, (2021)
-
Financial constraints, stock liquidity, and stock returns
Li, Xiafei, (2019)
- More ...
-
HOW DO YOU CAPTURE LIQUIDITY? A REVIEW OF THE LITERATURE ON LOW‐FREQUENCY STOCK LIQUIDITY
Le, Huong, (2020)
-
Liquidity and asset pricing : evidence from a new free-float-adjusted price impact ratio
Le, Huong, (2021)
-
Economic policy uncertainty and cross-border mergers and acquisitions
Gregoriou, Andros, (2021)
- More ...